summaryrefslogtreecommitdiff
path: root/help/en_US/autoreg_matrix.xml
diff options
context:
space:
mode:
Diffstat (limited to 'help/en_US/autoreg_matrix.xml')
-rw-r--r--help/en_US/autoreg_matrix.xml64
1 files changed, 64 insertions, 0 deletions
diff --git a/help/en_US/autoreg_matrix.xml b/help/en_US/autoreg_matrix.xml
new file mode 100644
index 0000000..61fefef
--- /dev/null
+++ b/help/en_US/autoreg_matrix.xml
@@ -0,0 +1,64 @@
+<?xml version="1.0" encoding="UTF-8"?>
+
+<!--
+ *
+ * This help file was generated from autoreg_matrix.sci using help_from_sci().
+ *
+ -->
+
+<refentry version="5.0-subset Scilab" xml:id="autoreg_matrix" xml:lang="en"
+ xmlns="http://docbook.org/ns/docbook"
+ xmlns:xlink="http://www.w3.org/1999/xlink"
+ xmlns:svg="http://www.w3.org/2000/svg"
+ xmlns:ns3="http://www.w3.org/1999/xhtml"
+ xmlns:mml="http://www.w3.org/1998/Math/MathML"
+ xmlns:scilab="http://www.scilab.org"
+ xmlns:db="http://docbook.org/ns/docbook">
+
+ <refnamediv>
+ <refname>autoreg_matrix</refname>
+ <refpurpose>Given a time series (vector) Y, return a matrix with ones in the first column and the first K lagged values of Y in the other columns.</refpurpose>
+ </refnamediv>
+
+
+<refsynopsisdiv>
+ <title>Calling Sequence</title>
+ <synopsis>
+ autoreg_matrix(Y, K)
+ </synopsis>
+</refsynopsisdiv>
+
+<refsection>
+ <title>Parameters</title>
+ <variablelist>
+ <varlistentry><term>Y:</term>
+ <listitem><para> Vector</para></listitem></varlistentry>
+ <varlistentry><term>K:</term>
+ <listitem><para> Scalar or Vector</para></listitem></varlistentry>
+ </variablelist>
+</refsection>
+
+<refsection>
+ <title>Description</title>
+ <para>
+Given a time series (vector) Y, return a matrix with ones in the first column and the first K lagged values of Y in the other columns.
+ </para>
+ <para>
+In other words, for T &gt; K, '[1, Y(T-1), ..., Y(T-K)]' is the t-th row of the result.
+ </para>
+ <para>
+The resulting matrix may be used as a regressor matrix in autoregressions.
+</para>
+</refsection>
+
+<refsection>
+ <title>Examples</title>
+ <programlisting role="example"><![CDATA[
+autoreg_matrix([1,2,3],2)
+ans =
+1. 0. 0.
+1. 1. 0.
+1. 2. 1.
+ ]]></programlisting>
+</refsection>
+</refentry>