statsmodels.tsa.deterministic.CalendarDeterministicTerm.in_sample¶

abstract CalendarDeterministicTerm.in_sample(index)¶

Produce deterministic trends for in-sample fitting.

Parameters:¶

indexindex_like

An index-like object. If not an index, it is converted to an index.

Returns:¶

DataFrame

A DataFrame containing the deterministic terms.