predicted

Forecasts obtained from various methods applied to various commodities prices.

Allows to perform the tests of equal predictive accuracy for panels of forecasts. Main references: Qu et al. (2024) <doi:10.1016/j.ijforecast.2023.08.001> and Akgun et al. (2024) <doi:10.1016/j.ijforecast.2023.02.001>.

Krzysztof Drachal

pEPA

Tests of Equal Predictive Accuracy for Panels of Forecasts

predicted function

<ul>
<li>is <code><a href="/link/list?package=pEPA&version=1.0" data-mini-rdoc="pEPA::list">list</a></code> of forecasts of spot prices of selected 56 commodities. For each commodity <code><a href="/link/matrix?package=pEPA&version=1.0" data-mini-rdoc="pEPA::matrix">matrix</a></code> of forecasts generated by various methods is provided. Columns correspond to various methods.</li>
</ul>

Format

Sample Panels of Commodities Spot Prices Forecasts. — predicted

<ul>
<li>is <code><a href='https://rdrr.io/r/base/list.html'>list</a></code> of forecasts of spot prices of selected 56 commodities. For each commodity <code><a href='https://rdrr.io/r/base/matrix.html'>matrix</a></code> of forecasts generated by various methods is provided. Columns correspond to various methods.</li>
</ul>

predicted: Sample Panels of Commodities Spot Prices Forecasts.

Description

Usage

Arguments

Format

Details

References

See Also

Examples