Mercurial > hg > octave-nkf
diff scripts/signal/autoreg_matrix.m @ 6547:4fb053f24fd6
[project @ 2007-04-19 21:47:40 by jwe]
author | jwe |
---|---|
date | Thu, 19 Apr 2007 21:47:41 +0000 |
parents | 34f96dd5441b |
children | 93c65f2a5668 |
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--- a/scripts/signal/autoreg_matrix.m +++ b/scripts/signal/autoreg_matrix.m @@ -22,7 +22,7 @@ ## Given a time series (vector) @var{y}, return a matrix with ones in the ## first column and the first @var{k} lagged values of @var{y} in the ## other columns. I.e., for @var{t} > @var{k}, @code{[1, -## @var{y}(@var{t}-1), ..., @var{y}(@var{t}-@var{k})]} is the t-th row +## @var{y}(@var{t}-1), @dots{}, @var{y}(@var{t}-@var{k})]} is the t-th row ## of the result. The resulting matrix may be used as a regressor matrix ## in autoregressions. ## @end deftypefn