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cousineddie
Fluorite | Level 6 cousineddie
Fluorite | Level 6

Diebold-Mariano and HLN Tests

Posted 04-28-2019 07:53 AM (680 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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  • ‎04-28-2019 07:53 AM
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