timedom.trunc: Truncates a time domain object to specified lags
In freqdom: Frequency Domain Analysis for Multivariate Time Series
Description
Usage
Arguments
Value
Examples
Description
Truncates a time domain object to specified lags (equivalent to setting the lags to zero)
Usage
1
timedom.trunc(A, lags)
Arguments
A
timedom object - series of operators
lags
lags to which A should be truncated
Value
Truncated time series
Examples
1
2
3
4
5
X = rar(100)
Y = rar(100)
#estimate regressors in model $Y_t = \sum_{i\in Z} A_i X_{t-i}$
A = speclagreg(X,Y)
B = timedom.trunc(A, c(-1, 2, 3))
freqdom documentation built on May 2, 2019, 5:55 p.m.
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Description Usage Arguments Value Examples
Description
Truncates a time domain object to specified lags (equivalent to setting the lags to zero)
Usage
1 | timedom.trunc(A, lags)
|
Arguments
A |
|
lags |
lags to which A should be truncated |
Value
Truncated time series
Examples
1 2 3 4 5 | X = rar(100)
Y = rar(100)
#estimate regressors in model $Y_t = \sum_{i\in Z} A_i X_{t-i}$
A = speclagreg(X,Y)
B = timedom.trunc(A, c(-1, 2, 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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