lagmatrix: Create lead/lags of a variable
In tsutils: Time Series Exploration, Modelling and Forecasting
lagmatrix R Documentation
Create lead/lags of a variable
Description
Create an array with lead/lags of an input variable.
Usage
lagmatrix(x, lag)
Arguments
x
input variable.
lag
vector of leads and lags. Positive numbers are lags, negative are leads. O is the original x.
Value
An array with the resulting leads and lags (columns).
Author(s)
Nikolaos Kourentzes, nikolaos@kourentzes.com
Examples
x <- rnorm(10)
lagmatrix(x,c(0,1,-1))
tsutils documentation built on Nov. 15, 2023, 1:08 a.m.
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| lagmatrix | R Documentation |
Create lead/lags of a variable
Description
Create an array with lead/lags of an input variable.
Usage
lagmatrix(x, lag)
Arguments
x |
input variable. |
lag |
vector of leads and lags. Positive numbers are lags, negative are leads. O is the original |
Value
An array with the resulting leads and lags (columns).
Author(s)
Nikolaos Kourentzes, nikolaos@kourentzes.com
Examples
x <- rnorm(10)
lagmatrix(x,c(0,1,-1))
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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