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
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
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
