[R] Extraction of forecats from VAR prediction

2014-06-03 Thread Jonas Ulbrich
Hi, my question is the following one: predict(VAR(y,p=1,type="none"),n.ahead=500) How can I extract the forecasts of this prediction? y is a dataset of four parameters with 500 values each.One parameter for instance is lambda the head looks like this: $lambda fcst lower

[R] Yield Curve Package Svensson

2014-06-03 Thread Jonas Ulbrich
Hi, thank you for your rapid answer. The problem is solved. My second and last question is as follows: I use the yield curve package and I want to calculate the fitted yields via the Svensson approach. The I have already calculated the six required parameters. At first I read them in from a

[R] Loop Autoregression

2014-06-01 Thread Jonas Ulbrich
Hello everybody, I have to confess that I am relatively new to R. My problem is the following one: I have a data set of 500 values. For each value I wanna make prediction of four steps ahead via autogregression. Because I have to repeat this procedure on three other data sets I wanna make a lo