statsmodels.tsa.tsatools.add_trend¶
-
statsmodels.tsa.tsatools.
add_trend
(x, trend='c', prepend=False, has_constant='skip')[source]¶ Add a trend and/or constant to an array.
- Parameters
x : array_like
Original array of data.
trend : str {‘n’, ‘c’, ‘t’, ‘ct’, ‘ctt’}
The trend to add.
‘n’ add no trend.
‘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 column already exists in x. ‘raise’ will raise an error. ‘add’ will add a column of 1s. ‘skip’ will return the data without change. ‘skip’ is the default.
- Returns
array_like
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’.
See also
statsmodels.tools.tools.add_constant
Add a constant column to an array.
Notes
Returns columns as [‘ctt’,’ct’,’c’] whenever applicable. There is currently no checking for an existing trend.