1 files changed, 44 insertions, 15 deletions
diff --git a/macros/autoreg_matrix.sci b/macros/autoreg_matrix.sci
index 8778a84..2b70ced 100644
--- a/macros/autoreg_matrix.sci
+++ b/macros/autoreg_matrix.sci
@@ -1,30 +1,59 @@
-function y = autoreg_matrix(Y, varargin)
 // 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.
+
 //Calling Sequence
 //autoreg_matrix(Y, K)
+
 //Parameters
 //Y: Vector
 //K: Scalar or Vector
+
 //Description
 // 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.
 //
 //In other words, for T > K, '[1, Y(T-1), ..., Y(T-K)]' is the t-th row of the result.
 //
 //The resulting matrix may be used as a regressor matrix in autoregressions.
+
 //Examples
 //autoreg_matrix([1,2,3],2)
-//ans = 
-//      1.    0.    0.  
-//      1.    1.    0.  
-//      1.    2.    1.   
-funcprot(0);
-rhs = argn(2)
-if(rhs<2 | rhs>2)
-error("Wrong number of input arguments.");
-end
-
-	select(rhs)
-	case 2 then
-	y = callOctave("autoreg_matrix", Y, varargin(1));
-	end
+//ans =
+//      1.    0.    0.
+//      1.    1.    0.
+//      1.    2.    1.
+
+
+
+//function y = autoreg_matrix(Y, varargin)
+//funcprot(0);
+//rhs = argn(2)
+//if(rhs<2 | rhs>2)
+//error("Wrong number of input arguments.");
+//end
+//
+//	select(rhs)
+//	case 2 then
+//	y = callOctave("autoreg_matrix", Y, varargin(1));
+//	end
+//endfunction
+
+function X = autoreg_matrix (y, k)
+
+  funcprot(0);
+  [nargout, nargin] = argn() ;
+
+  if (nargin ~= 2)
+    error('autoreg_matrix: invalid input') ;
+  end
+
+  if (~ (isvector (y)))
+    error ("autoreg_matrix: Y must be a vector");
+  end
+
+  T = length (y);
+  y = matrix(y, T, 1);
+  X = ones (T, k+1);
+  for j = 1 : k;
+    X(:, j+1) = [(zeros (j, 1)); y(1:T-j)];
+  end
+
 endfunction