TD_GENSERIES4FORMULA allows you to define and apply a formula to generate a time series. This function has many use cases, including the ability to generate a series that is subtracted from a non-stationary series to make it stationary, and to estimate beyond the sample data points.
The following procedure is an example of how to use TD_GENSERIES4FORMULA:
- Determine that the series to be modeled includes a trend.
- Use TD_LINEAR_REGR to curve fit the trend.
- Use the coefficients computed by TD_LINEAR_TREND, assemble a FORMULA and use TD_GENSERIES4FORMULA to generate a trend series.
- Use TD_BINARYSERIESOP to subtract the generated trend from the original series.