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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