I?m using vars package to model several pairs of time series; in future I
have to do multivar with sets of dimension 10 to 30 series;
As I have to transform data (usually log and 1diff ) in order to apply
VAR(p) I wonder if there?s any function to plot or print predicted values on
pred <- predict(adjustVAR1model, 10)
fanchart(pred) or plot(pred)
but this way I can?t compare results with other type of models in order to
chose the best ones
I?ll thank you in advance for any suggestion!
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