code: def create_design_matrix_2(Z, data, Y_len, lag_no):
      
      row_count = 1
  
      for lag in range(1, lag_no+1):
          for reg in range(Y_len):
              Z[row_count, :] = data[reg][(lag_no-lag):-lag]
              row_count += 1
  
      return Z
docs: For Python 2.7 - cythonized version only works for 3.5