Reference

Basic Transformations

lagx() leadx()

Compute lagged or leading values

diffx() rdiffx() ldiffx()

Compute lagged differnces

Rescaling

std_mean() std_median()

Standarization

scale_range() scale_minmax() scale_unit_len()

Rescale

demean() demedian() demode()

Removes measure of centrality from the series

rebase() rebase_origin()

Change the base year

Score Transformations

score_z() score_mad() score_t() score_chisq()

Score transformation

Root & Power Transformations

root() root_sq() root_cubic()

nth Root Transformation

pow()

nth Power Transformation

pow_boxcox()

Box-Cox Transformations

pow_manly()

Manly(1971) Transformations

pow_tukey()

Tukey Transformations Transformations

pow_yj()

Yeo and Johnson(2000) Transformations

Deterministic Trend

dtrend_lin() dtrend_quad() dtrend_poly()

Deterministic Trend

Cycle Filters

filter_bk()

Baxter-King Filter

filter_boosted_hp()

Boosted HP filter

filter_bw()

Butterworth Filter

filter_cf()

Christiano-Fitzgerald Filter

filter_hamilton()

Hamilton Filter

filter_hp()

Hodrick-Prescot Filter

filter_tr()

Trigonometric regression Filter

Outliers

out_iqr()

Detect outliers with Tukey's method

out_pt()

Detect outliers with Percentiles

out_score_z()

Detect outliers with zscore

out_score_zrob()

Detect outliers Iglewicz and Hoaglin (1993) robust z-score method

out_threshold()

Detect outliers with upper and lower threshold

out_winsorise() out_winsorize()

Winsorize

Fill Functions

fill_locf()

Fill with "Last Observation Carried Forward"

fill_nocb()

Fill with "Next observation carried backwards"

fill_linear()

Fill with "linear approximation"

fill_spline()

Fill with "cubic spline interpolation"

Simple Statistics

gmean()

Geometric Mean value

modex() modex_int()

Mode value

skewness() kurtosis()

Skewness/Kurtosis Value