create 2d array of lags
x : array_like, 1d or 2d
data; if 2d, observation in rows and variables in columns
maxlag : int
all lags from zero to maxlag are included
trim : string
‘forward’ : trim invalid observations in front ‘backward’ : trim invalid initial observations ‘both’ : trim invalid observations on both sides ‘none’ : no trimming of observations
lagmat : 2d array
array with lagged observations
Notes
TODO: * allow list of lags additional to maxlag * create varnames for columns
scikits.statsmodels.sandbox.sysreg.Sem2SLS.whiten
scikits.statsmodels.sandbox.tools.tools_tsa.lagmat2ds
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