getLeadLag {cointReg} | R Documentation |

## Leads and Lags

### Description

Generates "optimal" numbers of leads and lags for the Dynamic OLS estimator.

### Usage

```
getLeadLag(x, y, deter, max.lag, max.lead, ic = c("AIC", "BIC"),
symmet = FALSE, check = FALSE)
```

### Arguments

`x` |
[ |

`y` |
[ |

`deter` |
[ |

`max.lead` , `max.lag` |
[ |

`ic` |
[ |

`symmet` |
[ |

`check` |
[ |

### Value

[`numeric(2)`

]. "Optimal" numbers of leads and lags.

### See Also

Other D-OLS: `cointRegD`

,
`getModD`

, `makeLeadLagMatrix`

### Examples

```
set.seed(1909)
y <- matrix(cumsum(rnorm(100)), ncol = 1)
x <- matrix(rep(y, 4) + rnorm(400, mean = 3, sd = 2), ncol = 4)
deter <- cbind(1, 1:100)
cointReg:::getLeadLag(x = x, y = y, deter = deter, max.lag = 5,
max.lead = 5, ic = "AIC", symmet = FALSE)
```

*cointReg*version 0.2.0 Index]