Description Usage Arguments Value Examples
tsmat
constructs a (n-p+1,p) matrix from a time series
where the first column is the shortened series y[p],...,y[n], the second is y[p-1],...,y[n-1], etc.
1 | tsmat(y, p)
|
y |
the series, a vector or a time series of length n |
p |
desired number of columns |
mat (n-p+1,p) matrix
1 |
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