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Thanks for your quick reply. Now I can stop wasting my time trying to figure out a way around it and just get down to duplicating the models. I think implementing this would be very useful to many people, including myself, as it would allow to build models that accept various sets of exogenous varia...

I am afraid this is a bit of a Hail Mary, but has anyone ever been able to exclude an endogenous variable and point it do a different series based on scenario. I've got three scenarios. In the first, the variable, for example VIX, is endogenous. In the second and third, I want to exogenize VIX but w...