function yy = convert_to_lagged_form(y, k)% Create an observation vector yy(:,t) containing the last k values of y, newest first% e.g., k=2, y = (a1 a2 a3)     yy  = a2 a3%                (b1 b2 b3)           b2 b2%                                     a1 a2%                                     b1 b2[s T] = size(y);bs = s*ones(1,k);yy = zeros(k*s, T-k+1);for i=1:k  yy(block(i,bs), :) = y(:, k-i+1:end-i+1);end