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statsmodels.tsa.tsatools.add_constant

statsmodels.tsa.tsatools.add_constant(data, prepend=True)

This appends a column of ones to an array if prepend==False.

For ndarrays and pandas.DataFrames, checks to make sure a constant is not already included. If there is at least one column of ones then the original object is returned. Does not check for a constant if a structured or recarray is given.

Parameters:

data : array-like

data is the column-ordered design matrix

prepend : bool

True and the constant is prepended rather than appended.

Returns:

data : array

The original array with a constant (column of ones) as the first or last column.

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