Message-ID: <CAHVFrXF3N=kmcHLDDd1fG5iyonusvab_32SyyMMbVnMXhJi7Gg@mail.gmail.com>
Date: 2017-02-19T13:17:42Z
From: Preetam Pal
Subject: Forecasting using VECM
In-Reply-To: <CAGxFJbSdmJ7hVRii75+hwWewpsUkyf=9rO58+iDCs8J_xe8-bw@mail.gmail.com>
Hey Bert,
The predict function in the link you mentioned does not seem to use
independently generated future values of the variables cpiUSA and cpiCAN in
calculating the future values of the variable of interest, i.e. dolCAN. As
I mentioned in the mail, I have the future cpiUSA and cpiCAN values
externally given to me (instead of generated by VECM), which I need to
use.Let me know if this explains what I am trying to get here. Thanks.
Regards,
Preetam
[[alternative HTML version deleted]]