dvec {GammaTest} | R Documentation |
Converts a time series dataset into an input/output format, where the output is in the last column. This is required to run a gamma test analysis on time series.
dvec(time.series, lag)
time.series |
Array, matrix or ts data to be converted. |
lag |
The maximum lag with which to create the inputs e.g. if lag=2 then the inputs will be lags 1 and 2. |
io |
The input/output dataset. |
Samuel E. Kemp. To report any bugs or suggestions please email: sekemp@glam.ac.uk
For papers and Gamma test related material visit http://users.cs.cf.ac.uk:81/Antonia.J.Jones/GammaArchive/IndexPage.htm
ts.sim <- arima.sim(500, model=list(ar=0.9), sd=sqrt(1)) dvar <- dvec(ts.sim, 1)