Dear Friends,

I'm trying to find if there is a way to automate creation of the design matrix. Suppose we are interested in say running an autoregressive model. The user inputs the following data

myfunAR <- function(y, order)
{.....
......
}

now here y is the data series and order represents the level of the process. In other words if order=2 then we have an AR (2) process. Now it is easy to to create the y vector within the function, but I'm not clear on how to create the design matrix. 

For instance if order=2 then

y <- as.matrix(rnorm(100))
ynew <- as.matrix(y[3:nrow(y),1])
x <- as.matrix(cbind(rep(1, nrow(y)-2), y[2:(nrow(y)-1),1], y[1:(nrow(y)-2),1]))

ynew and x gives me the response vector and design matrix respectively. however, I'm trying to write a general function which will accomodate any order. Hence given the user inputs y and the order, is there a way to program the creation of the x matrix automatically. 

The long way would be

if (order=1)
{%%%%%%%%%5}

if (order=2)
{%%%%%%%%%%%%%5}

but this will force me to limit at some point.Is there an alternative way to program this??

Thanks in advance
Regards

Anup



       
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