www.pudn.com > aft.rar > mksstrndata.m

function [X, y] = mksstrndata(Xi, p) 
 
% [X, y] = mksstrndata(Xi, p) 
%       returns in X a k =n -p by p matrix of input trining data, 
%       where each row is an input vector, and the coreesponding desired 
%		 output vector in y for a one-step prediction problem in the 
% 		 scalar time series Xi of length n. 
 
Xi = Xi(:); 
n  = length(Xi); 
k  = n - p; 
X  = zeros(k, p); 
for i=0:(k-1) 
   X(i+1, :) = Xi((1+i):(p+i))'; 
end 
y=Xi((p+1):n);