statsmodels.tsa.deterministic.CalendarDeterministicTerm.in_sample

abstractmethod CalendarDeterministicTerm.in_sample(index)

Produce deterministic trends for in-sample fitting.

Parameters:

index (index_like) – An index-like object. If not an index, it is converted to an index.

Returns:

A DataFrame containing the deterministic terms.

Return type:

DataFrame