[R-SIG-Finance] Fan charts in "vars" package

[Achim Zeileis]

Dear Finance SIG,

I'm forwarding this mail from Philip Wagner about fan charts.

(Philip, the Finance SIG (special interest group) is the appropriate
list for asking questions related to econometric/financial problems.
For subscription, see
  https://stat.ethz.ch/mailman/listinfo/r-sig-finance
If a question is about a contributed package, it is good practice to
have the package author (in this case Bernhard Pfaff) in Cc.)

And now the question...
Z

Hello, 
 
I work as a macroeconomist, and I´m trying to do add some fan charts to
my porjections. I would please like to know if someone could help me
out. I´m specifically having trouble with the fan charts in the "var"
package. I would please like to know how I can fix a "mean" or "medium"
in the predict( ) function for the VAR estimation. So that, in the fan
chart ,the center of the projection would be the "medium" I had
previously fixed. If you have the answer for my question or just know
some book I could read that could help me out, I would be very please.

With best regards,
Philip P. Wagner
Unibanco Macroeconomic Research
Fone: (55 11) 3584 4675
e-mail: philip.wagner at unibanco.com.br