Grocer Function

NAME

predfail - out of sample predictive failure test

CALLING SEQUENCE

[rpredf]=predfail(grocer_res,arg1,...,argn)

PARAMETERS

Input

Output

DESCRIPTION

Computes out-of-sample predictive failure test. Results are stored in a tlist and displayed on screen if the user has not given as second argument 'noprint'.

EXAMPLE

rpredf=predfail(rols,16)

This example is taken from predfail_d. The example provides the predictive failure test with 16 periods ahead for Hendry and Ericsson equation # 6, whose results have been stored in tlist rols.

AUTHOR

Eric Dubois 2002