Forcasting VAR/VEC

-----Urspr?ngliche Nachricht-----
Von: r-sig-finance-bounces at r-project.org 
[mailto:r-sig-finance-bounces at r-project.org] Im Auftrag von Megh
Gesendet: Montag, 13. Dezember 2010 07:57
An: r-sig-finance at stat.math.ethz.ch
Betreff: [R-SIG-Finance] 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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