%% Create Multivariate Lag Operator Polynomial
% Create a LagOp object that represents the lag operator polynomial
% A\left( L \right) = \left[ {\begin{array}{*{20}{c}}
% 0.5 & 0 & 0\\
% 0 & 1 & 0\\
% 0 & 0 & { - 0.5}
% \end{array}} \right] + \left[ {\begin{array}{*{20}{c}}
% 1&{0.25}&{0.1}\\
% { - 0.5}&1&{ - 0.5}\\
% {0.15}&{ - 0.2}&1
% \end{array}} \right]{L^4}.

Phi0 = [0.5 0   0;... 
        0   1   0;...
        0   0   -0.5];

Phi4 = [1       0.25    0.1;...
        -0.5    1       -0.5;...
        0.15    -0.2    1];

Phi = {Phi0 Phi4};
lags = [0 4];

A = LagOp(Phi,'Lags',lags)

% Copyright 2020 The MathWorks, Inc.
%