How to fit a restricted VAR model in statsmodel?

[Rami Chehab]

The question is I understand how to fit a VAR model in Statsmodel (

Model=VAR(data)
results = Model.fit(1)
results.summary()

), however, I do not how to do the restricted VAR model. i.e. how to drop of non-significant coefficients in a VAR(2) model say!

The question has already been raised here 

https://stackoverflow.com/questions/46139775/how-to-fit-a-restricted-var-model-in-python-statsmodels