[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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