Dimitri Liakhovitski
2013-May-14 00:49 UTC
[R] Fwd: ?on-consequitve # of lags in VAR (package 'vars")?
Hello! I was wondering if it is at all possible (in "vars" or maybe outside of it?) to include non-consequite lags into the model, vor example lags 1 and 3. So far, it looks like when I set p = 3 under VAR, it includes all lags (1:3). Thank you very much! -- Dimitri Liakhovitski -- Dimitri Liakhovitski [[alternative HTML version deleted]]
Dimitri Liakhovitski
2013-May-14 18:10 UTC
[R] ?on-consequitve # of lags in VAR (package 'vars")?
My question has been answered elsewhere, but here is the answer: ?restrict On Mon, May 13, 2013 at 8:49 PM, Dimitri Liakhovitski < dimitri.liakhovitski@gmail.com> wrote:> Hello! > > I was wondering if it is at all possible (in "vars" or maybe outside of > it?) to include non-consequite lags into the model, vor example lags 1 and > 3. > > So far, it looks like when I set p = 3 under VAR, it includes all lags > (1:3). > > Thank you very much! > > -- > Dimitri Liakhovitski > > > > -- > Dimitri Liakhovitski >-- Dimitri Liakhovitski [[alternative HTML version deleted]]