I am changing my timing belt 99 Jetta AGR and I'm wondering if it is possible not to take out the camshaft sprocket, just to mark the position and to fit the new belt (I do not have the camshaft locking device).
Possible? Yes, recommended, not at all. The reason why is because once you tension the belt and "unlock" the camshaft the tension will want to reset evenly across the belt. This will mess up injection timing and camshaft timing. Their sprockets don't have keys. The correct way to do it is to loosen them, tension the belt, tighten the sprockets, and unlock them. This will make sure tension is even and timing is correct.
I don't know your location but there must be a local source where you can buy or rent the correct tools.
Many people (and professional mechanics) have "gotten away" with doing a mark-and-pray method, but the results will almost never be optimal, and sometimes you'll wind up with a disaster on your hands.
You can fabricate your own camshaft locking bar (the dimensions are in the writeup here), or make something very similar from some scrap metal (an angle-grinder and some angle-iron), but you should try to do the job as much "by the book" as possible.
(PS: your AGR is similar to the ALH engine that has the procedure outlined here...)
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