gen_Z: Generate Z matrix
In ooelrich/oscbvar: Stuff for Bayesian vector autoregressions

Generates a Z (design) matrix for a VAR model.

1	gen_Z(data, start_t, lags, include_intercept)

`data`	Data frame (Y).
`start_t`	Which observation is considered as t = 1. Needs to be greater than the number of lags.
`lags`	Order of the VAR.
`include_intercept`	Boolean. Determines is an intercept should be used or not.

Given a data frame, a starting point, a number of lags, and whether to include an intercept or not, creates a design matrix with correctly names columns.

ooelrich/oscbvar documentation built on Sept. 8, 2021, 3:31 p.m.