laggedMatrix: Create a matrix with lagged columns

In rsachse/limnotools: Help Tools of TU Dresden's Limnology Workgroup

Description

Create a matrix with

Usage

laggedMatrix(x, k)

Arguments

x	a vector
k	number of columns, with lag = 0:(k-1).

Value

a matrix with k + length(x) -1 rows and k columns.

Note

This is a rather special function. Use acf for correct estimation of autocorrelation and arima for fitting time-series models.

See Also

acf, arima

Examples

x <- sort(runif(100))
xx <- laggedMatrix(x, 3)
matplot(xx)
cor(na.omit(xx))

rsachse/limnotools documentation built on Jan. 8, 2021, 5:37 a.m.