[R] simulating a VARXls model using dse

Alison Callahan alison.callahan at gmail.com
Mon Apr 4 16:56:10 CEST 2011


Hello,

Using the dse package I have estimated a VAR model using estVARXls().
I can perform forecasts using forecast() with no problems, but when I
try to use simulate() with the same model, I get the following error:

Error in diag(Cov, p) :
  'nrow' or 'ncol' cannot be specified when 'x' is a matrix

Can anyone shed some light on the meaning of this error? How can I
simulate output using a model created with estVARXls()?

Thanks,

Alison



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