statsmodels.tsa.deterministic.CalendarDeterministicTerm

class statsmodels.tsa.deterministic.CalendarDeterministicTerm(freq: str)

Abstract Base Class for calendar deterministic terms

Attributes

freq

The frequency of the deterministic terms

is_dummy

Flag indicating whether the values produced are dummy variables

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

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

freq	The frequency of the deterministic terms
is_dummy	Flag indicating whether the values produced are dummy variables