bootindex | Indices to induce block bootstraps |
clarkwest | Clark and West's (2006, 2007) Out-of-Sample Test |
Classes | Some classes to simplify making predictions |
dmw | Diebold-Mariano-West out-of-sample t-test |
extract | Convenience function to extract data from a model |
mccracken | Returns McCracken's (2007) oos-t critical values |
mccrackendata | Critical values for oos-t test from McCracken (2007) |
recursive-forecasts | Pseudo out-of-sample forecasts |
rvar | Generate pseudo-random data from a Vector Autoregression |
stepm | Romano and Wolf's (2005) StepM |
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