Hello!
I was wondering if it is at all possible (in "vars" or maybe outside of
it?) to include non-consequite lags into the model, vor example lags 1 and
3.
So far, it looks like when I set p = 3 under VAR, it includes all lags
(1:3).
Thank you very much!
--
Dimitri Liakhovitski
--
Dimitri Liakhovitski
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