[R] VECM simulation

Dear Mamush, you do not need to change the "VAR simulation codes to VECM"!!! What you really need to change is your VECM model itself to correaponding VAR representation. I guess there is some function vec2var() or something like that (or perhaps you can do it manually.) Once you are done you may t

[R] VECM simulation

Dear members, I estimated a vector error correction model (VECM) using the "ca.jo" function in package "urca". I need to simulate the estimated model using R. I am aware how to simulate a VAR(p) model. Since the VECM is in difference form, I can't modify the VAR simulation codes to VECM. May one h