Convert Input Matrix to List
Converts a big input matrix to an appropriate list for use of bgvar.
matrix_to_list(datamat)
datamat: A matrix of size T times K, where T are time periods and K total amount of variables.returns a list of length N (number of entities).
Note the naming convention. Columns should indicate entity and variable name, separated by a dot, e.g. US.y.
bgvar for estimation of a bgvar object.
Maximilian Boeck