statsmodels.tsa.tsatools.add_trend

statsmodels.tsa.tsatools.add_trend(x, trend='c', prepend=False, has_constant='skip')

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:

The original data with the additional trend columns. If x is a pandas Series or DataFrame, then the trend column names are ‘const’, ‘trend’ and ‘trend_squared’.

Return type:

array_like

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.