The RATS Software Forum

Actually, we have not gone that deep, but finally we found that the answer was not as complicates as we had thought. Thanks a lot for your answer.

Hi, thank you for asking. This is about my teamwork at school and we are asked to analyse monthly time series. So we take the US monthly unemployment rate from 1997 jan to 2017 jan. We are asked to suppose there exist a deterministic trend and a stochastic trend and to transform the data to show the...

Greetings to all,

I'm wondering is there a code similar to linreg could extract a stochastic linear trend from a longitudinal dataset (for example unemployment rate).

Many thanks