[R] Seasonality of VAR + Inventory Management Packages

2017-02-19 Thread Lal Prasad
Hi All, Could you help me with the below questions on VAR Model and Inventory Management/Supply Chain related models in R. 1)Could you let me know if VAR model will work with multivariate time series with Seasonality? 2)Anything needs to be done explicitly for VAR to handle seasonality and

[R] VAR for Non Stationary series using R

2017-02-14 Thread Lal Prasad
Hi All, Is there any suggested approaches for using non-stationary series in VAR model? As per otexts.org , there is something like "VAR in differences which could be used for such series. Are there any other

Re: [R] Export Forecasted output to a table (excel)

2017-02-01 Thread Lal Prasad
Thanks all for the information provided. Is there any way I could convert an object of type mforecast (output of forecast()) to dataframe? On Thu, Feb 2, 2017 at 12:33 AM, Lal Prasad <lal.pra...@gmail.com> wrote: > Hi All, > > Is there any way to > > 1) Convert the below f

[R] Export Forecasted output to a table (excel)

2017-02-01 Thread Lal Prasad
Hi All, Is there any way to 1) Convert the below forecast to a datafram 2) Any way to write it to an excel table? library(vars) library(fpp)VARselect(usconsumption, lag.max = 3, type="const")$selectionvar <- VAR(usconsumption, p=1,type = "both",lag.max = 3) serial.test(var, lags.pt = 3,type =