Definition: De-trending

Category: Statistical concept

Determining a time series' long-term trend component and then subtracting it from the remaining time series. https://ec.europa.eu/eurostat/ramon/statmanuals/files/UNECE_2019_leading_composite_sentiment_indicators.pdf
Source:
United Nations Economic Commission for Europe (UNECE), "Guidelines on producing leading, composite and sentiment indicators", Geneva, 2019
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