Displaying 2 results from an estimated 2 matches for "lagz".
Did you mean:
lag
2002 Sep 30
0
using step function in functions
...ork with any numeric
variables
and specified number of lags.
Thanks in advance,
Barry Feldman
Barry Feldman (p) 312-616-9213
Ibbotson Associates (f) 312-616-0404
225 North Michigan Ave.
Chicago, IL 60601 U.S.A.
# Vector Auto Regression
VAR <- function(rData0,lagz) {
# build regression datasets
rData<-na.omit(rData0)
dimz<-dim(rData)
depDat<-rData[(lagz+1):dimz[1],]
print((dim(depDat))[1])
for (i in 1:lagz) {
cDat<-rData[(lagz-i+1):(dimz[1]-i),]
for (j in 1:dimz[2]) {
names(cDat)[j]<-paste(names(cD...
2010 Jul 31
1
Lags and Differences of zoo Objects
Hi,
I'm struggling to understand the documentation.
?lag.zoo
x - a "zoo" object.
k, lag - the number of lags (in units of observations). Note the sign of k
behaves as in lag.
differences - an integer indicating the order of the difference.
What does the above line actually mean? I've tried a few settings on sample
data but can't figure out what it is doing.
x <-