function [X,T]=lagX(S,k) % Inpute time vector S, tap delay k. % Output k-dimensional X and one dimensional target T. S=S(:)'; %Make sure S is a row vector. p=length(S); X=zeros(k,p-k); for j=1:k X(j,:)=S(j:p-(k+1-j)); end T=S(k+1:p); end