ts2lagMatrix: Build Time Series Lag Matrix

Description Usage Arguments Details Value Author(s)

Description

This creates a ts matrix of lag columns from a ts object

Usage

1
ts2lagMatrix(myTs, nlag = 1, pastLags = TRUE)

Arguments

myTs

a univariate time series object

nlag

number of lags

pastLags

create foreward or past lags

Details

can either use past lags or forward lags

Value

time series object where each column is a lag of the original data

Author(s)

Matthew Davis


mdavis29/fpTools documentation built on May 22, 2019, 3:22 p.m.