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2006 Nov 24
2
Diebold Mariano Test
Dear List
Has anyone used R to distnguish between alternative forecasting models? In particular
is the Diebold Mariano test available for use within R.
Any assistance would be greatly appreciated.
Graham Leask
Lecturer in Strategy
Economics & Strategy Group
Aston University
Aston Triangle
Birmingham
B4 7ET
Tel: 0121 204 3150
E Mail: g.leask at aston.ac.uk