Size-Power Tradeoff Visualization for Equal Predictive Ability
of Two Forecasts
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Documentation for package ‘ForeComp’ version 0.9.0
Help Pages
| PGDP | Price Index for Gross National Product/Gross Domestic Product (PGDP) |
| Plot_Tradeoff | Visualizes the size distortion maximum power loss tradeoff from the Diebold-Mariano test for equal predictive accuracy |
| RGDP | Real Gross National Product/Gross Domestic Product (RGDP) |
| TBILL | 3-Month Treasury Bill Rate (TBILL) |
| UNEMP | Civilian Unemployment Rate (UNEMP) |