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ForeComp

This package generates a size-power tradeoff plot for a given Diebold-Mariano test.

Install latest version from GitHub

install.packages("devtools")
devtools::install_github("mcmcs/Forecomp", ref = "19-submit-to-cran")

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Version

Install

install.packages('ForeComp')

Monthly Downloads

203

Version

0.9.0

License

GPL (>= 3)

Issues

0

Pull Requests

0

Stars

0

Forks

0

Maintainer

Minchul Shin

Last Published

September 5th, 2023

Functions in ForeComp (0.9.0)

UNEMP

Civilian Unemployment Rate (UNEMP)
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)
PGDP

Price Index for Gross National Product/Gross Domestic Product (PGDP)