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Pfaff, Bernhard Dr. |
at Jun 24, 2011 at 8:46 am
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-----Urspr?ngliche Nachricht-----
Von: r-help-bounces at r-project.org
[mailto:r-help-bounces at r-project.org] Im Auftrag von gizmo
Gesendet: Mittwoch, 22. Juni 2011 18:26
An: r-help at r-project.org
Betreff: [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.
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