Quadratic time detrending. Any help or code ???

4 ビュー (過去 30 日間)
Panty
Panty 2014 年 7 月 15 日
コメント済み: Panty 2014 年 7 月 15 日
Hi guys!! I have a question.
For linearly detrending a time-series you can use the detrend(..) function.
If you want to extract the quadratic time trend?? Any function or code you could share??
I have found this code in the 'Parametric Trend Estimation' Mathworks page, but I want to make sure whether it works or not and you opinion.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
load(fullfile(matlabroot,'examples','econ','Data_Accidental.mat')); t = [1:N]'; X = [ones(N,1) t t.^2];
B = X\Y;
Th = X*B;
h = plot(Th/1000,'r','LineWidth',2);
legend(h,'Quadratic Trend Estimate');
hold off
Y = Dataset.NUMD;
N = length(Y);
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Many thanks

採用された回答

Alfonso Nieto-Castanon
Alfonso Nieto-Castanon 2014 年 7 月 15 日
Yes, that should work, you just need to define:
Ynew = Y - Th;
to get the new "detrended" timeseries.
  7 件のコメント
Alfonso Nieto-Castanon
Alfonso Nieto-Castanon 2014 年 7 月 15 日
Yes, ordinary least squares, linear regression, general linear model, the X\Y part would do just that.
Panty
Panty 2014 年 7 月 15 日
Thats perfect. Thank you very much Alfonso. Much appreciated.

サインインしてコメントする。

その他の回答 (0 件)

カテゴリ

Help Center および File ExchangeCorrelation and Convolution についてさらに検索

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by