I am tryin to convert some of my time-series code written in Ox to
scipy/numpy (e.g., unit root tests, IRFs, cointegration, etc). Two key
functions I need for this are 'lag' and 'diff'. 'diff' is available but
'lag' is apparently not.
Below is my attempt at a lag function. I tried to be somewhat
A Diumenge 24 Desembre 2006 13:57, Norbert Nemec escrigué:
> The following snippet demonstrates a problem in the interaction of
> numarray 1.5.2 with numpy 1.0.1 (and older versions):
>
> ---
> #!/usr/bin/env python
>
> import numarray, numpy
>
> na = numarray.array(0.)
> np = numpy
