MARX (version 0.2)

regressor.matrix: The regressor matrix function

Description

This function allows you to create a regressor matrix.

Usage

regressor.matrix(y, x, p)

Arguments

y

Data vector of time series observations.

x

Matrix of data (every column represents one time series). Specify NULL or "not" if not wanted.

p

Number of autoregressive terms to be included.

Value

Z

Regressor matrix

Examples

# NOT RUN {
data <- sim.marx(c('t',3,1),c('t',1,1),100,0.5,0.4,0.3)
regressor.matrix(data$y, data$x, 2)
# }