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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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