[R] Forecasting using VECM
Preetam Pal
lordpreetam at gmail.com
Sun Feb 19 14:17:42 CET 2017
Hey Bert,
The predict function in the link you mentioned does not seem to use
independently generated future values of the variables cpiUSA and cpiCAN in
calculating the future values of the variable of interest, i.e. dolCAN. As
I mentioned in the mail, I have the future cpiUSA and cpiCAN values
externally given to me (instead of generated by VECM), which I need to
use.Let me know if this explains what I am trying to get here. Thanks.
Regards,
Preetam
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