[R] Diebold Mariano Test
Adrian Trapletti
a.trapletti at swissonline.ch
Sat Nov 25 12:19:13 CET 2006
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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