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  "Title": "Optimal Out-of-Sample Forecast Evaluation and Testing under\nStationarity",
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  "Description": "Package 'ACV' (short for Affine Cross-Validation) offers\nan improved time-series cross-validation loss estimator which\nutilizes both in-sample and out-of-sample forecasting\nperformance via a carefully constructed affine weighting\nscheme. Under the assumption of stationarity, the estimator is\nthe best linear unbiased estimator of the out-of-sample loss.\nBesides that, the package also offers improved versions of\nDiebold-Mariano and Ibragimov-Muller tests of equal predictive\nability which deliver more power relative to their conventional\ncounterparts. For more information, see the accompanying\narticle Stanek (2021) <doi:10.2139/ssrn.3996166>.",
  "License": "GPL (>=3)",
  "Encoding": "UTF-8",
  "Roxygen": "list(markdown = TRUE)",
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  "Repository": "https://stanek-fi.r-universe.dev",
  "Date/Publication": "2022-04-01 12:16:09 UTC",
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  "Maintainer": "Filip Stanek <stanek.fi@gmail.com>",
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