[R] Diebold Mariano Test

[Adrian Trapletti]

Hello Graham

Pls find attached some old R code for the Diebold Mariano test. The code 
is at least 6 years old and was not used in the meantime. Pls check 
first before using it.

Best regards
Adrian

>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
>
>
>  
>

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