4.8.9.1.4. statsmodels.tsa.tsatools.commutation_matrix

statsmodels.tsa.tsatools.commutation_matrix(p, q)

Create the commutation matrix K_{p,q} satisfying vec(A’) = K_{p,q} vec(A)

Parameters:

p : int

q : int

Returns:

K : ndarray (pq x pq)