%% Exogenous Data Structure
% This example uses linear exogenous data. Suppose you have a T-by-3 data series. The exogenous series is a T-element cell array of 3-by-3 matrices, where cell i is i *eye(3):

T = 10;
xdata = cell(T,1);
for indx = 1:T
    xdata{indx} = indx * eye(3);
end

firstPeriodExogenousMatrix = xdata{1}
lastPeriodExogenousMatrix = xdata{T}

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