statsmodels.tsa.tsatools.add_trend¶

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

Adds a trend and/or constant to an array.

Parameters

Xarray-like: Original array of data.
trendstr {“c”,”t”,”ct”,”ctt”}: “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_constantstr {‘raise’, ‘add’, ‘skip’}: Controls what happens when trend is ‘c’ and a constant already exists in X. ‘raise’ will raise an error. ‘add’ will duplicate a constant. ‘skip’ will return the data without change. ‘skip’ is the default.

Returns

yarray, recarray or DataFrame: 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’.