[R] "predict" function does not provide SE estimates for multivariate timeseries VAR models?

Spencer Graves spencer.graves at pdf.com
Mon Jun 5 01:20:42 CEST 2006

	  The "dse2" package contains functions "forecast" and "forecastCov". 
Have you tried them?

	  There may be functions to estimate vector autoregressive models in 
more than one package in R.  If you'd like more help from this 
listserve, I would encourage you to submit another post after first 
reading the posting guide! "www.R-project.org/posting-guide.html". 
Please include a simple, self-contained example of something you've 
tried that was as close as you can find to what you want.

	  I know this doesn't answer your question, but I hope it helps.

	  Spencer Graves

Berwin A Turlach wrote:
>>>>>> "Michael" == Michael  <comtech.usa at gmail.com> writes:
>     Michael> What can I do?
> Implement this feature and send it to the person responsible for the
> code for inclusion?
>     Michael> Thanks a lot!
> Indeed, you contribution would be very much appreciated.
> Cheers,
>         Berwin
> ========================== Full address ============================
> Berwin A Turlach                      Tel.: +61 (8) 6488 3338 (secr)   
> School of Mathematics and Statistics        +61 (8) 6488 3383 (self)      
> The University of Western Australia   FAX : +61 (8) 6488 1028
> 35 Stirling Highway                   
> Crawley WA 6009                e-mail: berwin at maths.uwa.edu.au
> Australia                        http://www.maths.uwa.edu.au/~berwin
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html

More information about the R-help mailing list