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. |
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