makeLeadMatrix

makeLeadMatrix Create lead matrix from input data.

leadMatrix = makeLeadMatrix(Y, p) returns a matrix where columns contain 1 to p leads of Y.

Arguments

  • Y (matrix): Input data matrix (T x k).
  • p (integer): Number of leads.

Returns

  • leadMatrix (matrix): Matrix of lead values. First k columns are lead 1, next k are lead 2, and so on.

Notes

  • Missing values due to leading are filled with NaN.