I have a data from 4 variables ( STOCK, CPI, EXC, and CCI) from 1980 to 2012. I
want to do a forecast using VAR(12) model with a simulation of 100,000 for 5
years. And also estimate the RMSE, MAPE, and Theil Inequality. Can anyone help
me with this problem in R? Thanks so much.
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