Fixing AR coefficients in VAR model

I know of no existing functions in R that support fitting a 
multivariate autoregression while fixing some of the parameters.

	  Of course, as Simon Blomberg famously said in April 2005, "This is R. 
There is no if. Only how."  [With library(fortunes), try 'fortune("This 
is R")'.]  If I had to do fit a multivariate AR today with some 
parameters fixed, I might write a function to compute the determinant of 
the sample covariance matrix, and give it to "optim" or "nlminb".

	  I hope someone else will provide us with an easier way.

	  hope this helps,
	  spencer graves

Dear Colleague,

I would like to set a few AR coefficients (not order) to zero in the
multivariate AR function (mAr.est; mAr library); however, the manual for
this function does not provide this information. I would appreciate any
suggestions along this line.

Thankfully yours,

Daniel C Medina

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