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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 > 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> |