dpa.generate.lag: Generate lagged parameters in the data

In dpa: Dynamic Path Approach

Description

This function creates lags in the source column and adds the laaged parameter column to the original data.

Usage

dpa.generate.lag(dataframe = NULL, tickColumn = NULL, sourceColumn = NULL, minLag=1,maxLag=1)

Arguments

dataframe	The selected data file for which analysis is to be performed.
tickColumn	Time column in the data.
sourceColumn	The variable (column in the data) in which lag is to be created.
minLag	Minimum lag to be created in the source column.
maxLag	Maximum lag to be created in the source column.

Author(s)

Emile J.L. Chappin

References

http://www.chappin.com

Examples

#dpa.generate.lag(dataframe = NULL, tickColumn = NULL, sourceColumn = NULL, minLag=1,maxLag=1)

dpa documentation built on May 2, 2019, 6:05 a.m.