time1 = 0:0.025:4;      % from 0 to 4 seconds
time2 = 4.025:0.025:6;  % from 4 to 6 seconds
time = [time1 time2];  % from 0 to 6 seconds

signal = [sin(time1*4*pi) sin(time2*8*pi)];
plot(time,signal)
xlabel('Time');
ylabel('Signal');
title('Signal to be Predicted');

% We're going to use a delay of 5 to predict the 6th.
[X,T]=lagX(signal,5);

clear time1 time2 time