Quadratic time detrending. Any help or code ???

8 views (last 30 days)
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.
Panty on 15 Jul 2014
Thats perfect. Thank you very much Alfonso. Much appreciated.

Sign in to comment.

More Answers (0)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by