numeraire_dataset.builders.fredmd.apply_tcode#
- numeraire_dataset.builders.fredmd.apply_tcode(x: ndarray, code: int) ndarray[source]#
Apply a FRED-MD stationarity transform (codes 1-7) to a level series (NaN-padded at start).
1 level, 2 diff, 3 diff^2, 4 log, 5 dlog, 6 dlog^2, 7 diff(x_t/x_{t-1} - 1). All are causal (use only past values), so applying them per vintage is point-in-time safe.