statsmodels.tsa.deterministic.FourierDeterministicTerm¶
- class statsmodels.tsa.deterministic.FourierDeterministicTerm(order)[source]¶
Abstract Base Class for all Fourier Deterministic Terms
- Attributes:¶
Methods
in_sample
(index)Produce deterministic trends for in-sample fitting.
out_of_sample
(steps, index[, forecast_index])Produce deterministic trends for out-of-sample forecasts
Properties
Flag indicating whether the values produced are dummy variables
The order of the Fourier terms included
Last update:
Oct 29, 2024