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]