[R-SIG-Finance] SPA test in ttr Test

[jun wang]

Hi, All,

I am using dataSnoop in the ttr Test package to do superior predict ability
test for my models. And i had the following errors:

 spa <- dataSnoop(a,bSamples=3,test="SPA")

Preparing to Analyze 24 Parameterizations of TTR
Error in na.fail.default(as.ts(x)) : missing values in object
In addition: Warning messages:
1: In log(x) : NaNs produced
2: In log(x) : NaNs produced

where a is the difference between the base models loss function and the
loss function of other models. Should "a " be always positive?

Best,
Jun

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