[R] embed?

[markleeds at verizon.net]

   Hi kevin: one use ( there are probably many others ) is for use inside
   a vector autoregression model where the RHS is
   lags of the independent variable. So, x_t is the 3rd column, x_t-1 is the
   second, x_t-2 is the third etc.

   On Apr 3, 2009, rkevinburton at charter.net wrote:

     I have a question on the function 'embed'. I ran the example
     x <- 1:10
     embed(x, dimension=3)
     This gives the output:
     [,1] [,2] [,3]
     [1,] 3 2 1
     [2,] 4 3 2
     [3,] 5 4 3
     [4,] 6 5 4
     [5,] 7 6 5
     [6,] 8 7 6
     [7,] 9 8 7
     [8,] 10 9 8
     I don't quite understand the output and why it is useful. First, there are
     only 8 rows down from 10 and the first element starts with 3. Of course I
     can think of explanations as to what is occuring but I cannot see how this
     is useful. I am sure it has application as i see this command used in much
     of the source but I just cannot see it now.
     The documentation states:
     Each row of the resulting matrix consists of sequences x[t], x[t-1], ...,
     x[t-dimension+1], where t is the original index of x. If x is a matrix,
     i.e., x contains more than one variable, then x[t] consists of the tth
     observation on each variable.
     This explanation doesn't seem to account for the dimension argument.
     Thank you for your comments.
     Kevin
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