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) .
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Krzysztof Drachal, 4 days ago
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Krzysztof Drachal [aut, cre] (Faculty of Economic Sciences
Time Series Analysis
See at CRAN