Name

ptrend — matrix of polynomial trend

CALLING SEQUENCE

[xmat]=ptrend(p,nobs)

PARAMETERS

Input

• p = order of the time-trend polynomial

 * p < 0, xmat = empty vector

 * p = 1, xmat = time trend

 * p > 1, xmat = higher order polynomial in time

• nobs = size of the matrix

Output

• xmat = matrix containing polynomial trend model data set

DESCRIPTION

Produces an explanatory variables matrix containing a polynomial time-trend

EXAMPLE


1) ext=ptrend(2,10)

2) r=ols1(y,ptrend(t,nobs))

 

Example 1 gives the matrix: 

!   1.    1.     1.   !

!   1.    2.     4.   !

!   1.    3.     9.   !

!   1.    4.     16.  !

!   1.    5.     25.  !

!   1.    6.     36.  !

!   1.    7.     49.  !

!   1.    8.     64.  !

!   1.    9.     81.  !

!   1.    10.    100. !

 

In example 2 (taken from kpss) ptrend calculates the matrix of trends corresponding to the choice of the user for t and the # of observations nobs of the variable y and enter them in the function ols1. 



               

AUTHOR

Eric Dubois 2002