How to remove linear trend from a time series?

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Chris Martin
Chris Martin 2014 年 7 月 31 日
回答済み: Roger Wohlwend 2014 年 7 月 31 日
How to remove linear trend from a time series?

回答 (1 件)

Roger Wohlwend
Roger Wohlwend 2014 年 7 月 31 日
Use the matlab function detrend.
Or do it yourself. Estimate the linear trend with a linear regression. The residuals of the regression are your time series without the linear trend.

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