[R] Multivariate AR - prediction

Fleischer Alexander 0969 SPI Alexander.Fleischer at Sparinvest.com
Thu Oct 5 17:19:31 CEST 2006


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



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