public class TimeSeriesFilterEx1 extends Object
Applies a time series filter.
In this example a matrix with 5 rows and 2 columns is lagged twice. This produces a two-dimensional matrix with 5 rows, but 2*3=6 columns. The first two columns correspond to lag=0, which just places the original data into these columns. The 3rd and 4th columns contain the first lags of the original 2 columns and the 5th and 6th columns contain the second lags.
Constructor and Description |
---|
TimeSeriesFilterEx1() |
public static void main(String[] args)
Copyright © 2020 Rogue Wave Software. All rights reserved.