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2007 Aug 30
2
possible bug in vars package (predict.varest) ???
...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...