Hello Spencer, which version of vars are you using? This has been fixed a while ago (see ChangeLog). Incidentally, the data in Canada is quarterly data, as stated in ?Canada. Aside of this, your code snippet works fine.
Best, Bernhard ps: There is no need to download the tarball as suggested by Mark, instead you can do: vars:::predict.varest >hello, > >I have been trying to use the predict function in the vars package to >forecast from a seasonal VAR model. The following code sample >illustrates >what I am trying to do and the error that I get when trying to do it. > >I run the following code, that results in the following error: > >data(Canada) > >endoC <- Canada[1:72,1:3] >exoC <- Canada[1:72,4] >var.2c <- VAR(endoC, p = 2, season=12,exogen=exoC,type = "const") >exoC_2 <- as.matrix(Canada[73:84,4]) > >predict(var.2c, n.ahead = 12,dumvar=exoC_2) > >Error: > >Error in as.matrix(cycle, nrow = season, ncol = season - 1) : > unused argument(s) (nrow = 12, ncol = 11) > >from what I can guess, the predict.varest function is using >as.matrix() and >passing nrow and ncol, as.matrix() does not take those two >parameters but >matrix() does. > >Does anyone have a suggestion of how to get around it? Is >there a way I can >get to the predict.varest() function and alter it myself? > >Thanks, > >Spencer > > [[alternative HTML version deleted]] > >______________________________________________ >R-help@stat.math.ethz.ch mailing list >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. > ***************************************************************** Confidentiality Note: The information contained in this mess...{{dropped}} ______________________________________________ R-help@stat.math.ethz.ch mailing list 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.
