Allows to perform the multivariate version of the Diebold-Mariano test for equal predictive ability of multiple forecast comparison. Main reference: Mariano, R.S., Preve, D. (2012) <doi:10.1016/j.jeconom.2012.01.014>.
| Version: | 1.1.3 |
| Imports: | MTS |
| Published: | 2020-06-13 |
| Author: | Krzysztof Drachal [aut, cre] (Faculty of Economic Sciences, University of Warsaw, Poland) |
| Maintainer: | Krzysztof Drachal <kdrachal at wne.uw.edu.pl> |
| License: | GPL-3 |
| URL: | https://CRAN.R-project.org/package=multDM |
| NeedsCompilation: | no |
| Citation: | multDM citation info |
| Materials: | NEWS |
| In views: | TimeSeries |
| CRAN checks: | multDM results |
| Reference manual: | multDM.pdf |
| Package source: | multDM_1.1.3.tar.gz |
| Windows binaries: | r-devel: multDM_1.1.3.zip, r-release: multDM_1.1.3.zip, r-oldrel: multDM_1.1.3.zip |
| macOS binaries: | r-release: multDM_1.1.3.tgz, r-oldrel: multDM_1.1.3.tgz |
| Old sources: | multDM archive |
Please use the canonical form https://CRAN.R-project.org/package=multDM to link to this page.