tsa.tsatools.add_trend()

statsmodels.tsa.tsatools.add_trend

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

Adds a trend and/or constant to an array.

Parameters:

X : array-like Original array of data. trend : str {?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. prepend : bool If True, prepends the new data to the columns of X. has_constant : str {?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.

See also

statsmodels.add_constant

Notes

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