statsmodels.tsa.tsatools.add_trend¶

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

Add a trend and/or constant to an array.

Parameters:

xarray_like

Original array of data.

trendstr {‘n’, ‘c’, ‘t’, ‘ct’, ‘ctt’}

The trend to add.

‘n’ add no trend.
‘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 column already exists in x. ‘raise’ will raise an error. ‘add’ will add a column of 1s. ‘skip’ will return the data without change. ‘skip’ is the default.

Returns:

array_like: The original data with the additional trend columns. If x is a pandas Series or DataFrame, then the trend column names are ‘const’, ‘trend’ and ‘trend_squared’.