MDMforecasts: Sample Data.
In multDM: Multivariate Version of the Diebold-Mariano Test

MDMforecasts

R Documentation

Sample Data.

Description

Sample artificial data.

Usage

data(MDMforecasts)

Format

MDMforecasts is list object such that

MDMforecasts$ts is vector of time-series which is of interest to model
MDMforecasts$forecasts is matrix of 20 different forecasts of ts from 20 different forecasting models, each row represents different forecast and time is indexed by columns

Examples

data(MDMforecasts)
ts <- MDMforecasts$ts
forecasts <- MDMforecasts$forecasts
MDM.test(realized=ts,evaluated=forecasts,q=10,statistic="S",loss.type="AE")

multDM documentation built on June 9, 2022, 5:06 p.m.