Hi, I am trying to fit all subsets for a vector autoregression with exogenous variables. I have been looking at the 'leaps' function but I not sure how to get it to work when lags for each variable are included in the model. I would be really appreciative if someone could provide some links to examples. Thanks in advance! -- View this message in context: http://r.789695.n4.nabble.com/All-subsets-vector-autoregression-with-exogenous-variables-tp3859160p3859160.html Sent from the R help mailing list archive at Nabble.com. [[alternative HTML version deleted]]