Embeds the time series x into the dimension dimensional
Euclidean space. Each row of the resulting matrix consists of sequences
x[t], x[t-1], ..., x[t-dimension+1], where
t is the original index of x. If x is a matrix,
i.e., x contains more than one variable, then x[t]
consists of the tth observation on each variable.
Missing values are not handled.