add_constant(data[, prepend, has_constant]) |
This appends a column of ones to an array if prepend==False. |
add_lag(x[, col, lags, drop, insert]) |
Returns an array with lags included given an array. |
add_trend(X[, trend, prepend, has_constant]) |
Adds a trend and/or constant to an array. |
commutation_matrix(p, q) |
Create the commutation matrix K_{p,q} satisfying vec(A’) = K_{p,q} vec(A) |
detrend(x[, order, axis]) |
detrend an array with a trend of given order along axis 0 or 1 |
duplication_matrix(n) |
Create duplication matrix D_n which satisfies vec(S) = D_n vech(S) for |
elimination_matrix(n) |
Create the elimination matrix L_n which satisfies vech(M) = L_n vec(M) for |
freq_to_period(freq) |
Convert a pandas frequency to a periodicity |
lagmat(x, maxlag[, trim, original]) |
create 2d array of lags |
lagmat2ds(x, maxlag0[, maxlagex, dropex, trim]) |
generate lagmatrix for 2d array, columns arranged by variables |
unintegrate(x, levels) |
After taking n-differences of a series, return the original series |
unintegrate_levels(x, d) |
Returns the successive differences needed to unintegrate the series. |
unvec(v) |
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unvech(v) |
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vec(mat) |
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vech(mat) |
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