statsmodels.tsa.tsatools.detrend
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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
specifies the polynomial order of the trend, zero is constant, one is linear trend, two is quadratic trend
axis : int
for detrending with order > 0, axis can be either 0 observations by rows, or 1, observations by columns
Returns: detrended data series : ndarray
The detrended series is the residual of the linear regression of the data on the trend of given order.
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