Re: [R] Out-of-sample prediction with VAR

then be computed recursively. Best, Bernhard | -Original Message- | From: r-help-boun...@r-project.org | [mailto:r-help-boun...@r-project.org] On Behalf Of | pe...@linelink.nl | Sent: Sunday, February 07, 2010 11:37 PM | To: r-help@r-project.org | Subject: [R] Out-of-sample

[R] Out-of-sample prediction with VAR

Good day, I'm using a VAR model to forecast sales with some extra variables (google trends data). I have divided my dataset into a trainingset (weekly sales + vars in 2006 and 2007) and a holdout set (2008). It is unclear to me how I should predict the out-of-sample data, because using the