for lagnumber=1:number_of_lags

tempmat=lagmatrix(x,lagnumber)

Z=[Z tempmat(number_of_lags+1:end,:)];

end

I have used this command in Matlab and its working. but when I run this command in Octave. it gave me error in lag matrix. what is problem?/

Indeed, `lagmatrix`

is not available under Octave.

sir, can you tell me. How I use this command in octave?/

for lagnumber=1:number_of_lags

tempmat=lagmatrix(x,lagnumber)

Z=[Z tempmat(number_of_lags+1:end,:)];

end

You need to dowload it from one of the publicly available toolboxes.