# Build a vecm with each variable/column having a different lag order - see code sample below
vecm_custom <- VECM(data, lag = c(9, 9, 3, 5, 8), r = 1, estim = "2OLS")
> vecm_custom <- VECM(data, lag = c(9, 9, 3, 5, 8), r = 1, estim = "2OLS")
Error in if (lag == 0) { : the condition has length > 1
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