Quadratic time detrending. Any help or code ???

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Panty
Panty on 15 Jul 2014
Commented: Panty on 15 Jul 2014
Hi guys!! I have a question.
For linearly detrending a time-series you can use the detrend(..) function.
If you want to extract the quadratic time trend?? Any function or code you could share??
I have found this code in the 'Parametric Trend Estimation' Mathworks page, but I want to make sure whether it works or not and you opinion.
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
load(fullfile(matlabroot,'examples','econ','Data_Accidental.mat')); t = [1:N]'; X = [ones(N,1) t t.^2];
B = X\Y;
Th = X*B;
h = plot(Th/1000,'r','LineWidth',2);
legend(h,'Quadratic Trend Estimate');
hold off
Y = Dataset.NUMD;
N = length(Y);
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Many thanks

Accepted Answer

Alfonso Nieto-Castanon
Alfonso Nieto-Castanon on 15 Jul 2014
Yes, that should work, you just need to define:
Ynew = Y - Th;
to get the new "detrended" timeseries.
  7 Comments
Panty
Panty on 15 Jul 2014
Thats perfect. Thank you very much Alfonso. Much appreciated.

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