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
- xarray_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.
- prependbool
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.