code: def _create_Z(self,Y):
          
  
          Z = np.ones(((self.ylen*self.lags +1),Y[0].shape[0]))
          return self.create_design_matrix(Z, self.data, Y.shape[0], self.lags)
docs: Creates design matrix holding the lagged variables
  
          Parameters
          ----------
          Y : np.array
              The dependent variables Y
  
          Returns
          ----------
          The design matrix Z