[R] Diebold Mariano Test

Graham Leask G.Leask at aston.ac.uk
Fri Nov 24 13:34:01 CET 2006

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
B4 7ET

Tel: 0121 204 3150
E Mail: g.leask at aston.ac.uk

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