@detrend |

Compute deviations from the trend of a series.

Syntax: @detrend(x[, s])

x: series, vector, matrix

s: (optional) sample string or object when x is a series and assigning result to a series

Return: series, vector, matrix

Returns the residuals of an OLS regression of the data versus an intercept and an implicit time trend.

For series calculations, EViews will use the current or specified workfile sample.

This function is panel aware.

Examples

The code below produces a graph of a series and its detrended form:

wfcreate m 2000 2020

series y = @trend + nrnd

group g y @detrend(y)

g.line

The first line creates a monthly workfile starting in January 2000 and ending in December 2020. The second line generates a series y equal to trend plus normal error. The last two lines graphs y and @detrend(y) together.

Cross-references

See also
@demean.