Grocer Function
NAME
lag - creation of a lagged matrix
CALLING SEQUENCE
[z]=lag(x,n,v)
PARAMETERS
Input
-
x = input matrix or vector, (nobs x k)
-
n = (kx1) vector of lags
-
v = (optional) initial values (default=0)
Output
z = matrix (or vector) of lags (nobs x k)
DESCRIPTION
Creates a matrix or vector of lagged values
if n <= 0, z = [] is returned. While you may find this perverse, it is sometimes useful.
for ts use lagts (see chapter 3)
EXAMPLE
1) y = lag([1:8]',2)
2) x1=ones(7,1);x2=[1:7]';y = lag([x1 x2],1,4)
Example 1 gives the column matrix:
! 0. !
! 0. !
! 1. !
! 2. !
! 3. !
! 4. !
! 5. !
! 6. !
Example 2 gives the (7,2) matrix:
! 4. 4. !
! 1. 1. !
! 1. 2. !
! 1. 3. !
! 1. 4. !
! 1. 5. !
! 1. 6. !
AUTHOR
Eric Dubois 2002