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)
collected as: x(t-1),x(t-1) ... ,x(t-nlag)
x1=ones(7,1);x2=[1:7]';y = mlagb([x1 x2],2,4) // returns: //! 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. ! xlag = mlagb(y,nlag); // Example taken from function var1: takes all lags from 1 to nlag of endogenous variables in the var to form the matrix of regressors. | ![]() | ![]() |