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Grocer >> Basic functions > lag

lag

creation of a lagged matrix

CALLING SEQUENCE

[z]=lag(x,n,v)

PARAMETERS

Input

* x = input matrix or vector, (nobs x k)

* n = (kx1) vector of lags

* v = (optional) initial values (default = 0)

 

Output

* z = matrix (or vector) of lags (nobs x k)

DESCRIPTION

Creates a matrix or vector of lagged values if n <= 0, z = [] is returned. While you may find this perverse, it is sometimes useful. for ts use lagts (see chapter 3)

EXAMPLE

y = lag([1:8]',2)

// returns :
//!   0. !
//!   0. !
//!   1. !
//!   2. !
//!   3. !
//!   4. !
//!   5. !
//!   6. !
 
x1=ones(7,1);x2=[1:7]';y = lag([x1 x2],1,4)

// returns
//!   4.    4. !
//!   1.    1. !
//!   1.    2. !
//!   1.    3. !
//!   1.    4. !
//!   1.    5. !
//!   1.    6. !

AUTHOR

Eric Dubois 2002

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