| 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 |