statsmodels.tsa.tsatools.lagmat2ds
statsmodels.tsa.tsatools.lagmat2ds(x, maxlag0, maxlagex=None, dropex=0, trim='forward') [source]
generate lagmatrix for 2d array, columns arranged by variables Parameters:
x : array_like, 2d 2d data, observation in rows and variables in columns maxlag0 : int for first variable all lags from zero to maxlag are included maxlagex : None or int max lag for all other variables all lags from zero to maxlag are included dropex : int (default is 0) exclude