Sven:
I simplified the function to create lags only along axis 0 (see attached). I
am using c_ now which seems to play nice with 1- and 2-d array's.
The reason I am using 'n = ravel(n)' in the code is that I want to be able
to pass integers as well as lists. For example, I want each of the follow
Vincent Nijs schrieb:
> 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
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