LossDiff_aSPA: Example for aSPA
In MultiHorizonSPA: Multi Horizon Superior Predictive Ability
Description
Usage
Format
References
See Also
Description
A set of loss-differences for horizons H=1,...,20, that has aSPA, but not uSPA.
Usage
1
Format
A matrix TxH. Each column is a loss-function for horizon h=1,..H.
References
Quaedvlieg, Rogier. "Multi-horizon forecast comparison." Journal of Business & Economic Statistics 39.1 (2021): 40-53.
See Also
Test_aSPA to test for aSPA.
MultiHorizonSPA documentation built on April 6, 2021, 9:06 a.m.
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Description Usage Format References See Also
Description
A set of loss-differences for horizons H=1,...,20, that has aSPA, but not uSPA.
Usage
1 |
Format
A matrix TxH. Each column is a loss-function for horizon h=1,..H.
References
Quaedvlieg, Rogier. "Multi-horizon forecast comparison." Journal of Business & Economic Statistics 39.1 (2021): 40-53.
See Also
Test_aSPA to test for aSPA.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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