I want to estimate a VAR-model with 4 endogenous variables. One of the included times series is stationary, two are stationary in first differences and the last is stationary in second differences. By building the differences I obtained NAs for the first one or two observations. So my first idea was to remove the NAs by "is.na" but doing this I obtained times series of different length which results in an error message when trying to estimate the VAR. Many thanks in advance for any ideas. -- View this message in context: http://www.nabble.com/NAs-in-Time-Series-after-building-differences-tp24657730p24657730.html Sent from the R help mailing list archive at Nabble.com.