

   EEmmbbeeddddiinngg aa TTiimmee SSeerriieess

        embed (x, dimension = 1)

   AArrgguummeennttss::

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

   dimension: a scalar representing the embedding dimension.

   DDeessccrriippttiioon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Vaalluuee::

        A matrix containing the embedded time series `x'.

   AAuutthhoorr((ss))::

        A. Trapletti, B.D. Ripley

   EExxaammpplleess::

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

