| 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 |