Grokbase Groups R r-help June 2011
FAQ
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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  • Pfaff, Bernhard Dr. at Jun 24, 2011 at 8:46 am
    ?restrict
    -----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.

    --
    View this message in context:
    http://r.789695.n4.nabble.com/VAR-with-excluded-lags-tp3617485
    p3617485.html
    Sent from the R help mailing list archive at Nabble.com.

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