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: 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

Example:
pathcafpe = "tp/cafpe/"
func(pathcafpe + "lagfull.xpl")
lagnor  = 4
dmax    = 3
{lagcomball,lagcomb} =  lagfull(lagnor,dmax)
"lagcomb" lagcomb
"labcomball' " lagcomball'
Result:
returns al possible lag combinations and the number
of combinations for each given number of lags

Library: cafpe
See also: tp/cafpe/lagdir1

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: Tschernig 000420
(C) MD*TECH Method and Data Technologies, 27.4.2000