Hey Bert, The predict function in the link you mentioned does not seem to use independently generated future values of the variables cpiUSA and cpiCAN in calculating the future values of the variable of interest, i.e. dolCAN. As I mentioned in the mail, I have the future cpiUSA and cpiCAN values externally given to me (instead of generated by VECM), which I need to use.Let me know if this explains what I am trying to get here. Thanks. Regards, Preetam
[[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.