stack_obs {dateutils} | R Documentation |
Stack time series observations in VAR format
Description
Stack time series observations in VAR format over series for p lags
Usage
stack_obs(Dat, p)
Arguments
Dat |
Data in a format convertable to a matrix |
p |
number of lags, integer value |
Value
stacked time series obs with p lags
Examples
mat <- matrix(rnorm(100),50,2)
Z <- stack_obs(mat, 2) ## stack the dataset `mat` with two lags
## Note: one "lag" will just return the original dataset.
[Package dateutils version 0.1.5 Index]