VAR analysis 2017Q3

kikan <- c("1992::2017-09-30")
getSymbols("RSXFS",src="FRED")
getSymbols("RRSFS",src="FRED")
getSymbols("PERMIT",src="FRED")
getSymbols("HOUST",src="FRED")
beep(2)
getSymbols("PAYEMS",src="FRED")
getSymbols("UNDCONTSA",src="FRED")
getSymbols("GDPC1",src="FRED")
getSymbols("QUSR628BIS",src="FRED");last(QUSR628BIS,n=3)
PROP <- append(QUSR628BIS,as.xts(c(125.84,127.84),c(as.Date("2017-04-01"),as.Date("2017-07-01"))))


v_GPC_q_1992_2017 <- c()
v_GPC_q_1992_2017 <- merge(GDPC1[kikan],to.quarterly(UNDCONTSA[kikan])[,4])
v_GPC_q_1992_2017 <- merge(v_GPC_q_1992_2017,to.quarterly(PAYEMS[kikan])[,4])
v_GPC_q_1992_2017 <- merge(v_GPC_q_1992_2017,to.quarterly(RRSFS[kikan])[,4])
v_GPC_q_1992_2017 <- merge(v_GPC_q_1992_2017,to.quarterly(RSXFS[kikan])[,4])
v_GPC_q_1992_2017 <- merge(v_GPC_q_1992_2017,to.quarterly(PERMIT[kikan])[,4])
v_GPC_q_1992_2017 <- merge(v_GPC_q_1992_2017,to.quarterly(HOUST[kikan])[,4])
v_GPC_q_1992_2017 <- merge(v_GPC_q_1992_2017,to.quarterly(SP5[kikan])[,4])
# v_GPC_q_1992_2017 <- merge(v_GPC_q_1992_2017,to.quarterly(QUSR628BIS[kikan])[,4])
v_GPC_q_1992_2017 <- merge(v_GPC_q_1992_2017,to.quarterly(PROP[kikan])[,4])


names(v_GPC_q_1992_2017)[2] <- "UNDCONTSA"
names(v_GPC_q_1992_2017)[3] <- "PAYEMS"
names(v_GPC_q_1992_2017)[4] <- "RRSFS"
names(v_GPC_q_1992_2017)[5] <- "RXSFS"
names(v_GPC_q_1992_2017)[6] <- "PERMIT"
names(v_GPC_q_1992_2017)[7] <- "HOUST"
names(v_GPC_q_1992_2017)[8] <- "SP5"
names(v_GPC_q_1992_2017)[9] <- "PROP"

VARselect(v_GPC_q_1992_2017)
l <- 16
m_aic <- VARselect(v_GPC_q_1992_2017)$selection[1]
predict(VAR(v_GPC_q_1992_2017,la=m_aic),n.ahead = 16)$fcst
plot(seq(as.Date(strsplit(kikan,"::")[[1]][2]),as.Date("2100-10-01"),by="quarters")[2:(l+1)],predict(VAR(v_GPC_q_1992_2017,la=m_aic),n.ahead = l)$fcst$PAYEMS[,1])