[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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