Data from the Vector Autoregressive Model (Y) and Lagged Predictors and Exogenous Variables (X) (p = 2)

Data from the Vector Autoregressive Model (Y) and Lagged Predictors and Exogenous Variables (X) (p = 2)

Usage

dat_p2_exo_yx

Format

A list with elements Y and X where Y is equal to the k = 3 autoregressive variables of the dat_p2_exo data set minus p = 2 terminal rows and X is a matrix of ones for the first column, lagged values of Y, and m = 3 exogenous variables.