pEPA
Tests of Equal Predictive Accuracy for Panels of Forecasts

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pEPA: Tests of Equal Predictive Accuracy for Panels of Forecasts
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Tests of Equal Predictive Accuracy for Panels of Forecasts

csc.C1.testComputes Test for Cross-Sectional Clusters.
csc.C3.testComputes Test for Cross-Sectional Clusters.
csc.testComputes Test for Cross-Sectional Clusters.
observedSample Panel of Commodities Spot Prices.
pool_av.S1.testComputes Test for Overall Equal Predictive Ability.
pool_av.S3.testComputes Test for Overall Equal Predictive Ability.
pool_av.testComputes Test for the Pooled Average.
predictedSample Panels of Commodities Spot Prices Forecasts.
tc.testComputes Test for Time Clusters.
pEPA documentation built on April 3, 2025, 7:08 p.m.

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