freqdom (version 1.0.4)

timedom.trunc: Truncates a time domain object to specified lags

Description

Truncates a time domain object to specified lags (equivalent to setting the lags to zero)

Usage

timedom.trunc(A, lags)

Arguments

A

timedom object - series of operators

lags

lags to which A should be truncated

Value

Truncated time series

Examples

# NOT RUN {
X = rar(100)
Y = rar(100)
#estimate regressors in model $Y_t = \sum_{i\in Z} A_i X_{t-i}$
A = speclagreg(X,Y)
B = timedom.trunc(A, c(-1, 2, 3))
# }