VECM/VAR - exogenous variables appear without lags

[jaja12]

Hello dears,

I have the following problem. I try to estimate VECM where I have n endogenous and m exogenous variables. The dialogue window allows to set the number of lags for endogenous variables only. Then, in the VECM output only endogenous variables appear with lags whereas exogenous variables are given only temporaneous. Does anyone knows how to deal with it because an initial idea was to study the lagged effect of exogenous variables as well.

Regards,
jaja12

[EViews Gareth]

Enter the lagged value of the exogenous variable in the dialog. (e.g. z(-1) )

[jaja12]

Gareth,

thank you for the hint!