function xlag = lagged(x, n) % xlag = lagged(x, n); % applies n-lags backward shift operator to x % % INPUTS % x = time series % n = number of backward shifts [DEFAULT=1] % % OUTPUT % xlag = backward shifted series % Copyright © 2017-2021 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . if nargin==1 n=1; end x=x(:); if n>0 xlag=[NaN(n,1); x(1:end-n)]; else xlag=[x(abs(n)+1:end); NaN(abs(n),1)]; end