minzar_test {tstests} | R Documentation |
The forecast unbiasedness test of Mincer and Zarnowitz (1969).
minzar_test(actual, forecast, ...)
actual |
a vector representing the actual values of a series. |
forecast |
a vector representing the forecasted values of the series. |
... |
additional arguments passed to |
An object of class “tstest.minzar” which has a print and as_flextable method.
Mincer JA, Zarnowitz V (1969). “The evaluation of economic forecasts.” In Economic forecasts and expectations: Analysis of forecasting behavior and performance, 3–46. NBER.
data(arma_forecast)
test <- minzar_test(arma_forecast$actual, arma_forecast$forecast)
test