Nothing

```
# Convert periodically correlated multivariate time series to
# stacked stationary form
pc2stat = function(X,period=2){
n = nrow(X)
d = ncol(X)
# add zeros
extra = ceiling(n/period)*period - n
X = rbind(X,matrix(0,nrow = extra, ncol=d))
# convert
matrix(t(X), ncol=period*d, byrow = T)
}
```

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