Hi I tried to calculate modified Diebold-Mariano Test in R . I have already find a "forecast" package to calculate the Diebold-Mariano Test. Please let me know how to obtain " Modified Diebold-Mariano Test" ? Regards, Serdar -- View this message in context: http://r.789695.n4.nabble.com/Modified-Diebold-Mariano-Test-with-forecast-package-tp4594648p4594648.html Sent from the R help mailing list archive at Nabble.com.
Sarah Goslee
2012-Apr-28 12:44 UTC
[R] "Modified Diebold-Mariano Test" with forecast package
I'd start with rseek.org. You could also install the sos package and use it from within R. Good luck searching, Sarah On Apr 28, 2012, at 8:33 AM, nserdar <snes1982 at hotmail.com> wrote:> Hi > > I tried to calculate modified Diebold-Mariano Test in R . I have already > find a "forecast" package to calculate the > Diebold-Mariano Test. > > Please let me know how to obtain " Modified Diebold-Mariano Test" ? > > Regards, > Serdar > > -- > View this message in context: http://r.789695.n4.nabble.com/Modified-Diebold-Mariano-Test-with-forecast-package-tp4594648p4594648.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.
Thanks, I searched rseek.org and sos package not providing any about "Modified Diebold-Mariano Test". Regards, Ser -- View this message in context: http://r.789695.n4.nabble.com/Modified-Diebold-Mariano-Test-with-forecast-package-tp4594648p4594686.html Sent from the R help mailing list archive at Nabble.com.