Okay. In that case, I think it'll be better if you provide more specifics of your problem, and share what you have tried so far. A reprex will be most useful to show the problems you're facing.
There's an argument external.regressors
in the dccspec
function, which Allows for a matrix of common pre-lagged external regressors for the VAR option
, as per the documentation, though no example is provided. If you are using this function, maybe if you show the problems you're facing, people with more expertise on this field will be able to help you.
Good Luck!