Name

lagbounds — lag bounds in a regression

CALLING SEQUENCE

[bounds_out]=lagbounds(bounds_in,l)

PARAMETERS

Input

• bounds_in = the original bounds

• l = the lag (positive or negative, if you want to extend bounds in the past)

Output

• bounds_out = the lagged bounds

DESCRIPTION

Cuts the bounds at the start of the period. If the lag is negative, then bounds are extended in the past for a number of peridos equal to the absolute value of the lag.

EXAMPLE


1) lagbounds(['1985q2';'1997q4'],3)

2) grocer_boundsvar=lagbounds(grocer_boundsvarb,-grocer_l-1)

 

Example 1 leads to the (2x1) vector: 

['1986q1'

 '1997q4']

Example 2 is taken from function cadf



               

AUTHOR

Eric Dubois 2002