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

Package details

AuthorLuca Barbaglia [cre, aut]
MaintainerLuca Barbaglia <>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

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MultiHorizonSPA documentation built on April 6, 2021, 9:06 a.m.