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comparison scripts/signal/autoreg_matrix.m @ 3457:e031284eea27

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[project @ 2000-01-19 08:49:56 by jwe]
author jwe
date Wed, 19 Jan 2000 08:50:14 +0000
parents 858695b3ed62
children 38c61cbf086c
comparison
equal deleted inserted replaced
3456:434790acb067 3457:e031284eea27
22 ## @var{y}(@var{t}-1), ..., @var{y}(@var{t}-@var{k})]} is the t-th row 22 ## @var{y}(@var{t}-1), ..., @var{y}(@var{t}-@var{k})]} is the t-th row
23 ## of the result. The resulting matrix may be used as a regressor matrix 23 ## of the result. The resulting matrix may be used as a regressor matrix
24 ## in autoregressions. 24 ## in autoregressions.
25 ## @end deftypefn 25 ## @end deftypefn
26 26
27 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> 27 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
28 ## Description: Design matrix for autoregressions 28 ## Description: Design matrix for autoregressions
29 29
30 function X = autoreg_matrix (y, k) 30 function X = autoreg_matrix (y, k)
31 31
32 if (nargin != 2) 32 if (nargin != 2)
33 usage ("autoreg_matrix (y, k)"); 33 usage ("autoreg_matrix (y, k)");
34 endif 34 endif
35 35
36 if !(is_vector (y)) 36 if (! (is_vector (y)))
37 error ("autoreg_matrix: y must be a vector"); 37 error ("autoreg_matrix: y must be a vector");
38 endif 38 endif
39 39
40 T = length (y); 40 T = length (y);
41 y = reshape (y, T, 1); 41 y = reshape (y, T, 1);
42 X = ones (T, k+1); 42 X = ones (T, k+1);