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Quadratic time detrending. Any help or code ???

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Panty
Panty el 15 de Jul. de 2014
Comentada: Panty el 15 de Jul. de 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

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Alfonso Nieto-Castanon
Alfonso Nieto-Castanon el 15 de Jul. de 2014
Yes, that should work, you just need to define:
Ynew = Y - Th;
to get the new "detrended" timeseries.
  7 comentarios
Alfonso Nieto-Castanon
Alfonso Nieto-Castanon el 15 de Jul. de 2014
Yes, ordinary least squares, linear regression, general linear model, the X\Y part would do just that.
Panty
Panty el 15 de Jul. de 2014
Thats perfect. Thank you very much Alfonso. Much appreciated.

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