Model Confidence Set Procedure
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Documentation for package ‘MCS’ version 0.2.1
Help Pages
| LossLevel | Loss Function for Level Forecasts |
| LossVaR | Loss Function for VaR Forecasts |
| LossVol | Loss Function for Volatility Forecasts |
| MCSprocedure | Model Confidence Set Procedure |
| show-method | Display a Model Confidence Set |
| SSM-class | Model Confidence Set Result |