[R] NAs in Time-Series after building differences

[Lynn Weber]

I want to estimate a VAR-model with 4 endogenous variables.
One of the included times series is stationary, two are stationary in first
differences and the last is stationary in second differences. By building
the differences I obtained NAs for the first one or two observations. So my
first idea was to remove the NAs by "is.na" but doing this I obtained times
series of different length which results in an error message when trying to
estimate the VAR.  

Many thanks in advance for any ideas. 

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