lag1 ============================================== Purpose ---------------- Lags a matrix by one time period for time series analysis. Format ---------------- .. function:: y = lag1(x) :param x: data :type x: Nx1 column vector or NxK matrix :return y: *x* lagged 1 period. :rtype y: NxK matrix Examples ---------------- Basic lag +++++++++ :: // Define y vector y = { 1.2, 3.4, 2.5, 4.1, 2.8 }; // Take first lag of y y_lag = lag1(y); // Print output print y_lag; will return: :: . 1.2000000 3.4000000 2.5000000 4.1000000 Multiple Columns ++++++++++++++++ :: // Define y vector y_mat = { 1.2 4.3, 3.4 0.97, 2.5 1.4, 4.1 0.7, 2.8 4.1}; // Take first lag of y y_lag = lag1(y_mat); // Print output print y_lag; will return: :: . . 1.2000000 4.3000000 3.4000000 0.97000000 2.5000000 1.4000000 4.1000000 0.70000000 Remarks ------- :func:`lag1` lags *x* by one time period, so the first observations of *y* are missing. :func:`lag1` assumes that each column of the input is a different time series and that each row is an observation. Therefore if a 1xK row vector is passed to :func:`lag1`, it will return a 1xK of missing values. Source ------ lag.src .. seealso:: Functions :func:`lagn`, :func:`ismiss`, :func:`packr`