[R] Orthogonal polynomials used by R

Ashim Kapoor
Wed, 27 Nov 2019 11:55:17 -0000

Dear All,

I have created a time trend by doing x<-1:93 because I have a time series
with 93 data points. Next I did :-

y = lm(series ~ poly(x,4))$residuals

to detrend series.

I choose this 4 as the order of my polynomial using cross validation/
checking the absence of trend in the residuals so I think I have not
overfit this series.

I wish to document the formula of poly(x,4). I am not able to find it in
?poly

Can someone please tell me what the formula for the orthogonal polynomial
used by R is ?

Thank you,
Ashim