Lag: Lag a vector or a matrix of observations

In eDMA: Dynamic Model Averaging with Grid Search

Lag a vector or a matrix of observations

Description

Lag a vector or a matrix of observations by iK periods.

Usage

    Lag(mY, iK)

Arguments

mY	a vector or a matrix of observations.
iK	An integer indicating the number of lag.

Details

The function returns a numeric vector or a matrix depending on the class of mY. The dimension of the object is preserved and NA's are introduced for the missing values.

Value

An object of the class numeric or matrix.

Author(s)

Leopoldo Catania & Nima Nonejad

Examples

#  Code chunk of Catania and Nonejad (2016) Dynamic Model Averaging
#  for Practitioners in Economics and Finance: The eDMA Package
library(eDMA)

## load data
data("USData")

UDData_lagged <- Lag(USData, 1)

eDMA documentation built on June 8, 2025, 1:56 p.m.