lagx {DBfit} | R Documentation |
For preparing the transformed x and y in the Durbin stage 1 fit
lagx(x, s1, s2) lagmat(x, p)
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. |
These function are for internal use.