My question has been answered elsewhere, but here is the answer: ?restrict
On Mon, May 13, 2013 at 8:49 PM, Dimitri Liakhovitski < dimitri.liakhovit...@gmail.com> wrote: > 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 > -- Dimitri Liakhovitski [[alternative HTML version deleted]] ______________________________________________ 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.