How do you calculate the Direction of Change criterion?
The Diebold Mariano Test is explained in another thread, and hopefully I'll understand it, but I didn't find anything about the construction of the Direction of Change criterion.
Kind regards
Search found 2 matches
- Mon Mar 04, 2013 7:36 am
- Forum: Estimation
- Topic: Forecast evaluation criteria
- Replies: 6
- Views: 9199
- Mon Mar 04, 2013 2:30 am
- Forum: Estimation
- Topic: Forecast evaluation criteria
- Replies: 6
- Views: 9199
Re: Forecast evaluation criteria
I am facing the same problem. Can somebody help?
Kind regards
Kind regards