GNEWBOLD - revised Granger-Newbold forecast comparison
Posted: Fri Jun 25, 2010 3:59 pmAttached is a revision of the GNEWBOLD procedure for computing Granger-Newbold forecast comparison tests. The main change was to format the output using REPORT and to add a TITLE option. A companion procedure for doing the Diebold-Mariano forecast comparison test is at http://www.estima.com/forum/viewtopic.php?f=7&t=742.
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