[R] Is the Diebold Mariano Test in forecast package adjusted?

Paka yag paka.y at web.de
Fri Feb 18 18:17:31 CET 2011


   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



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