Package: EncompassTest
Title: Direct Multi-Step Forecast Based Comparison of Nested Models via
        an Encompassing Test
Version: 0.22
Authors@R: 
    person("Rong", "Peng", , "r.peng@soton.ac.uk", role = c("aut", "cre"))
Description: The encompassing test is developed based on multi-step-ahead predictions of two nested models as in Pitarakis, J. (2023) <doi:10.48550/arXiv.2312.16099>. The statistics are standardised to a normal distribution, and the null hypothesis is that the larger model contains no additional useful information. P-values will be provided in the output.
Encoding: UTF-8
RoxygenNote: 7.3.1
License: GPL (>= 3)
Imports: pracma, stats
NeedsCompilation: no
Packaged: 2024-02-17 15:07:44 UTC; rp1e23
Author: Rong Peng [aut, cre]
Maintainer: Rong Peng <r.peng@soton.ac.uk>
Repository: CRAN
Date/Publication: 2024-02-19 17:10:22 UTC
Built: R 4.6.0; ; 2026-04-26 17:20:03 UTC; unix
