Man pages for multDM
Multivariate Version of the Diebold-Mariano Test
| DM.test | Computes Diebold-Mariano Test for the Equal Predictive... |
| d_t | Computes Loss Differential. |
| loss | Computes Loss Function. |
| MDMforecasts | Sample Data. |
| MDM.selection | Selects Models with Outstanding Predictive Ability basing on... |
| MDM.test | Computes Multivariate Diebold-Mariano Test for the Equal... |
| oilforecasts | Sample Data from Crude Oil Price Forecasting. |
| print.MDM | Prints 'MDM' Object. |
| TB_AR_test | Computes Tiao-Box Test for Autocorrelation. |
| TB_MA | Checks for a Lag in VMA Process with Tiao-Box Procedure. |
