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# scikits.statsmodels.sandbox.tools.tools_tsa.lagmat2ds

`scikits.statsmodels.sandbox.tools.tools_tsa.``lagmat2ds`(x, maxlag0, maxlagex=None, dropex=0, trim='forward')

  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 first dropex lags from other variables for all variables, except the first, lags from dropex to maxlagex are included trim : string ‘forward’ : trim invalid observations in front ‘backward’ : trim invalid initial observations ‘both’ : trim invalid observations on both sides ‘none’ : no trimming of observations
  Returns: | lagmat : 2d array array with lagged observations, columns ordered by variable

  Notes

  very inefficient for unequal lags, just done for convenience

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