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


ext=ptrend(2,10)
// retruns
// ext =
//!   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. !

load(GROCERDIR+'data/bdhenderic.dat')
r=ols1('lm1','const','ptrend(1,length(series(lm1)))')

// regress lm1 on a constant an a trend


               

AUTHOR

Eric Dubois 2002