The "dse2" package contains functions "forecast" and "forecastCov".
Have you tried them?
There may be functions to estimate vector autoregressive models in
more than one package in R. If you'd like more help from this
listserve, I would encourage you to submit another post after first
reading the posting guide! "www.R-project.org/posting-guide.html".
Please include a simple, self-contained example of something you've
tried that was as close as you can find to what you want.
I know this doesn't answer your question, but I hope it helps.
Spencer Graves
Berwin A Turlach wrote:
>>>>>> "Michael" == Michael <[EMAIL PROTECTED]> writes:
>
> Michael> What can I do?
> Implement this feature and send it to the person responsible for the
> code for inclusion?
>
> Michael> Thanks a lot!
> Indeed, you contribution would be very much appreciated.
>
> Cheers,
>
> Berwin
>
> ========================== Full address ============================
> Berwin A Turlach Tel.: +61 (8) 6488 3338 (secr)
> School of Mathematics and Statistics +61 (8) 6488 3383 (self)
> The University of Western Australia FAX : +61 (8) 6488 1028
> 35 Stirling Highway
> Crawley WA 6009 e-mail: [EMAIL PROTECTED]
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