statsmodels.tsa.tsatools.detrend¶

statsmodels.tsa.tsatools.detrend(x, order=1, axis=0)[source]¶

Detrend an array with a trend of given order along axis 0 or 1.

Parameters:¶

x : array_like, 1d or 2d¶

Data, if 2d, then each row or column is independently detrended with the same trendorder, but independent trend estimates.

order : int¶

The polynomial order of the trend, zero is constant, one is linear trend, two is quadratic trend.

axis : int¶

Axis can be either 0, observations by rows, or 1, observations by columns.

Returns:¶

The detrended series is the residual of the linear regression of the data on the trend of given order.

Return type:¶

ndarray