Dear Community, I have the following two variables, which I have split according to a factor: *y1* [1] 1 2 3 [2] 2 3 4 and *y2* A B [1] 1 4 2 5 3 6 [2] 2 5 3 6 4 7 Now I need the following Vector Autoregressive Models: VAR(cbind(y1[1],y2[1]$A)), VAR(cbind(y1[1],y2[1]$B)), VAR(cbind(y1[2],y2[2]$A)), VAR(cbind(y1[2],y2[2]$B)). My problem is that when using this argument: lapply(y2, function(x) VAR(cbind(x,y1),ic="SC", lag.max=5), I receive these models: VAR(cbind(y1[1],y1[2],y2[1]$A)), VAR(cbind(y1[1],y1[2],y2[1]$B)), VAR(cbind(y1[2],y1[1],y2[2]$A)), VAR(cbind(y1[2],y1[1],y2[2]$B)). Can anybody help me? Thank you [[alternative HTML version deleted]]