A coefficient matrix is a matrix whose entries are the coefficients in a system of equations or a multivariate model. In a vector
autoregressive model, the matrix 
contains the coefficients multiplying the vector at time
series lag 
.
Coefficient Matrix
See also
Linear System of Equations, Matrix, Vector Autoregressive ModelExplore with Wolfram|Alpha
Cite this as:
Weisstein, Eric W. "Coefficient Matrix." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/CoefficientMatrix.html