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detrend


From: flatmax
Subject: detrend
Date: Wed, 18 Oct 2000 23:06:16 +1100 (EST)

Hi there,
Can any one technically define what is happening in the 'detrend'
algorithm ?

function y = detrend (x, p)
  r = rows (x);
  b = ((1 : r)' * ones (1, p + 1)) .^ (ones (r, 1) * (0 : p));
  y = x - b * (b ŠÜ x);
  

thanks
MAtt



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