create_lags: Lags creation
In Marga8/HDGCvar: Granger Causality Testing in High Dimensional Vector Autoregressive Models
create_lags R Documentation
Lags creation
Description
Creates a lag matrix of order p. Can include or exclude original series, and trim the NAs in the
start of the sample.
Usage
create_lags(y, p = 1, include.original = TRUE, trim = TRUE)
Arguments
y
vector or matrix to lag
p
lag length
include.original
logical, if TRUE the original series are left inside the output matrix.
trim
logical, if TRUE the initial NAs due to the lag gets trimmed
Value
the lagged vector or matrix
Marga8/HDGCvar documentation built on May 25, 2024, 11:12 a.m.
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| create_lags | R Documentation |
Lags creation
Description
Creates a lag matrix of order p. Can include or exclude original series, and trim the NAs in the start of the sample.
Usage
create_lags(y, p = 1, include.original = TRUE, trim = TRUE)
Arguments
y |
vector or matrix to lag |
p |
lag length |
include.original |
logical, if TRUE the original series are left inside the output matrix. |
trim |
logical, if TRUE the initial NAs due to the lag gets trimmed |
Value
the lagged vector or matrix
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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