| aspa_mh_test | Average Multi-Horizon Superior Predictive Ability Test |
| cm2001 | US Unemployment and Inflation (Clark & McCracken, 2001 setup) |
| covnw | Newey-West Long-Run Covariance Estimator |
| csms | Confidence Set for the Most Superior (CSMS) Forecasting... |
| cspa_test | Conditional Superior Predictive Ability (CSPA) Test |
| cspa_test_plot | Plot CSPA Test Results |
| cw_test | Clark-West Test for Predictive Ability of Nested Models |
| dm_test | Diebold-Mariano Test for Equal Predictive Ability |
| do_prewhiten | Pre-Whiten a Multivariate Time Series |
| do_sim | Simulate Data from the CSPA Paper DGP |
| enc_new | Clark-McCracken ENC-NEW Encompassing Test |
| forecastdom-package | forecastdom: (Un)Conditional Forecast Dominance |
| get_legendre | Compute Legendre Polynomial Basis Matrix |
| gw2006 | SPF Mean CPI Inflation Forecasts (Giacomini & White, 2006... |
| gw_test | Conditional Equal Predictive Ability (CEPA) Test |
| hl2005 | IBM Volatility Forecasts and Realized-Variance Proxies... |
| ivx_wald | IVX-Wald Test for Predictive Regressions |
| llq2022 | S&P 500 Realized-Variance Forecasts (Li, Liao & Quaedvlieg,... |
| llq2022_jnj | Johnson & Johnson Realized-Variance Forecasts (Li, Liao &... |
| llq2022_uv_cspa | Pairwise CSPA Rejection Counts Across 28 Stocks |
| mse_f_test | McCracken MSE-F Test for Equal Forecast Accuracy |
| nrtz2014 | Equity Premium and Technical Indicators (Neely, Rapach, Tu, &... |
| print.cspa_test | Print Method for CSPA Test Results |
| qll_hat | Elliott-Muller Test for Time-Varying Coefficients |
| quaedvlieg2021 | Loss-Differential Path Forecasts from Quaedvlieg (2021) |
| rossi2006 | Bilateral Nominal Exchange Rates (Rossi, 2006) |
| rrz2016 | Equity Premium and Short Interest Index (Rapach, Ringgenberg... |
| rz2013 | Equity Premium and Macro Predictors (Rapach & Zhou, 2013) |
| spa_test | Unconditional Superior Predictive Ability (USPA/SPA) Test |
| summary.cspa_test | Summary Method for CSPA Test Results |
| uspa_mh_test | Uniform Multi-Horizon Superior Predictive Ability Test |
| wg2008 | Welch & Goyal (2008) Annual Equity-Premium Dataset |
