Tests of Equal Predictive Accuracy for Panels of Forecasts


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Documentation for package ‘pEPA’ version 1.0

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csc.C1.test Computes Test for Cross-Sectional Clusters.
csc.C3.test Computes Test for Cross-Sectional Clusters.
csc.test Computes Test for Cross-Sectional Clusters.
observed Sample Panel of Commodities Spot Prices.
pool_av.S1.test Computes Test for Overall Equal Predictive Ability.
pool_av.S3.test Computes Test for Overall Equal Predictive Ability.
pool_av.test Computes Test for the Pooled Average.
predicted Sample Panels of Commodities Spot Prices Forecasts.
tc.test Computes Test for Time Clusters.