Detrend

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Detrend

To remove the general drift, tendency, or bent of a set of statistical data as related to time. Often accomplished by regressing a variable or a time index and perhaps the square of the time index and capturing the residuals. A stochastic detrend would be to subtract a moving-average (say for five years) from the value of the variable.

Detrend

The removal of a trend from the consideration of several variables. A detrend may be necessary to discover a company's true financial health. For example, one may detrend increased sales around Christmas time to see a more accurate account of a company's sales in a given year.
References in periodicals archive ?
com), and E-signal and analyzed using statistical methods such as a 30-months moving average, a de-trend and the covariance in a variety of indexes summarized in Table 1.
Nonetheless, Nobel Price Simon Kuznets used this system most of his academic life and demonstrated that, for certain time series with high volatility, a de-trend is recommended.
All variables are in real terms, and we de-trend the variables with a quadratic trend after taking a logarithm of all variables except NX.
They also include dummy variables for the year of each survey so as to de-trend the data and isolate (as best as possible) the effects of education from other exogenous factors not included in the model.
AIR developed the Agricultural Weather Index (AWI) to de-trend the time series of historical yields to create more accurate yield distributions.
Phase Average, Hodrick-Prescott and Linear trends, these do not reflect the range of methods used in practice by macroeconomists to de-trend time-series data.
AIR developed the Agricultural Weather Index (AWI), which is used to de-trend the time series of historical yields to create more accurate yield distributions.