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Hi Matt
Thank you very much for your reply!
My work does need to evaluate the forecasting performance, which is to get the percentage of the superior combinations. I will study the code you provide first, and think about the follow-on work afterwards.

Many thanks!

Hi there I am struggling to write programs for forecast combinations. The built-in function 'forecast averaging' only considers one combination, which is to combine all of the individual forecasts. I need to consider all possible combinations of the individual forecasts. For example, if there are 9 ...