mlagb — lag a matrix
[xlag]=mlagb(x,n,init)
x = a matrix (or vector), nobs x nvar
nlag = # of 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)
x(t-1),x(t-1) ,x(t-nlag)
1) x1=ones(7,1);x2=[1:7]';y = mlagb([x1 x2],2,4) 2) xlag = mlagb(y,nlag); Example 1 gives the matrix: ! 4. 4. 4. 4. ! ! 1. 1. 4. 4. ! ! 1. 2. 1. 1. ! ! 1. 3. 1. 2. ! ! 1. 4. 1. 3. ! ! 1. 5. 1. 4. ! ! 1. 6. 1. 5. ! Example 2 (taken from var1) takes all lags from 1 to nlag of endogenous variables in the var to form the matrix of regressors.