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<?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[
Y = [1,2,3] ;
K = 2 ;
autoreg_matrix(Y,K)
]]></programlisting>
</refsection>
</refentry>
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