makeLeadLagMatrix: Leads-and-Lags Matrix
In cointReg: Parameter Estimation and Inference in a Cointegrating Regression

Generates leads-and-lags matrix for the Dynamic OLS estimator.

1	makeLeadLagMatrix(x, n.lag, n.lead)

`x`	[`matrix`] Matrix for which to generate the leads-and-lags matrix.
`n.lag, n.lead`	[`numeric(1)`] Number of lags and leads, have to be non-negative integer values. If greater than `nrow(x)`, produces 0-rows.

[matrix]. Leads-and-lags matrix.

1 2	x <- matrix(1:20, 2, byrow = TRUE) cointReg:::makeLeadLagMatrix(x = x, n.lag = 2, n.lead = 3)

cointReg documentation built on May 2, 2019, 3:45 a.m.

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