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Sample artificial data.
data(MDMforecasts)
MDMforecasts$ts is vector of time-series which is of interest to model
MDMforecasts$ts
vector
MDMforecasts$forecasts is matrix of 20 different forecasts of ts from 20 different forecasting models, each row represents different forecast and time is indexed by columns
MDMforecasts$forecasts
matrix
ts
# NOT RUN { data(MDMforecasts) ts <- MDMforecasts$ts forecasts <- MDMforecasts$forecasts MDM.test(realized=ts,evaluated=forecasts,q=10,statistic="S",loss.type="AE") # }
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