stack_obs: Stack time series observations in VAR format

In SethOttoQuant/dateutils: Date Utils

Description

Stack time series observations in VAR format over series for p lags

Usage

stack_obs(Dat, p)

Arguments

Dat	Data in a format convertable to a matrix
p	number of lags, integer value

Value

stacked time series obs with p lags

Examples

mat <- matrix(rnorm(100),50,2)
Z <- stack_obs(mat, 2) ## stack the dataset `mat` with two lags 
## Note: one "lag" will just return the original dataset.

SethOttoQuant/dateutils documentation built on Dec. 15, 2021, 12:39 p.m.