ldshift: Take the lagged first difference of a series

In dynamac: Dynamic Simulation and Testing for Single-Equation ARDL Models

Take the lagged first difference of a series

Description

Take the lagged first difference of a series

Usage

ldshift(x, l)

Arguments

x	a series to be differenced
l	the number of lags

Details

ldshift assumes that the series are ordered, that there is no missing data, and that the time intervals are even

Value

the lagged differenced series

Author(s)

Soren Jordan and Andrew Q. Philips

Examples

x.var <- runif(50)
ld.1.x.var <- ldshift(x.var, 1)
ld.2.x.var <- ldshift(x.var, 2)
head(x.var)
head(ld.1.x.var)
head(ld.2.x.var)

dynamac documentation built on Nov. 18, 2022, 1:07 a.m.