# \donttest{
data(forecasts)
y <- t(observed)
# just to reduce computation time restrict to energy commodities only
y <- y[1:8,]
f.bsr <- matrix(NA,ncol=ncol(y),nrow=8)
f.dma <- f.bsr
# extract prices predicted by BSR rec and DMA methods
for (i in 1:8)
{
f.bsr[i,] <- predicted[[i]][,1]
f.dma[i,] <- predicted[[i]][,9]
}
# 2 cross-sectional clusters: crude oil and other energy commodities
cs.cl <- c(1,4)
t <- csc.C3.test(evaluated1=f.bsr,evaluated2=f.dma,realized=y,loss.type="SE",cl=cs.cl)
# }
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