reform_data
reforms the data into a form that is
easier to use when calculating log-likelihood values etc.
reform_data(data, p)
Returns the data reformed into a \(((n_obs-p+1)x(dp))\) matrix. The i:th row of the matrix contains the vector \((y_{i-1}',...,y_{i-p}')\)
\(((dp)x1)\), where
\(y_{i}=(y_{1i},...,y_{di})\)
\((dx1)\).
a matrix or class 'ts'
object with d>1
columns. Each column is taken to represent
a univariate time series. NA
values are not supported.
a positive integer specifying the autoregressive order of the model.
No argument checks!