[R] Simulate values from VAR

[Pfaff, Bernhard Dr.]

Hello Keith,

see ?Acoef for retrieving the coefficients. Incidentally, in the package dse simulation methods are made available.

Best,
Bernhard


Dr. Bernhard Pfaff
Director
Global Asset Allocation

Invesco Asset Management Deutschland GmbH
An der Welle 5
D-60322 Frankfurt am Main

Tel: +49 (0)69 29807 230
Fax: +49 (0)69 29807 178
www.institutional.invesco.com
Email: bernhard_pfaff at fra.invesco.com

Geschäftsführer: Karl Georg Bayer, Bernhard Langer, Dr. Jens Langewand, Alexander Lehmann, Christian Puschmann
Handelsregister: Frankfurt am Main, HRB 28469
Sitz der Gesellschaft: Frankfurt am Main



*****************************************************************
Confidentiality Note: The information contained in this ...{{dropped:10}}