[R] simulating a VARXls model using dse

[Alison Callahan]

Hi Paul,

I am using R v. 2.12.2, and the "dse" package with build 2.12.2.

I have attached some sample data to this email, and the R code I use
to create the model and then forecast with it.

Thanks,

Alison

On Mon, Apr 4, 2011 at 11:02 AM, Paul Gilbert
<pgilbert at bank-banque-canada.ca> wrote:
> Could you please send me a reproducible example, and R and dse version info.
>
> Thanks,
> Paul
>
>> -----Original Message-----
>> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
>> project.org] On Behalf Of Alison Callahan
>> Sent: April 4, 2011 10:56 AM
>> To: r-help at r-project.org
>> Subject: [R] simulating a VARXls model using dse
>>
>> 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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>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-
>> guide.html
>> and provide commented, minimal, self-contained, reproducible code.
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