dmtest_modified(e1, e2, h)
Versione 1.3.0.0 (3,2 KB) da
Jaime Trujillo
The Diebold-Mariano Test (Modified as per Harvey, Leybourne, and Newbold (1997))
This function builds on the previously produced dmtest function and includes the modification suggested by Harvey, Leybourne, and Newbold (1997) to the test , calculates the p-value and addresses the issue with the assumption of zero covariance at 'unobserved' lags.
Cita come
Jaime Trujillo (2024). dmtest_modified(e1, e2, h) (https://www.mathworks.com/matlabcentral/fileexchange/58787-dmtest_modified-e1-e2-h), MATLAB Central File Exchange. Recuperato .
Compatibilità della release di MATLAB
Creato con
R2015a
Compatibile con qualsiasi release
Compatibilità della piattaforma
Windows macOS LinuxCategorie
- AI and Statistics > Statistics and Machine Learning Toolbox > Classification > Classification Ensembles >
Scopri di più su Classification Ensembles in Help Center e MATLAB Answers
Tag
Riconoscimenti
Ispirato da: Diebold-Mariano Test Statistic
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Scopri Live Editor
Crea script con codice, output e testo formattato in un unico documento eseguibile.