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 endfunction