<?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>Tools for (Un)Conditional Forecast Dominance</dc:title>
  <dc:title>R package forecastdom version 0.1.0</dc:title>
  <dc:subject>CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries)</dc:subject>
  <dc:description>A unified toolkit for out-of-sample forecast dominance testing.
    Covers unconditional and conditional equal and superior predictive
    ability, encompassing, and nested-model comparison. Implements the
    Diebold-Mariano test with the Harvey, Leybourne, and Newbold (1997)
    &lt;doi:10.1016/S0169-2070(96)00719-4&gt; small-sample correction; the
    Clark-West MSFE-adjusted statistic (Clark and West, 2007)
    &lt;doi:10.1016/j.jeconom.2006.05.023&gt;; the ENC-NEW encompassing test of
    Clark and McCracken (2001) &lt;doi:10.1016/S0304-4076(01)00071-9&gt;; the
    Giacomini-White conditional equal predictive ability test (Giacomini
    and White, 2006) &lt;doi:10.1111/j.1468-0262.2006.00718.x&gt;; Hansen's
    superior predictive ability test (Hansen, 2005)
    &lt;doi:10.1198/073500105000000063&gt;; the conditional superior predictive
    ability test of Li, Liao, and Quaedvlieg (2022)
    &lt;doi:10.1093/restud/rdab039&gt;; and the uniform and average multi-horizon
    SPA tests of Quaedvlieg (2021) &lt;doi:10.1080/07350015.2019.1620074&gt;.</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Depends: R (&gt;= 3.5)</dc:relation>
  <dc:relation>Imports: MASS, Rcpp, stats, ggplot2</dc:relation>
  <dc:relation>LinkingTo: Rcpp</dc:relation>
  <dc:relation>Suggests: knitr, R.matlab, rmarkdown, testthat (&gt;= 3.0.0)</dc:relation>
  <dc:creator>Gabriel Cabrera &lt;gabriel.cabrera.guz@gmail.com&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Gabriel Cabrera [aut, cre] (ORCID:
    &lt;https://orcid.org/0000-0001-8803-2338&gt;)</dc:contributor>
  <dc:rights>MIT + file LICENSE (https://CRAN.R-project.org/package=forecastdom/LICENSE)</dc:rights>
  <dc:date>2026-07-24</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=forecastdom</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.forecastdom</dc:identifier>
  <dc:language>en-GB</dc:language>
</oai_dc:dc>
