R: Direct Multi-Step Forecast Based Comparison of Nested Models via an Encompassing Test

# Direct Multi-Step Forecast Based Comparison of Nested Models via an Encompassing Test

## Documentation for package ‘EncompassTest’ version 0.22

- DESCRIPTION file

## Help Pages

andrews_lrv | Long-run covariance estimation using Andrews quadratic spectral kernel.
NW_lrv | Long-run covariance estimation using Newey-West (Bartlett) weights
pred_encompass_dnorm | Direct Multi-Step Forecast Based Comparison of Nested Models via an Encompassing Test
recursive_hstep_fast | Forecasting h-steps ahead using Recursive Least Squares Fast