trend
(Series)
Estimate time trend in time series data.
Syntax
x = trend(x, ~range, ...)
Input arguments marked with a
~
sign may be omitted.
Input arguments
x
[ tseries ]
Input time series.
~range
[ numeric | @all
| char ]
Range for which the trend will be computed; if omitted or assigned
@all
, the entire range of the input times series.
Output arguments
x
[ tseries ]
Output trend time series.
Options
'Break='
[ numeric | empty ]
Vector of breaking points at which the trend may change its slope.
'Connect='
[ true
| false
]
Calculate the trend by connecting the first and the last observations.
'Diff='
[ true
| false
]
Estimate the trend on differenced data.
'Log='
[ true
| false
]
Logarithmize the input data, de-logarithmize the output data.
'Season='
[ true
| false
| 2
| 4
| 6
| 12
]
Include deterministic seasonal factors in the trend.
Description
Examples