Library: | cafpe |
See also: | tp/cafpe/lagdir1 |
Quantlet: | lagfull | |
Description: | Quantlet to generate matrix of all possible combinations of lags in order to conduct a full search for lag selection. |
Usage: | {lagcomball,lagcomb} = lagfull(lagnor,dmax) | |
Input: | ||
lagnor | scalar, total number of input variables | |
dmax | scalar, max number of input variables to be allowed | |
Output: | ||
lagcomball | (dmax x sumc(lagcomb)) matrix that contains all valid input variable combinations | |
lagcomb | vector, gives number of possible input variable combinations for an increasing sequence of the number of lags |
pathcafpe = "tp/cafpe/" func(pathcafpe + "lagfull.xpl") lagnor = 4 dmax = 3 {lagcomball,lagcomb} = lagfull(lagnor,dmax) "lagcomb" lagcomb "labcomball' " lagcomball'
returns al possible lag combinations and the number of combinations for each given number of lags
Library: | cafpe |
See also: | tp/cafpe/lagdir1 |