Dear Helplist,
I want to produce forecasts from a structural equation model. With the SEM
package the model setup and its estimation is possible. However, I have not
figured out how to obtain ex ante forecasts, i.e. applying the Gauss-Seidel
algorithm to the estimated structural equations for provided values of the
exogenous variables (i.e.: y_t = -inv(A)*B*x_t).
Does anyone know if the there is a function for producing such forecasts via
Gauss-Seidel or what other functions are supporting objects of class 'SEM'
or model notations in 'RAM' for achieving this task?
Many thks,
Bernhard
If you have received this e-mail in error or wish to read our e-mail disclaimer
statement and monitoring policy, please refer to http://www.drkw.com/disc/email/
or contact the sender
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._