Recover original Y_in from Y, X and number of lags p

Recover original Y_in from Y, X and number of lags p

bvar_get_Y_in(Y, X, p)

Arguments

Y	[T x m] matrix of left hand side endogeneous variables
X	[T x k] matrix of right hand side regressors: endogeneous and exogeneous variables
p	number of lags

Value

original supplied Y_in

Details

Recover original Y_in from Y, X and number of lags p

Examples

data(Yraw)
Y <- bvar_build_Y(Yraw, p = 4)
X <- bvar_build_X(Yraw, constant = TRUE, p = 4)
Y_in <- bvar_get_Y_in(Y, X, p = 4)