Not using R, but you can have a look at the RATS source code DMARIANO.SRCavailable on page http://www.estima.com/Forecasting.shtml and translate it into R.
Hannu On 11/24/06, Graham Leask <[EMAIL PROTECTED]> wrote: > > 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: [EMAIL PROTECTED] > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
