Man pages for multDM
Multivariate Version of the Diebold-Mariano Test

DM.testComputes Diebold-Mariano Test for the Equal Predictive...
d_tComputes Loss Differential.
lossComputes Loss Function.
MDMforecastsSample Data.
MDM.selectionSelects Models with Outstanding Predictive Ability basing on...
MDM.testComputes Multivariate Diebold-Mariano Test for the Equal...
oilforecastsSample Data from Crude Oil Price Forecasting.
print.MDMPrints 'MDM' Object.
TB_AR_testComputes Tiao-Box Test for Autocorrelation.
TB_MAChecks for a Lag in VMA Process with Tiao-Box Procedure.
multDM documentation built on July 1, 2020, 5:38 p.m.