def endog_exog(df, cols, lag=1):
    """
    Convert dataframe into endog and exog numpy arrays.

    Since everything is differenced, remove the first item in each array.
    """
    diff_cols = ["d_{}_{}".format(lag, col) for col in cols]
    exog = df[diff_cols][1:]
    endog = df["d_{}_priceUSD".format(lag)][1:]

    return endog, exog