print.estimateL

<p>Object of class <code>"estimateL"</code>.</p>

<p>Internal printing method for <code>"estimateL"</code> object generated by <code>estimateL()</code>.</p>

internal

Package 'ACV' (short for Affine Cross-Validation) offers an improved time-series cross-validation loss estimator which utilizes both in-sample and out-of-sample forecasting performance via a carefully constructed affine weighting scheme. Under the assumption of stationarity, the estimator is the best linear unbiased estimator of the out-of-sample loss. Besides that, the package also offers improved versions of Diebold-Mariano and Ibragimov-Muller tests of equal predictive ability which deliver more power relative to their conventional counterparts. For more information, see the accompanying article Stanek (2021) <doi:10.2139/ssrn.3996166>.

print.estimateL: Printing method for class `"estimateL"`

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