search for: leybourne

Hello! I would like to know whether the test of Phillips-Perron, modified for time series with large negative moving average terms implemented in R. Besides I would also like to ask the same question about the Leybourne-McCabe test for stationarity. Regards, Martin

Hello I would like to know if the Diebold Mariano Test in the forecast Package is adjusted to small samples (as Harvey, Leybourne, Newbold suggest) If not, how can I do that manually? Paka