Man pages for stanek-fi/ACV
Optimal Out-of-Sample Forecast Evaluation and Testing under Stationarity
| estimateL | Estimate out-of-sample loss |
| estimateLongRunVar | Estimate long-run variance |
| estimateRho | Estimate 'rho' coefficient |
| infoPhi | Recover information about 'Phi' |
| print.estimateL | Printing method for class '"estimateL"' |
| print.testL | Printing method for class '"testL"' |
| ShiftMatrix | Construct shift matrix |
| testL | Test equality of out-of-sample losses of two algorithms |
| tsACV | Perform time-series cross-validation |
