R help - Mar 2011 - An example of using neuralnet to predict infinite steps ahead

Hello

I am new to R and wonder whether someone out there could send me an example
on how to use the package neuralnet to fit a model to data, following the
usual procedure, that is, fitting the model using the training set and then
using the validation set to check the model.   Moreover, the neural net
model is recursive (uses its own output values)-> infinite steps ahead
prediction. 

Many thanks

Ed