ts_lagged: Lagged Time Series Data
In roga11/MSTest: Hypothesis Testing for Markov Switching Models
ts_lagged R Documentation
Lagged Time Series Data
Description
This function takes a (T x 1) vector Y and returns the (T-p x 1) vector y and the (T-p x p) matrix of lagged observations.
Usage
ts_lagged(Y, p)
Arguments
Y
Vector with time series observations.
p
integer for the number of lags to use in estimation. Must be greater than or equal to 1.
Value
List with vector y (vector of lagged Y) and matrix X of lagged observations.
roga11/MSTest documentation built on June 15, 2025, 8:26 a.m.
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| ts_lagged | R Documentation |
Lagged Time Series Data
Description
This function takes a (T x 1) vector Y and returns the (T-p x 1) vector y and the (T-p x p) matrix of lagged observations.
Usage
ts_lagged(Y, p)
Arguments
Y |
Vector with time series observations. |
p |
integer for the number of lags to use in estimation. Must be greater than or equal to |
Value
List with vector y (vector of lagged Y) and matrix X of lagged observations.
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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