[R-SIG-Finance] Forcasting VAR/VEC

[Megh]

Hi dears, I am looking for some function to predict through horizon "h", say,
given the corefficients of a VAR/VEC model. I have moderately gone through
packages "urca" & "vars" but did not find any significant:

> ls("package:vars")
 [1] "A"              "Acoef"          "arch"           "arch.test"      "B"             
"Bcoef"          "BQ"             "causality"     
 [9] "fanchart"       "fevd"           "irf"            "normality"     
"normality.test" "Phi"            "Psi"            "restrict"      
[17] "roots"          "serial"         "serial.test"    "stability"     
"SVAR"           "SVEC"           "VAR"            "VARselect"     
[25] "vec2var"       
> ls("package:urca")
 [1] "ablrtest"      "alphaols"      "alrtest"       "bh5lrtest"    
"bh6lrtest"     "blrtest"       "ca.jo"         "ca.po"        
 [9] "cajolst"       "cajools"       "cajorls"       "lttest"        "plot"         
"plotres"       "punitroot"     "qunitroot"    
[17] "summary"       "unitrootTable" "ur.df"         "ur.ers"       
"ur.kpss"       "ur.pp"         "ur.sp"         "ur.za"       

Can somebofy help in finding any relevant function for prediction?

Thanks,
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