A Novel Approach to Predictive Accuracy Testing in Nested Environments

Documentation for package ‘pretest’ version 0.2

dm_cw	Diebold-Mariano Test and Clark & West Test
lr_var	Heteroskedastic Long run variance
Nested_Stats_S0	Predictive Accuracy Testing for Nested Environment S^0
Nested_Stats_Sbar	Predictive Accuracy Testing for Nested Environment SBar
recursive_hstep_fast	Forecasting h-steps ahead using Recursive Least Squares Fast
recursive_hstep_slow	Forecasting h-steps ahead using Recursive Least Squares Slow