statsmodels.tsa.deterministic.CalendarTimeTrend.from_string

classmethod CalendarTimeTrend.from_string(freq, trend, base_period=None)[source]

Create a TimeTrend from a string description.

Provided for compatibility with common string names.

Parameters:
  • freq (str) – A string convertible to a pandas frequency.

  • trend ({"n", "c", "t", "ct", "ctt"}) –

    The string representation of the time trend. The terms are:

    • ”n”: No trend terms

    • ”c”: A constant only

    • ”t”: Linear time trend only

    • ”ct”: A constant and a time trend

    • ”ctt”: A constant, a time trend and a quadratic time trend

  • base_period ({str, pd.Timestamp}, default None) – The base period to use when computing the time stamps. This value is treated as 1 and so all other time indices are defined as the number of periods since or before this time stamp. If not provided, defaults to pandas base period for a PeriodIndex.

Returns:

The TimeTrend instance.

Return type:

TimeTrend