dateutils (version 0.1.5)

stack_obs: 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

# NOT RUN {
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.
# }