MultiHorizonSPA: Multi Horizon Superior Predictive Ability

Run the Multi Horizon Superior Predictive Ability test to compare the predictive performance of two distinct models when jointly considering all horizons of a forecast path.

Version: 1.0.0
Depends: R (≥ 3.5.0)
Imports: matlab, stats
Published: 2021-04-06
Author: Luca Barbaglia [cre, aut]
Maintainer: Luca Barbaglia <luc.barbaglia at gmail.com>
License: GPL-3
NeedsCompilation: no
Materials: README NEWS
CRAN checks: MultiHorizonSPA results

Downloads:

Reference manual: MultiHorizonSPA.pdf
Package source: MultiHorizonSPA_1.0.0.tar.gz
Windows binaries: r-devel: MultiHorizonSPA_1.0.0.zip, r-release: MultiHorizonSPA_1.0.0.zip, r-oldrel: MultiHorizonSPA_1.0.0.zip
macOS binaries: r-release (arm64): MultiHorizonSPA_1.0.0.tgz, r-release (x86_64): MultiHorizonSPA_1.0.0.tgz, r-oldrel: MultiHorizonSPA_1.0.0.tgz

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