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