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
lagbounds(['1985q2';'1997q4'],3)
// Provides the (2x1) vector:
// ['1986q1'
// '1997q4']
grocer_boundsvar=lagbounds(grocer_boundsvarb,-grocer_l-1)
// taken from function cadf