[R] Multivariate AR - prediction

Pfaff, Bernhard Dr. Bernhard_Pfaff at fra.invesco.com
Fri Oct 6 10:46:33 CEST 2006


Hello Alexander,

try package CRAN package 'vars'.

Best,
Bernhard

>Hi,
>
>does anybody know how to predict a multivariate AR within R?
>If I just estimate a multi AR-object and plug it into predict I get an
>error from the aperm - just works for univariates.
>
>thx 
>alex
>
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