#

multivariate-forecast-evaluation

Here is 1 public repository matching this topic...

ogrnz / feval

Easily evaluate your forecasts with (multivariate) Diebold-Mariano and (multivariate) Giacomini-White tests of equal predictive ability and MCS.

time-series model-confidence-set forecast-evaluation diebold-mariano giacomini-white multivariate-forecast-evaluation

Updated Nov 7, 2023
Python

Improve this page

Add a description, image, and links to the multivariate-forecast-evaluation topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the multivariate-forecast-evaluation topic, visit your repo's landing page and select "manage topics."