| dm.test.bt |
Diebold-Mariano Test (Bartlett kernel, normal approximation) |
| dm.test.bt.fb |
Diebold-Mariano Test (Bartlett kernel, fixed-b approximation) |
| dm.test.cnr.t |
CNR (2017), |t|-test statitic |
| dm.test.cnr.w |
CNR (2017), Wald-statistic |
| dm.test.ewc.fb |
Diebold-Mariano Test (EWC, fixed-b approximation) |
| dm.test.im |
Ibragimov and Muller (2010) |
| dm.test.r |
Diebold-Mariano Test (with an original recommendation) |
| dm.test.r.m |
Diebold-Mariano Test (Modified-DM) |
| dm.test.wpe.fb |
Diebold-Mariano Test (WPE, fixed-m approximation) |
| loss.diff.p |
Loss differential from two point forecasts |
| mikedata |
Simulated data 1 |
| PGDP |
Price Index for Gross National Product/Gross Domestic Product (PGDP) |
| Plot_Tradeoff |
Visualizes the size distortion maximum power loss tradeoff from the Diebold-Mariano test for equal predictive accuracy |
| RGDP |
Real Gross National Product/Gross Domestic Product (RGDP) |
| TBILL |
3-Month Treasury Bill Rate (TBILL) |
| UNEMP |
Civilian Unemployment Rate (UNEMP) |
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