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.

trend{‘n’, ‘c’, ‘t’, ‘ct’, ‘ctt’}, optional

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, optional

If True, prepends the new data to the columns of X.

has_constant{‘raise’, ‘add’, ‘skip’}, optional

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:

ndarray, Series, or DataFrame: 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’. A Series is only returned when trend='n' and x is a Series, since no columns are added.