statsmodels.tsa.deterministic.Fourier.in_sample

Fourier.in_sample(index: Union[Sequence[Hashable], pandas.core.indexes.base.Index]) → pandas.core.frame.DataFrame

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.