tsapp (version 1.0.4)

tsmat: tsmat constructs a (n-p+1,p) matrix from a time series where the first column is the shortened series y[p],...,y[n], the second is y[p-1],...,y[n-1], etc.

Description

tsmat constructs a (n-p+1,p) matrix from a time series where the first column is the shortened series y[p],...,y[n], the second is y[p-1],...,y[n-1], etc.

Usage

tsmat(y, p)

Arguments

y

the series, a vector or a time series of length n

p

desired number of columns

Value

mat (n-p+1,p) matrix

Examples

# NOT RUN {
out <- tsmat(c(1:20),4)

# }