| matrix_to_list {BGVAR} | R Documentation |
Converts a big input matrix to an appropriate list for use of bgvar.
matrix_to_list(datamat)
datamat |
A matrix of size T times K, where T are time periods and K total amount of variables. |
Note the naming convention. Columns should indicate entity and variable name, separated by a dot, e.g. US.y.
returns a list of length N (number of entities).
Maximilian Boeck
bgvar for estimation of a bgvar object.