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Grocer >> Basic functions > undrift

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

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