matrix_to_list {BGVAR}

Convert Input Matrix to List

Description

Converts a big input matrix to an appropriate list for use of bgvar.

Usage

matrix_to_list(datamat)

Arguments

datamat

A matrix of size T times K, where T are time periods and K total amount of variables.

Details

Note the naming convention. Columns should indicate entity and variable name, separated by a dot, e.g. US.y.

Value

returns a list of length N (number of entities).

Author(s)

Maximilian Boeck

See Also

bgvar for estimation of a bgvar object.