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p3995951p3995951
2011 Nov 06
1
VAR and VECM in multivariate time series
...y VECM.
j=ca.jo(y,K=16,type='trace',season = NULL)
j.var=vec2var(j)
predict(j.var,n.ahead=80)
Is this a correct way to predict VECM in R?
Could anyone help me?
Thank you very much
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