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: | 1.1.4 |
| Imports: | MTS |
| Published: | 2022-06-09 |
| DOI: | 10.32614/CRAN.package.multDM |
| 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_1.1.4.tar.gz |
| Windows binaries: | r-devel: multDM_1.1.4.zip, r-release: multDM_1.1.4.zip, r-oldrel: multDM_1.1.4.zip |
| macOS binaries: | r-release (arm64): multDM_1.1.4.tgz, r-oldrel (arm64): multDM_1.1.4.tgz, r-release (x86_64): multDM_1.1.4.tgz, r-oldrel (x86_64): multDM_1.1.4.tgz |
| Old sources: | multDM archive |
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