R: Multivariate Version of the Diebold-Mariano Test

# Multivariate Version of the Diebold-Mariano Test

## Documentation for package ‘multDM’ version 1.1.5

- DESCRIPTION file
- Package NEWS

## Help Pages

DM.test | Computes Diebold-Mariano Test for the Equal Predictive Accuracy.
d_t | Computes Loss Differential.
loss | Computes Loss Function.
MDM.selection | Selects Models with Outstanding Predictive Ability basing on Multivariate Diebold-Mariano Test.
MDM.test | Computes Multivariate Diebold-Mariano Test for the Equal Predictive Accuracy of Two or More Non-nested Forecasting Models.
MDMforecasts | Sample Data.
oilforecasts | Sample Data from Crude Oil Price Forecasting.
print.MDM | Prints 'MDM' Object.
TB_AR_test | Computes Tiao-Box Test for Autocorrelation.
TB_MA | Checks for a Lag in VMA Process with Tiao-Box Procedure.