lag of a matrix
[xlag]=mlag0(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)
collected as: x1(t-1), x1(t-2), ... x1(t-nlag), x2(t-1), ... x2(t-nlag),...
x1=ones(7,1);x2=[1:7]';y = mlag0([x1 x2],2,4) //returns: // //! 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. ! elag = mlag0(rols('resid'),nobse/6); // Example 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. | ![]() | ![]() |