R: A Novel Approach to Predictive Accuracy Testing in Nested Environments

# A Novel Approach to Predictive Accuracy Testing in Nested Environments

## Documentation for package ‘pretest’ version 0.2

- DESCRIPTION file

## Help Pages

dm_cw | Diebold-Mariano Test and Clark & West Test
lr_var | Heteroskedastic Long run variance
Nested_Stats_S0 | Predictive Accuracy Testing for Nested Environment S^0
Nested_Stats_Sbar | Predictive Accuracy Testing for Nested Environment SBar
recursive_hstep_fast | Forecasting h-steps ahead using Recursive Least Squares Fast
recursive_hstep_slow | Forecasting h-steps ahead using Recursive Least Squares Slow