8.1.6 MakeRegressor

Usually you do not have to care about the regressor of the dynamic model. The only thing you have to do is to specify it by choosing the three indices , , and when the model is defined. However, in case you would like to compute the regressor explicitly, you can do so with the following command.

The MakeRegressor function.

MakeRegressor returns a list of two variables. The first variable is the regressor matrix and the second is the matrix of the output values.

The difference between the returned output values and the output values submitted in the call is that the length of the data sequence has been shortened by as many samples as the number of lags in the regressor.