Lag {eDMA} | R Documentation |
Lag a vector or a matrix of observations by iK
periods.
Lag(mY, iK)
mY |
a vector or a matrix of observations. |
iK |
An integer indicating the number of lag. |
The function returns a numeric
vector or a matrix
depending on the class of mY
. The dimension of the object is preserved and NA's are introduced for the missing values.
An object of the class numeric
or matrix
.
Leopoldo Catania & Nima Nonejad
# Code chunk of Catania and Nonejad (2016) Dynamic Model Averaging # for Practitioners in Economics and Finance: The eDMA Package library(eDMA) ## load data data("USData") UDData_lagged <- Lag(USData, 1)