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/VAR-with-excluded-lags-tp3617485p3617485.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
