Nothing
embedd <- function (x, m, d, lags) {
if (is.null(colnames(x))) {
vars <- sprintf("V%d", 1:NCOL(x))
} else {
vars <- colnames(x)
}
x <- as.ts(x)
if (missing(lags)) {
checkEmbParms(x, m, d)
lags <- ((1:m) - 1) * d
}
names <- sprintf("%s/%d", vars, lags[1])
res <- lag(x, lags[1])
if(length(lags) > 1) {
for (i in 2:length(lags)) {
res <- ts.intersect(res, lag(x, lags[i]))
names <- append(names, sprintf("%s/%d", vars, lags[i]))
}
}
res <- matrix(res, nrow = nrow(res), ncol = ncol(res))
colnames(res) <- names
res
}
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