Vector / matrix / data.frame, containing variables that need
to be expanded. In case of vector / matrix it is recommended to provide
ts object, so the frequency of the data is taken into account.
lags
Vector of lags / leads that we need to have. Negative values
mean lags, positive ones mean leads.
silent
If silent=FALSE, then the progress is printed out.
Otherwise the function won't print anything in the console.
gaps
Defines how to fill in the gaps in the data. "NAs" will
leave missing values, "zero" will substitute them by zeroes,
"naive" will use the last / the first actual value, while
"extrapolate" will use es function from smooth package
(if present, otherwise - naive) in order to fill in values. Finally,
"auto" will let the function select between "extrapolate" and
"naive" depending on the length of series.
Value
ts matrix with the expanded variables is returned.
Details
This function could be handy when you want to check if lags and leads
of a variable influence the dependent variable. Can be used together
with xregDo="select" in es, ces,
gum and ssarima. All the missing values
in the beginning and at the end of lagged series are substituted by
mean forecasts produced using es.
# NOT RUN {# Create matrix of two variables, make it ts object and expand itx <- cbind(rnorm(100,100,1),rnorm(100,50,3))
x <- ts(x,frequency=12)
xregExpander(x)
# }