[R] "Modified Diebold-Mariano Test" with forecast package

Sarah Goslee sarah.goslee at gmail.com
Sat Apr 28 14:44:53 CEST 2012


I'd start with rseek.org.
You could also install the sos package and use it from within R.

Good luck searching,
Sarah

On Apr 28, 2012, at 8:33 AM, nserdar <snes1982 at hotmail.com> wrote:

> 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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