<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Direct Multi-Step Forecast Based Comparison of Nested Models via
an Encompassing Test</dc:title>
  <dc:title>R package EncompassTest version 0.22</dc:title>
  <dc:description>The encompassing test is developed based on multi-step-ahead predictions of two nested models as in Pitarakis, J. (2023) &lt;doi:10.48550/arXiv.2312.16099&gt;. The statistics are standardised to a normal distribution, and the null hypothesis is that the larger model contains no additional useful information. P-values will be provided in the output.</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Imports: pracma, stats</dc:relation>
  <dc:creator>Rong Peng &lt;r.peng@soton.ac.uk&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Rong Peng [aut, cre]</dc:contributor>
  <dc:rights>GPL (&gt;= 3)</dc:rights>
  <dc:date>2024-02-19</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=EncompassTest</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.EncompassTest</dc:identifier>
</oai_dc:dc>