R help - Aug 2007 - possible bug in vars package (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]]

yes, you can just pulldown the tar.gz file and tar -xvf it and that
will give you many directories one of which will
contain the source. I've done that with the vars package in the past (
bernhard's code is very nice to read ) and I would just send 
you the code to predict.varest but I don't think predict was there when
I pulled down the code. I think it's a fairly new function.


-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of sj
Sent: Thursday, August 30, 2007 5:44 PM
To: r-help
Subject: [R] possible bug in vars package (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 at stat.math.ethz.ch mailing list
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PLEASE do read the posting guide
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--------------------------------------------------------

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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 at 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.
>
*****************************************************************
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