Message-ID: <1292223409804-3084994.post@n4.nabble.com>
Date: 2010-12-13T06:56:49Z
From: Megh Dal
Subject: Forcasting VAR/VEC
Hi dears, I am looking for some function to predict through horizon "h", say,
given the corefficients of a VAR/VEC model. I have moderately gone through
packages "urca" & "vars" but did not find any significant:
> ls("package:vars")
[1] "A" "Acoef" "arch" "arch.test" "B"
"Bcoef" "BQ" "causality"
[9] "fanchart" "fevd" "irf" "normality"
"normality.test" "Phi" "Psi" "restrict"
[17] "roots" "serial" "serial.test" "stability"
"SVAR" "SVEC" "VAR" "VARselect"
[25] "vec2var"
> ls("package:urca")
[1] "ablrtest" "alphaols" "alrtest" "bh5lrtest"
"bh6lrtest" "blrtest" "ca.jo" "ca.po"
[9] "cajolst" "cajools" "cajorls" "lttest" "plot"
"plotres" "punitroot" "qunitroot"
[17] "summary" "unitrootTable" "ur.df" "ur.ers"
"ur.kpss" "ur.pp" "ur.sp" "ur.za"
Can somebofy help in finding any relevant function for prediction?
Thanks,
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