lagmatrix: Create lead/lags of a variable

In TSLSTMplus: Long-Short Term Memory for Time-Series Forecasting, Enhanced

Create lead/lags of a variable

Description

Create an array with lead/lags of an input variable.

Usage

lagmatrix(x, lag)

Arguments

x	input variable.
lag	vector of leads and lags. Positive numbers are lags, negative are leads. O is the original x.

Value

An array with the resulting leads and lags (columns).

Note

This code was copied from the ts.utils package to avoid the archive operations of the smooth package in 16-02-2025. This function might be deprecated in future releases to use the one from ts.utils again.

Author(s)

Nikolaos Kourentzes, [e-mail]

Examples

  x <- rnorm(10)
  lagmatrix(x,c(0,1,-1))

TSLSTMplus documentation built on April 3, 2025, 5:53 p.m.