gistfile1.txt

lagselect<-VARselect(dfy,
          lag.max = 14,
          type = "both", 
          season = 7);lagselect$selection

var.model_lev<-vars::VAR(dfy, 
                   p = 14, 
                   type = "both", 
                   season = 7, 
                   exogen=cbind(dfexo))

mod_vec <- VECM(dfy, lag=7)
preds_roll <- predict_rolling(mod_vec, nroll=10)
## plot the results:
plot(window(dfy[,"Eggs"],start=2021.021903), type="l", ylab="Eggs")
preds_roll_ts <- ts(preds_roll$pred, start=time(dfy)[nrow(dfy)-10], freq=365.25)
lines(preds_roll_ts[,"Eggs"], col=2, lty=2)
legend("bottomright", lty=c(1,2), col=1:2, leg=c("True", "Fitted"))
title("Comparison of true and rolling 1-ahead forecasts\n")
# }