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    %% Create a Lag Matrix
%%
% Create a bivariate time series matrix |X| with five observations each:

% Copyright 2015 The MathWorks, Inc.

X = [1 -1; 2 -2 ;3 -3 ;4 -4 ;5 -5]  % Create a simple
                                    % bivariate series.
%%
% Create a lagged matrix |XLAG|, composed of |X| and the first two lags of |X|:
XLAG = lagmatrix(X,[0 1 2]) % Create the lagged matrix.
%%
% The result, |XLAG|, is a 5-by-6 matrix.