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Trajectory matrix

Source: R/ssa.fit.R
UniHankel.Rd

Trajectory matrix

Usage

UniHankel(y, L)

Arguments

y

A time series or a vector.

L

The window length.

Value

A hankel matrix.

Examples

UniHankel(AirPassengers[1:20], L=10)
#>       [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11]
#>  [1,]  112  118  132  129  121  135  148  148  136   119   104
#>  [2,]  118  132  129  121  135  148  148  136  119   104   118
#>  [3,]  132  129  121  135  148  148  136  119  104   118   115
#>  [4,]  129  121  135  148  148  136  119  104  118   115   126
#>  [5,]  121  135  148  148  136  119  104  118  115   126   141
#>  [6,]  135  148  148  136  119  104  118  115  126   141   135
#>  [7,]  148  148  136  119  104  118  115  126  141   135   125
#>  [8,]  148  136  119  104  118  115  126  141  135   125   149
#>  [9,]  136  119  104  118  115  126  141  135  125   149   170
#> [10,]  119  104  118  115  126  141  135  125  149   170   170