transform_data: Transform data
Description
Transform the input data
Usage
transform_data(data, p, opt)
Value
A list containing:
X: the design matrix for the VAR estimation
y: the response vector
series: the (possibly centered/scaled) data matrix
mu: the column means used for centering
Arguments
- data
the data
- p
the order of the VAR
- opt
a list containing the options