makeLeadLagMatrix: Leads-and-Lags Matrix
In aschersleben/cointReg: Parameter Estimation and Inference in a Cointegrating Regression
Description
Usage
Arguments
Value
See Also
Examples
Description
Generates leads-and-lags matrix for the Dynamic OLS estimator.
Usage
1
makeLeadLagMatrix(x, n.lag, n.lead)
Arguments
x
[matrix]
Matrix for which to generate the leads-and-lags matrix.
n.lag, n.lead
[numeric(1)]
Number of lags and leads, have to be non-negative integer values.
If greater than nrow(x), produces 0-rows.
Value
[matrix]. Leads-and-lags matrix.
See Also
Other D-OLS: cointRegD,
getLeadLag, getModD
Examples
1
2
x <- matrix(1:20, 2, byrow = TRUE)
cointReg:::makeLeadLagMatrix(x = x, n.lag = 2, n.lead = 3)
aschersleben/cointReg documentation built on May 12, 2019, 4:33 a.m.
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Description Usage Arguments Value See Also Examples
Description
Generates leads-and-lags matrix for the Dynamic OLS estimator.
Usage
1 | makeLeadLagMatrix(x, n.lag, n.lead)
|
Arguments
x |
[ |
n.lag, n.lead |
[ |
Value
[matrix]. Leads-and-lags matrix.
See Also
Other D-OLS: cointRegD,
getLeadLag, getModD
Examples
1 2 | x <- matrix(1:20, 2, byrow = TRUE)
cointReg:::makeLeadLagMatrix(x = x, n.lag = 2, n.lead = 3)
|
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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