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 |
| 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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