Hi All, Is there any suggested approaches for using non-stationary series in VAR model? As per otexts.org <http://stats.stackexchange.com/questions/261876/var-for-non-stationary-series-using-r>, there is something like "VAR in differences which could be used for such series. Are there any other approaches for creating a forecasting mode non stationary series in a multi variate series? Any leads on this would be helpful. I'm looking for implementing this model in R. Regards Lal [[alternative HTML version deleted]]