statsmodels.tsa.deterministic.DeterministicProcess.in_sample¶

DeterministicProcess.in_sample()[source]¶

Produce deterministic trends for in-sample fitting.

Parameters:¶

index : index_like

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

Returns:¶

A DataFrame containing the deterministic terms.

Return type:¶

DataFrame