Man pages for ACV
Optimal Out-of-Sample Forecast Evaluation and Testing under Stationarity

estimateLEstimate out-of-sample loss
estimateLongRunVarEstimate long-run variance
estimateRhoEstimate 'rho' coefficient
infoPhiRecover information about 'Phi'
print.estimateLPrinting method for class '"estimateL"'
print.testLPrinting method for class '"testL"'
shiftMatrixConstruct shift matrix
testLTest equality of out-of-sample losses of two algorithms
tsACVPerform time-series cross-validation
ACV documentation built on April 5, 2022, 5:05 p.m.