Lag features (ch. 6 p. 170)

Lag features (ch. 6 p. 170)

Usage

morie_lagfeat(x, lags)

Arguments

x

the series

lags

positive integer lags

Value

list(rows, target, lags, nrows, ncols, mean)

Examples

V <- c(1, 2, 3, 4, 5, 6, 7, 8)
M <- matrix(c(1, 2, 3, 4, 5, 6), nrow = 2)
morie_lagfeat(V, M)
#> $rows
#>      [,1] [,2] [,3] [,4] [,5] [,6]
#> [1,]    6    5    4    3    2    1
#> [2,]    7    6    5    4    3    2
#> 
#> $target
#> [1] 7 8
#> 
#> $lags
#> [1] 1 2 3 4 5 6
#> 
#> $nrows
#> [1] 2
#> 
#> $ncols
#> [1] 6
#> 
#> $mean
#> [1] 4
#>