I want to estimate a VAR-model with 4 endogenous variables. One of the included times series is stationary, two are stationary in first differences and the last is stationary in second differences. By building the differences I obtained NAs for the first one or two observations. So my first idea was to remove the NAs by "is.na" but doing this I obtained times series of different length which results in an error message when trying to estimate the VAR.
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