AR model with drift and deterministic trend

I would like to estimate an AR model with drift and deterministic trend. For example: yt=c+δt+β1yt−1+β2yt−2, where c is the drift coefficient and δ the deterministic trend coefficient.
I was already able to estimate and AR model with drift:
model_drift = arima('ARLags',1:2);
model_drift = estimate(model_drift,series_gdp,'Display','off');
summarize(model_drift);
but I don't know how to include a deterministic trend.

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도움말 센터File Exchange에서 Conditional Mean Models에 대해 자세히 알아보기

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2020년 12월 8일

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