GNEWBOLD—Granger-Newbold forecast comparison
Posted: Thu Dec 04, 2014 11:32 am
This is a procedure for Granger-Newbold(1973) forecast comparison tests. There is a companion procedure for doing the Diebold-Mariano forecast comparison test.
Granger, C. and P. Newbold(1973), "Some Comments on the Evaluation of Economic Forecasts", Applied Economics, vol. 5, pp. 35-47.
gnewbold.src
Detailed Description
Granger, C. and P. Newbold(1973), "Some Comments on the Evaluation of Economic Forecasts", Applied Economics, vol. 5, pp. 35-47.
gnewbold.src
Detailed Description