Build Y matrix from supplied data

Build Y matrix from supplied data

bvar_build_Y(Y_in, p = 1)

Arguments

Y_in	multivariate time series [T_in x m]
p	number of lags

Value

Y [T x m] matrix of left hand side endogeneous variables, T = T_in - p

Details

Build Y matrix from supplied data

Examples

data(Yraw)
Y <- bvar_build_Y(Yraw, p = 4)