Folks,
  What is the best way to simulate values from a fitted "VAR {vars}" model.

Also I have tried to use SVAR for a cointegration fit of y~x (just two univariate time-series) but I can't figure out how to set up the "A" matrix so that x_t can be used as a contemporaneous predictor of y_t.

Thanks much for your time,
KW

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