

_E_m_b_e_d_d_i_n_g _a _T_i_m_e _S_e_r_i_e_s

     embed (x, dimension = 1)

_A_r_g_u_m_e_n_t_s:

       x: a numeric vector, matrix, or time series.

dimension: a scalar representing the embedding dimension.

_D_e_s_c_r_i_p_t_i_o_n:

     Embeds the time series `x' into the `dimension' dimen-
     sional Euclidean space. 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 `t'th obser-
     vation on each variable.

_V_a_l_u_e:

     A matrix containing the embedded time series `x'.

_A_u_t_h_o_r(_s):

     A. Trapletti, B.D. Ripley

_E_x_a_m_p_l_e_s:

     x <- 1:10
     embed (x, 3)

