Lags: Lags
In multibreakeR: Tests for a Structural Change in Multivariate Time Series
Lags R Documentation
Lags
Description
Compute the lags for the mat.y time series matrix
Usage
Lags(mat.y, q)
Arguments
mat.y
The matrix of time series
q
The lag chosen
Value
A list of original (dependent) and lagged (independent) time series matrix
Examples
data(example_data)
list.lags <- Lags(mat.y = example_data, q = 2)
multibreakeR documentation built on May 31, 2023, 6:06 p.m.
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| Lags | R Documentation |
Lags
Description
Compute the lags for the mat.y time series matrix
Usage
Lags(mat.y, q)
Arguments
mat.y |
The matrix of time series |
q |
The lag chosen |
Value
A list of original (dependent) and lagged (independent) time series matrix
Examples
data(example_data)
list.lags <- Lags(mat.y = example_data, q = 2)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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