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

[Rob Hyndman]

You can also produce fan charts with the forecast package.


> 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
>
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>


-- 
_____________________________
Rob J Hyndman
Professor of Statistics, Monash University
Editor-in-Chief, International Journal of Forecasting
http://www.robhyndman.info/