Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: times
See also: varest

Macro: buildz
Description: computes lag vectors of y (help procedure for VARs)

Usage: z = buildz (y, p)
Input:
y 1 x n vector with time series
p number of points which are omitted in the beginning
Output:
z n x (n-p) matrix of lag vectors

Library: times
See also: varest

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: TTK, 970423
(C) MD*TECH Method and Data Technologies, 28.6.1999