Man pages for jaradac/oosanalysis
Pseudo out-of-sample forecasting
| 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 |
