Grocer Function
NAME
lagbounds - lag bounds in a regression
CALLING SEQUENCE
[bounds_out]=lagbounds(bounds_in,l)
PARAMETERS
Input
-
bounds_in = the original bounds
-
l = the lag (positive or negative, if you want to extend bounds in the past)
Output
-
bounds_out = the lagged bounds
DESCRIPTION
Cuts the bounds at the start of the period. If the lag is negative, then bounds are extended in the past for a number of peridos equal
to the absolute value of the lag.
EXAMPLE
1) lagbounds(['1985q2';'1997q4'],3)
2) grocer_boundsvar=lagbounds(grocer_boundsvarb,-grocer_l-1)
Example 1 leads to the (2x1) vector:
['1986q1'
'1997q4']
Example 2 is taken from function cadf
AUTHOR
Eric Dubois 2002