R help - Jun 2011 - 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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?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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> and provide commented, minimal, self-contained, reproducible code.
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