Re: [R] VAR with excluded lags

?restrict > -Ursprüngliche Nachricht- > Von: r-help-boun...@r-project.org > [mailto:r-help-boun...@r-project.org] Im Auftrag von gizmo > Gesendet: Mittwoch, 22. Juni 2011 18:26 > An: r-help@r-project.org > Betreff: [R] VAR with excluded lags > > Hi, > >

[R] VAR with excluded lags

Hi, I would like to fit a Vector Auto Regression with lags that are not consecutive with the vars package (or other if there is one as good). Is it possible? For example, rather than having lags 1, 2, 3, 4, 5 have 1, 2, 5. Thanks. -- View this message in context: http://r.789695.n4.nabble.com