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. |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.