Fix generating from VECM models

tidyverts · Oct 1, 2024 · 748ac64 · 748ac64
1 parent 760b93e
commit 748ac64
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/R/vecm.R b/R/vecm.R
@@ -390,7 +390,7 @@ generate.VECM <- function(x, new_data, specials, ...){
       ect <- t(y_lag[1,]) %*% beta %*% coef[seq_len(r),]
 
       # Short-run dynamics
-      st <- t(Z)%*%coef[-seq_len(r),]
+      st <- c(Z) %*% coef[-seq_len(r),]
 
       .sim[i, ] <- y_lag[1,] + ect + st + .innov[i,]
       y_lag <- rbind(.sim[i, , drop = FALSE], y_lag)[seq_len(p + 1), , drop = FALSE]