statsmodels.tsa.deterministic.Fourier.in_sample¶

Fourier.in_sample(index)[source]¶

Produce deterministic trends for in-sample fitting.

Parameters:¶

index : index_like¶

An index-like object. If not an index, it is converted to an index.

Returns:¶

A DataFrame containing the deterministic terms.

Return type:¶

DataFrame