Name
undrift — removes the drift or a linear time trend
CALLING SEQUENCE
[xun]=undrift(x)
PARAMETERS
- Input
x =
- a data matrix x where columns represent different variables, x is (T x # variables).
- or a ts
- Output
xun =
- if x is a matrix, then a data matrix of the same size as x with a different drift/trend removed from each variable
- a ts with drift/trend removed if x is a ts
DESCRIPTION
Function that removes the drift or a linear time trend
EXAMPLE
undrift([1:15]')
Provides ones(15,1)