lagmatrix

Create an array with lead/lags of an input variable.

Includes: (i) tests and visualisations that can help the modeller explore time series components and perform decomposition; (ii) modelling shortcuts, such as functions to construct lagmatrices and seasonal dummy variables of various forms; (iii) an implementation of the Theta method; (iv) tools to facilitate the design of the forecasting process, such as ABC-XYZ analyses; and (v) "quality of life" functions, such as treating time series for trailing and leading values.

Nikolaos Kourentzes

tsutils

Time Series Exploration, Modelling and Forecasting

Ivan Svetunkov

Oliver Schaer

lagmatrix function

<dl><dt>x</dt>
<dd>input variable.</dd>
<dt>lag</dt>
<dd>vector of leads and lags. Positive numbers are lags, negative are leads. O is the original <code>x</code>.</dd></dl>

Arguments

Nikolaos Kourentzes, <a href="/link/nikolaos%40kourentzes.com?package=tsutils&version=0.9.4" data-mini-rdoc="tsutils::nikolaos@kourentzes.com">nikolaos@kourentzes.com</a>

Author

Create lead/lags of a variable — lagmatrix

<dl>

<dt>x</dt>
<dd>input variable.</dd>


<dt>lag</dt>
<dd>vector of leads and lags. Positive numbers are lags, negative are leads. O is the original <code>x</code>.</dd>

</dl>

Nikolaos Kourentzes, <a href='mailto:nikolaos@kourentzes.com'>nikolaos@kourentzes.com</a>

lagmatrix: Create lead/lags of a variable

Description

Usage

Value

Arguments

Author

Examples