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Pros and Cons: Methods for Detrending Time Series Data

Discussion in 'Education' started by Jefftopia, Oct 8, 2018.

  1. Jefftopia

    Jefftopia Guest

    My memory is fuzzy on the advantages and disadvantages of various methods for detrending time-series data. I'm looking for a succinct summary of why and when one should or should not use the following:

    • Differenced data
    • Log-differenced data
    • Error term, after regressing on only a linear or polynomial time series (e.g., 0,1,2,3,...,t)

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