Hello, I have estimated a simultaneous equation model (similar to Klein's model) in R using the system.fit package.
I have an identity equation, along with three other equations. Do you know how to explicitly identify the identity equation in R? I am also trying to forecast the dependent variables in the simultaneous equation model, while incorporating the identity equation in the forecasts. Is there a way to do this in R? The only way that I have been able to forecast the dependent variables has been by getting the predictions of each variable, converting them to time series uni-variables, and forecasting each variable individually. Any help would be appreciated. Best Regards, Frances Osei-Bonsu Summer Analyst, Research and Strategy LaSalle Investment Management 333 West Wacker Drive, Suite 2300, Chicago IL 60606 Email frances.oseibo...@lasalle.com<mailto:frances.oseibo...@lasalle.com> Tel +1 312 897 4024 lasalle.com<http://www.lasalle.com/> This email is for the use of the intended recipient(s) only. If you have received this email in error, please notify the sender immediately and then delete it. If you are not the intended recipient, you must not keep, use, disclose, copy or distribute this email without the author's prior permission. We have taken precautions to minimize the risk of transmitting software viruses, but we advise you to carry out your own virus checks on any attachment to this message. We cannot accept liability for any loss or damage caused by software viruses. The information contained in this communication may be confidential and may be subject to the attorney-client privilege. If you are the intended recipient and you do not wish to receive similar electronic messages from us in the future then please respond to the sender to this effect. [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
