multDM

CRANmultDMMaRDI QIDQ105897FDOQ105897

Multivariate Version of the Diebold-Mariano Test

Krzysztof Drachal

Last update: 9 June 2022

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.1.4

Cites work

• Statistical tests for multiple forecast comparison

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