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 |