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cousineddie
Fluorite | Level 6 cousineddie
Fluorite | Level 6

Diebold-Mariano and HLN Tests

Posted 04-28-2019 07:53 AM (1005 views)

Is there a SAS/ETS procedure that will calculate Diebold-Mariano and HLN tests for comparing two forecasts? If not, is there a function or subroutine in SAS/IML that will? Thanks.

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  • 1 reply
  • ‎04-28-2019 07:53 AM
  • 1006 views
  • 1 like
  • 2 in conversation