Re: [R] Forecasting using VECM

It will if you use it properly. Have you read the help for that function? You didn't show your code, and you didn't post your email using plain text, so we can't help much here. -- Sent from my phone. Please excuse my brevity. On February 19, 2017 5:17:42 AM PST, Preetam Pal

Re: [R] Forecasting using VECM

Hey Bert, The predict function in the link you mentioned does not seem to use independently generated future values of the variables cpiUSA and cpiCAN in calculating the future values of the variable of interest, i.e. dolCAN. As I mentioned in the mail, I have the future cpiUSA and cpiCAN values

Re: [R] Forecasting using VECM

Searching on "VECM" on rseek.org brought up: "VECM" on the Rdocumentation site, which clearly states: "The predict method contains a newdata argument allowing to compute rolling forecasts." If that is not what you want, you'll need to explain why not, I think. If it is, please do such searching

[R] Forecasting using VECM

Hi, I have attached the historical dataset (titled data) containing numerical variables GDP, HPA, FX and Y - I am interested to predict Y given some future values of GDP, HPA and FX. - Some variables are non-statioanry as per adf.test() - I wanted to implement a VECM framework for modeling