[R] Extraction of forecats from VAR prediction
Jonas Ulbrich
Jonas.Ulbrich at ruhr-uni-bochum.de
Tue Jun 3 23:46:03 CEST 2014
Hi,
my question is the following one:
predict(VAR(y,p=1,type="none"),n.ahead=500)
How can I extract the forecasts of this prediction? y is a dataset of
four parameters with 500 values each.One parameter for instance is
lambda the head looks like this:
$lambda
fcst lower upper CI
[1,] 0.3228936 0.2506636043 0.3951235 0.07222995
Thank you in advance.
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