statsmodels.tsa.deterministic.FourierDeterministicTerm

class statsmodels.tsa.deterministic.FourierDeterministicTerm(order: int)

Abstract Base Class for all Fourier Deterministic Terms

Attributes

is_dummy

Flag indicating whether the values produced are dummy variables

order

The order of the Fourier terms included

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

is_dummy	Flag indicating whether the values produced are dummy variables
order	The order of the Fourier terms included