[R] Ex ante forecasting from structural equation models (SEM package)

[Pfaff, Bernhard]

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



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