Read a paper, or 3 chapter in different books that describe the same algorithm, filled with 10 one letter and more greek symbols, and come up with descriptive names.
Z_0 = endog_diff_lagged
Z_1 = ex_level or ex_coint or regressor_coint
Z_2 = ex_adjust or ex_shortrun
R_00 = endog_diff_lagged_projected or maybe resid_endog_diff_lagged or ....
S_00 = ??? (some kind of moment matrix)
S_01 (some other kind of moment matrix)
....
just something that avoids having to flip back a few pages to look up the definition again, and find the paper while maintaining the code.
Josef