def _ar_matrix(self):
        """ Creates Autoregressive matrix

        Returns
        ----------
        X : np.ndarray
            Autoregressive Matrix

        """
        Y = np.array(self.data[self.max_lag:self.data.shape[0]])
        X = self.data[(self.max_lag-1):-1]

        if self.ar != 0:
            for i in range(1, self.ar):
                X = np.vstack((X,self.data[(self.max_lag-i-1):-i-1]))

        return X
Creates Autoregressive matrix

        Returns
        ----------
        X : np.ndarray
            Autoregressive Matrix