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) .
It appears you don't have a PDF plugin for this browser. You can
click here to download the reference manual.
Krzysztof Drachal, a month ago
Browse source code at
Krzysztof Drachal [aut, cre] (Faculty of Economic Sciences
Time Series Analysis
See at CRAN