LinCombMatrix {CalibrateSSB} R Documentation

## Creation of linear combination matrices

### Description

Create matrices for changes (LagDiff), means (Period) and mean changes (PeriodDiff).

### Usage

LinCombMatrix(
n,
period = NULL,
lag = NULL,
k = 0,
takeMean = TRUE,
removerows = TRUE,
overlap = FALSE
)

LagDiff(n, lag = 1, removerows = TRUE)

Period(
n,
period = 1,
k = 0,
takeMean = TRUE,
removerows = TRUE,
overlap = FALSE
)

PeriodDiff(
n,
period = 1,
lag = period,
k = 0,
takeMean = TRUE,
removerows = TRUE,
overlap = FALSE
)


### Arguments

 n Number of variables period Number of variables involved in each period lag Lag used for difference calculation k Shift the start of each period takeMean Calculate mean over each period (sum when FALSE) removerows Revove incomplete rows overlap Overlap between periods (moving averages)

### Value

Linear combination matrix

### Note

It can be useful to add row names to the resulting matrix before further use.

### Examples


# We assume two years of four quarters (n=8)

# Quarter to quarter differences
LagDiff(8)

# Changes from same quarter last year
LagDiff(8,4)

# Yearly averages
Period(8,4)

# Moving yearly averages
Period(8,4,overlap=TRUE)

# Difference between yearly averages
PeriodDiff(8,4) # Also try n=16 with overlap=TRUE/FALSE

# Combine two variants and add row names
lc = rbind(LagDiff(8,4),PeriodDiff(8,4))
rownames(lc) = c("diffQ1","diffQ2","diffQ3","diffQ4","diffYearMean")
lc



[Package CalibrateSSB version 1.3.0 Index]