[R] Multivariate AR - prediction

From: Fleischer Alexander 0969 SPI <Alexander.Fleischer_at_Sparinvest.com>
Date: Thu 05 Oct 2006 - 15:19:31 GMT


Hi,

does anybody know how to predict a multivariate AR within R? If I just estimate a multi AR-object and plug it into predict I get an error from the aperm - just works for univariates.

thx
alex



R-help@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 and provide commented, minimal, self-contained, reproducible code. Received on Fri Oct 06 03:44:40 2006

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.1.8, at Fri 06 Oct 2006 - 09:30:08 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.