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Hello I would like to know if the Diebold Mariano Test in the forecast Package is adjusted to small samples (as Harvey, Leybourne, Newbold suggest) If not, how can I do that manually? Paka
Hello as the subject says I need a little help with following nonlinear regression y(t) = a + b*x(t-1)+c*y_(t-1)+G*(a+b*x_(t-1)) where G=[1 + exp(-s(x_(t-1) - k...
Hello, I tried to plot some 3d-plots with the 'mesh' function, but I allways get the message 'Fehler: konnte Funktion "mash" nicht finden' in english this means 'error: can't find the function "mesh"'. Do I need another package...
Hello I have model that is: lm(y~ lag(x, -1) + lag(z, -1) so basically a time series regression with exogen variables And I want to make rolling out of sample forecasts, meaning that: I first use a subsample...
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