Dear Mamush, you do not need to change the "VAR simulation codes to VECM"!!! What you really need to change is your VECM model itself to correaponding VAR representation. I guess there is some function vec2var() or something like that (or perhaps you can do it manually.) Once you are done you may then use VAR simulation code.
HTH, Thanks and regards, _____________________________________________________ Arun Kumar Saha, FRM QUANTITATIVE RISK AND HEDGE CONSULTING SPECIALIST Visit me at: http://in.linkedin.com/in/ArunFRM _____________________________________________________ [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org 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.
