Trend
Trend(parameter, type, start_index=None, values=None)A nonstationary trend on one distribution parameter.
Attaching any trend makes a model nonstationary: the trended parameter is replaced in the parameter vector by the trend’s own coefficients, so a linear trend on the location turns one location parameter into an intercept and a slope.
Parameters
| Name | Type | Description | Default |
|---|---|---|---|
| parameter | str or int | The distribution parameter to trend, as a name ("location") or a 1-based position. |
required |
| type | str | One of Constant, Linear, Quadratic, Cubic, Exponential, Logistic, Power, Reciprocal, Sinusoidal, StepFunction, or GeneralLinear. |
required |
| start_index | int | 0-based index the trend is anchored at; the data-driven default is used when omitted. | None |
| values | array_like | Trend coefficients, length matching the trend’s own parameter count. | None |
Examples
>>> trend("location", "Linear")
<Trend Linear on parameter location>