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getYZ.m
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getYZ.m
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function [y,z,k]=getYZ(y,nlag,constant,betaRestrictions)
% PURPOSE: Put VAR on a form where vec(Y)= B*Z+e, such that different
% equations can contain different regressors
%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%
% Copyright (C) 2014 PROFOR Team
%
% This program is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% This program is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with this program. If not, see <http://www.gnu.org/licenses/>.
%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
nvary = size(y,2);
[esty, estx] = varOrderData(y, nvary, nlag, constant);
z = [];
% K is empty storage for number of variables in each eqaution
k = [];
for i = 1:nvary
z = blkdiag(z, estx(:,betaRestrictions(i,:) == 1));
%Z=kron(eye(neqs),estX);
k = cat(1, k, sum(betaRestrictions(i,:) == 1));
end
y = esty(:);