Hi, when lags() is applied to a list (of series), then the result is grouped by variables, i.e. lags(2,mylist) gives
x_1 x_2 y_1 y_2 if x and y are the list members. In the VAR/VECM context we typically have the variables ordered by lags instead, i.e. we need x_1 y_1 x_2 y_2. (For example, implicitly this standard ordering is also used by the nice accessor $vecGamma which I just recently discovered.) I wrote a little loop that roughly does what I need by repeatedly taking lags; it's good enough for me I guess, although names turn out like x_1_1 instead of x_2, but I can live with that (thanks to the new extended character limit for names!). But still I was wondering whether this would be an argument to extend the lags() function to do that more cleanly, maybe with an optional parameter or something. thanks, sven
