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tp4594648p4594648
2012 Apr 28
2
"Modified Diebold-Mariano Test" with forecast package
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
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