enc.test: Test for Forecast Encompassing
In santoscs/prevendo.inflacao.fatores.comuns: Prevendo Inflacao Com Modelo Fatores Comuns
Description
Usage
Arguments
Details
Value
Description
The Test for Forecast Encompassing compares the forecast of two forecast methods.
Usage
1
enc.test(y, fA, fB)
Arguments
y
The observed time series.
fA
Forecast from method A.
fB
Forecast from method B.
Details
The null hypothesis is that the method A forecast encompasses
of method B, i.e., method B have the same information
of method A. The alternative hypothesis is that method B
have additional information.
Value
An object of class "coeftest" which is
essentially a coefficient matrix with columns
containing the estimates, associated standard
errors, test statistics and p values.
santoscs/prevendo.inflacao.fatores.comuns documentation built on May 29, 2019, 1:49 p.m.
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Description Usage Arguments Details Value
Description
The Test for Forecast Encompassing compares the forecast of two forecast methods.
Usage
1 | enc.test(y, fA, fB)
|
Arguments
y |
The observed time series. |
fA |
Forecast from method A. |
fB |
Forecast from method B. |
Details
The null hypothesis is that the method A forecast encompasses of method B, i.e., method B have the same information of method A. The alternative hypothesis is that method B have additional information.
Value
An object of class "coeftest" which is essentially a coefficient matrix with columns containing the estimates, associated standard errors, test statistics and p values.
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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