# \donttest{
data(forecasts)
y <- t(observed)
# just to reduce computation time shorten time-series
y <- y[,1:40]
f.bsr <- matrix(NA,ncol=ncol(y),nrow=56)
f.dma <- f.bsr
# extract prices predicted by BSR rec and DMA methods
for (i in 1:56)
{
f.bsr[i,] <- predicted[[i]][1:40,1]
f.dma[i,] <- predicted[[i]][1:40,9]
}
t <- pool_av.S3.test(evaluated1=f.bsr,evaluated2=f.dma,realized=y,loss.type="SE")
# }
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