makeLeadLagMatrix {cointReg} | R Documentation |
Generates leads-and-lags matrix for the Dynamic OLS estimator.
makeLeadLagMatrix(x, n.lag, n.lead)
x |
[ |
n.lag , n.lead |
[ |
[matrix
]. Leads-and-lags matrix.
Other D-OLS: cointRegD
,
getLeadLag
, getModD
x <- matrix(1:20, 2, byrow = TRUE)
cointReg:::makeLeadLagMatrix(x = x, n.lag = 2, n.lead = 3)