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>
License: GPL-3
NeedsCompilation: no
Materials: README NEWS
CRAN checks: MultiHorizonSPA results


Reference manual: MultiHorizonSPA.pdf
Package source: MultiHorizonSPA_1.0.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
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


Please use the canonical form to link to this page.