mlag — lag of a matrix
[xlag]=mlag(x,n,init)
x = a matrix (or vector), nobs x nvar
n = # of contiguous lags for each vector in x
init = (optional) scalar value to feed initial missing values (default = 0)
xlag = a matrix of lags (nobs x nvar*nlag)
x1(t-1), x1(t-2), x1(t-nlag), x2(t-1), x2(t-nlag),
1) x1=ones(7,1);x2=[1:7]';y = mlag([x1 x2],2,4) 2) elag = mlag(rols('resid'),nobse/6); Example 1 gives the matrix: ! 4. 4. 4. 4. ! ! 1. 4. 1. 4. ! ! 1. 1. 2. 1. ! ! 1. 1. 3. 2. ! ! 1. 1. 4. 3. ! ! 1. 1. 5. 4. ! ! 1. 1. 6. 5. ! Example 2 (taken from var1) takes the residuals from a regression and stores all lags from 1 to nobse/6 to prepare the calculation of the Box-Pierce statistics.