VAR with excluded lags

?restrict
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Von: r-help-bounces at r-project.org 
[mailto:r-help-bounces at r-project.org] Im Auftrag von gizmo
Gesendet: Mittwoch, 22. Juni 2011 18:26
An: r-help at r-project.org
Betreff: [R] VAR with excluded lags

Hi,

I would like to fit a Vector Auto Regression with lags that 
are not consecutive with the vars package (or other if there 
is one as good). Is it possible?

For example, rather than having lags 1, 2, 3, 4, 5 have 1, 2, 5.

Thanks. 

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VAR with excluded lags

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