Can I use leaps package with multivariate ts?

[emmats]

Is it possible to use the leaps package, or something similar, for covariate selection if I have a multivariate (n=36) time series? The only examples I'm finding are for single time series with multiple covariates.

[mdscheuerell]

I don't know if that's possible with {leaps}, but you could always set up a loop to run through the various covariate options.