Hello, I am using the predict function for VAR in r obtaining the following
object for the predictions with the following command
PronFac <- predict(VARFactores,n.ahead=1)
> PronFactores$fcst
$PC1
fcst lower upper CI
PC1.fcst 2.284497 -0.8033048 5.3723 3.087802
$PC2
fcst lower upper CI
PC2.fcst -0.938333 -4.346927 2.470261 3.408594
$PC3
fcst lower upper CI
PC3.fcst -1.035569 -4.282719 2.211582 3.247151
$PC4
fcst lower upper CI
PC4.fcst -0.7063035 -4.027811 2.615204 3.321507
$PC5
fcst lower upper CI
PC5.fcst 0.3664593 -1.689041 2.421959 2.055500
I would like to take the fcst object from each of the list elements and
assign it to a vector, do you know how can I do this in an efficient way
without having to go trough all the list with a for? At the moment I am
doing it the following way for(i in
1:NumFac){PronFactores[i,]<-PronFac$fcst[[i]][1] } but I would like to know
if there is a commmand to acces to vectors of forecasts without the
confidence intervals. Does anybody know how to do this?
Thank you
Felipe Parra
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