Lags {multibreakeR}R Documentation

Lags

Description

Compute the lags for the mat.y time series matrix

Usage

Lags(mat.y, q)

Arguments

mat.y

The matrix of time series

q

The lag chosen

Value

A list of original (dependent) and lagged (independent) time series matrix

Examples

data(example_data)
list.lags <- Lags(mat.y = example_data, q = 2)

[Package multibreakeR version 0.1.0 Index]