[R-SIG-Finance] Forcasting VAR/VEC

[Pfaff, Bernhard Dr.]

?vars::predict 

> -----Ursprüngliche Nachricht-----
> Von: r-sig-finance-bounces at r-project.org 
> [mailto:r-sig-finance-bounces at r-project.org] Im Auftrag von Megh
> Gesendet: Montag, 13. Dezember 2010 07:57
> An: r-sig-finance at stat.math.ethz.ch
> Betreff: [R-SIG-Finance] Forcasting VAR/VEC
> 
> 
> 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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