Nothing
LSET <-
function(x,p)
{
x <- as.matrix(x)
n <- nrow(x)
xmat <- matrix(NA,nrow=n-p,ncol=p+2)
xmat[,1] <- x[p:(n-1),1]
if(p > 1)
{
z <- x[2:n,1] - x[1:(n-1),1]
for(i in 1:(p-1))
xmat[,i+1] <- z[(p-i):(n-1-i)]
}
xmat[,(p+1):(p+2)] <- cbind(rep(1,n-p),(p+1):n)
y <- x[(p+1):n,1]
b <- solve( t(xmat) %*% xmat) %*% t(xmat) %*% y
e <- y - xmat %*% b
#return(list(coef=arlevel(b,p),resid=e))
return(list(coef=b,resid=e))
}
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