lagx {DBfit}

Lag Functions

Description

For preparing the transformed x and y in the Durbin stage 1 fit

Usage

lagx(x, s1, s2)
lagmat(x, p)

Arguments

x

a vector or the design matrix, including intercept, i.e. the first column being ones.

s1

starting index of the slice.

s2

end index of the slice.

p

the order of autoregressive errors.

Note

These function are for internal use.