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.