Creates a time delay embedding (a la Takens' theorem) for the measuement values of a time.table, that is to say it adds columns for a number of lagged values for each measuement.
1 2 3 |
x |
time.table to embedd |
dimension |
number of lagged values to add columns for |
prefixes |
prefixes to add to lagged column names,
either vector of length |
suffixes |
suffixes to add to lagged column names,
either vector of length |
forward |
whether to lag values (the alternative being to lead them), defaults to true |
preserve.frequency |
whether the result should
include only those index/time combinations present in
|
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