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MultiHorizonSPA: Multi Horizon Superior Predictive Ability
Run the Multi Horizon Superior Predictive Ability test to compare the predictive performance of two distinct models when jointly considering all horizons of a forecast path.
Getting started
Browse package contents
Package details |
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| Author | Luca Barbaglia [cre, aut] |
| Maintainer | Luca Barbaglia <luc.barbaglia@gmail.com> |
| License | GPL-3 |
| Version | 1.0.0 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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