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gets (version 0.1)

regs.mean: Create the regressors of an AR-X model

Description

Creates the regressors of an AR-X model, see arx.

Usage

regs.mean(y, mc = NULL, ar = NULL, ewma = NULL, mxreg = NULL)

Arguments

y
numeric vector, time-series or zoo object. Note that missing values in the beginning or at the end of the series is allowed, as they are removed with the na.trim command from the zoo package
mc
logical, TRUE or FALSE (default). TRUE includes intercept in the specification, FALSE does not
ar
integer vector, say, c(2,4) or 1:4. The AR-lags to include in the specification
ewma
NULL or a list of arguments sent to the eqwma function
mxreg
numeric matrix, time-series or zoo object of conditioning variables. Note that missing values in the beginning or at the end of the series is allowed, as they are removed with the

Value

  • Matrix with regressors

See Also

regs.var, arx and getsm