minzar_test: Mincer-Zarnowitz Test

In tstests: Time Series Goodness of Fit and Forecast Evaluation Tests

Mincer-Zarnowitz Test

Description

The forecast unbiasedness test of Mincer and Zarnowitz (1969).

Usage

minzar_test(actual, forecast, ...)

Arguments

actual	a vector representing the actual values of a series.
forecast	a vector representing the forecasted values of the series.
...	additional arguments passed to linearHypothesis, except the “test” argument which is fixed to Chisq.

Value

An object of class “tstest.minzar” which has a print and as_flextable method.

References

\insertRef

Mincer1969tstests

Examples

data(arma_forecast)
test <- minzar_test(arma_forecast$actual, arma_forecast$forecast)
test

tstests documentation built on Oct. 30, 2024, 9:28 a.m.