forecasting with VEC

[soungl]

Hi

I have two monthly varialbes - employment and wages at the county level. Wage data is released with a lag of 6 months. I'd like to forecast the current values of wages (for the past six months) before it is reported. Since these two varilabes are tested to be cointegrated of order 1, I'm considering VECM with using them as endogenous variables (and a month dummy as an exogenous variable).

My question is whether there is a way that I can take advantage of the fact that employment data for the past six months are available. The modeling described in the manual seems to assume a common sample period for all variables included in the model.

Thank you.