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]')
// returns ones(15,1) 



               

AUTHOR

Eric Dubois 2004