R help - Oct 2007 - forecasting multiple regression model

Hi all,

Does anyone have the knowledge to help me identify a package capable of
forecasting a MULTIPLE regression model? i have a model with one one
dependant variable and 4 independant variables. i would like to forecast
confidence intervals for a few steps ahead...(DENSITY forecasting).

PS i can forecast a univariate vector, with package 'forecast', however,
i
want one that can do forecasting on multivariate matrices.

Thanks and kind regards, to all!:-)
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