R: Size-Power Tradeoff Visualization for Equal Predictive Ability of Two Forecasts

# Size-Power Tradeoff Visualization for Equal Predictive Ability of Two Forecasts

## Documentation for package ‘ForeComp’ version 1.0.0

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

dm.test.bt | Diebold-Mariano Test (Bartlett kernel, normal approximation)
dm.test.bt.fb | Diebold-Mariano Test (Bartlett kernel, fixed-b approximation)
dm.test.cnr.t | CNR (2017), |t|-test statitic
dm.test.cnr.w | CNR (2017), Wald-statistic
dm.test.ewc.fb | Diebold-Mariano Test (EWC, fixed-b approximation)
dm.test.im | Ibragimov and Muller (2010)
dm.test.r | Diebold-Mariano Test (with an original recommendation)
dm.test.r.m | Diebold-Mariano Test (Modified-DM)
dm.test.wpe.fb | Diebold-Mariano Test (WPE, fixed-m approximation)
loss.diff.p | Loss differential from two point forecasts
mikedata | Simulated data 1
PGDP | Price Index for Gross National Product/Gross Domestic Product (PGDP)
Plot_Tradeoff | Visualizes the size distortion maximum power loss tradeoff from the Diebold-Mariano test for equal predictive accuracy
RGDP | Real Gross National Product/Gross Domestic Product (RGDP)
TBILL | 3-Month Treasury Bill Rate (TBILL)
UNEMP | Civilian Unemployment Rate (UNEMP)