cw: Clark-West (2007) approximate normality tests for equal...
In KevinKotze/tsm: Time Series Modelling
cw R Documentation
Clark-West (2007) approximate normality tests for equal predictive accuracy in nested models.
Description
Clark-West (2007) approximate normality tests for equal predictive accuracy in nested models.
Usage
cw(e.m1, e.m2, yf.m1, yf.m2)
Arguments
e.m1
Errors from model 1.
e.m2
Errors from model 2.
yf.m1
Forecasts for model 1.
yf.m2
Forecasts for model 2.
Value
Clark-West statistics.
KevinKotze/tsm documentation built on Oct. 6, 2022, 12:22 a.m.
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| cw | R Documentation |
Clark-West (2007) approximate normality tests for equal predictive accuracy in nested models.
Description
Clark-West (2007) approximate normality tests for equal predictive accuracy in nested models.
Usage
cw(e.m1, e.m2, yf.m1, yf.m2)
Arguments
e.m1 |
Errors from model 1. |
e.m2 |
Errors from model 2. |
yf.m1 |
Forecasts for model 1. |
yf.m2 |
Forecasts for model 2. |
Value
Clark-West statistics.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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