x : array_like, 2d
2d data, observation in rows and variables in columns
maxlag0 : int
for first variable all lags from zero to maxlag are included
maxlagex : None or int
max lag for all other variables all lags from zero to maxlag are included
dropex : int (default is 0)
exclude first dropex lags from other variables
for all variables, except the first, lags from dropex to maxlagex 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
use_pandas : bool, optional
If true, returns a DataFrame when the input is a pandas
Series or DataFrame. If false, return numpy ndarrays.
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