LossDiff_uSPA

<p>A set of loss-differences for horizons H=1,...,20, that has both aSPA and uSPA.</p>

datasets

Run the Multi Horizon Superior Predictive Ability test to compare the predictive performance of two distinct models when jointly considering all horizons of a forecast path.

Luca Barbaglia

MultiHorizonSPA

Multi Horizon Superior Predictive Ability

LossDiff_uSPA function

<p>A matrix TxH. Each column is a loss-function for horizon h=1,..H.</p>

LossDiff_uSPA: Example for uSPA

Description

Usage

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References

See Also