[R] simulating a VARXls model using dse

From: Alison Callahan <alison.callahan_at_gmail.com>
Date: Mon, 04 Apr 2011 10:56:10 -0400


Using the dse package I have estimated a VAR model using estVARXls(). I can perform forecasts using forecast() with no problems, but when I try to use simulate() with the same model, I get the following error:

Error in diag(Cov, p) :
  'nrow' or 'ncol' cannot be specified when 'x' is a matrix

Can anyone shed some light on the meaning of this error? How can I simulate output using a model created with estVARXls()?



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