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pEPA (version 1.0)

Tests of Equal Predictive Accuracy for Panels of Forecasts

Description

Allows to perform the tests of equal predictive accuracy for panels of forecasts. Main references: Qu et al. (2024) and Akgun et al. (2024) .

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Version

Install

install.packages('pEPA')

Version

1.0

License

GPL-3

Maintainer

Krzysztof Drachal

Last Published

July 9th, 2024

Functions in pEPA (1.0)

csc.C3.test

Computes Test for Cross-Sectional Clusters.
pool_av.S1.test

Computes Test for Overall Equal Predictive Ability.
csc.C1.test

Computes Test for Cross-Sectional Clusters.
tc.test

Computes Test for Time Clusters.
pool_av.S3.test

Computes Test for Overall Equal Predictive Ability.
csc.test

Computes Test for Cross-Sectional Clusters.
observed

Sample Panel of Commodities Spot Prices.
pool_av.test

Computes Test for the Pooled Average.
predicted

Sample Panels of Commodities Spot Prices Forecasts.