autoreg_matrix Given a time series (vector) Y, return a matrix with ones in the first column and the first K lagged values of Y in the other columns. autoreg_matrix(Y, K) Y: Vector K: Scalar or Vector Given a time series (vector) Y, return a matrix with ones in the first column and the first K lagged values of Y in the other columns. In other words, for T > K, '[1, Y(T-1), ..., Y(T-K)]' is the t-th row of the result. The resulting matrix may be used as a regressor matrix in autoregressions.