statsmodels.tsa.tsatools.add_trend(x, trend='c', prepend=False, has_constant='skip')[source]

Adds a trend and/or constant to an array.

Parameters
Xarray-like

Original array of data.

trendstr {“c”,”t”,”ct”,”ctt”}

“c” add constant only “t” add trend only “ct” add constant and linear trend “ctt” add constant and linear and quadratic trend.

prependbool

If True, prepends the new data to the columns of X.

has_constantstr {‘raise’, ‘add’, ‘skip’}

Controls what happens when trend is ‘c’ and a constant already exists in X. ‘raise’ will raise an error. ‘add’ will duplicate a constant. ‘skip’ will return the data without change. ‘skip’ is the default.

Returns
yarray, recarray or DataFrame

The original data with the additional trend columns. If x is a recarray or pandas Series or DataFrame, then the trend column names are ‘const’, ‘trend’ and ‘trend_squared’.

Notes

Returns columns as [“ctt”,”ct”,”c”] whenever applicable. There is currently no checking for an existing trend.