[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
More information about the R-help
mailing list