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

ay, February 07, 2010 11:37 PM |> To: r-help@r-project.org |> Subject: [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

[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 predict