function H = blkhankel(w,i)% BLKHANKEL - construct a block Hankel matrix[T,nw,k]  = size(w);j = T - i + 1;if j <= 0  error('Not enough data')endH = zeros(i*nw,j*k);if (k > 1) % multiple time series => block matrix  w = reshape(shiftdim(w,1),nw,k*T);  for ii = 1:i    H((ii-1)*nw+1:ii*nw,:) = w(:,(ii-1)*k+1:(ii+j-1)*k);  endelse % simgle time series => block vector  w = w';  for ii = 1:i    H((ii-1)*nw+1:ii*nw,:) = w(:,ii:ii+j-1);  endend