statsmodels.tsa.tsatools.lagmat2ds(x, maxlag0, maxlagex=None, dropex=0, trim='forward', use_pandas=False)
[source]
Generate lagmatrix for 2d array, columns arranged by variables
Parameters: |
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Returns: |
lagmat – array with lagged observations, columns ordered by variable |
Return type: |
2d array |
Inefficient implementation for unequal lags, implemented for convenience
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.tsatools.lagmat2ds.html