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