Message-ID: <43025341.2040709@few.vu.nl>
Date: 2005-08-16T20:57:37Z
From: Konrad Banachewicz
Subject: vector autoregression
dear All,
I have the following problem: I need to calculate an h-step ahead forecast
from a var model (estimated with a dse1 method estVARXls), which in
turn will be used as an input for another model as conditioning data, so
I need it as a simple, numeric matrix. No exogenous input is used.
However, the standard forecast method produces a 1-element list
that includes a forecast matrix, yet I have no clue as to how to
extract the values of interest. Featherforecast and Horizonforecast
do not allow prediction only beyond the sample period, quote:
"from.periods cannot exceed available output data".
any help will be much appreciated,
regards,
konrad