School of Mathematics, Statistics and Operations Research

Dr John Haywood

Senior Lecturer
School of Mathematics, Statistics and Operations Research
address

Phone: 04 463 5673
Fax: 04 463 5045
Location: Room 534, Cotton Building, Gate 7 Kelburn Pde, Kelburn Campus

Dr John Haywood

Qualifications

BSc (Hons), PhD Lancaster

Research Interests

Time Series Analysis, Seasonal Modelling, Forecasting and Statistical Applications

The 2 October 2008 version of the paper "A test for improved multi-step forecasting" (pdf here), joint with Granville Tunnicliffe Wilson (Lancaster University, UK), refers to an R function for the general application of our new test, which is proposed in the paper. After some revisions and reformatting the paper appeared in 2009 in the Journal of Time Series Analysis, 30(6), 682-707. doi: 10.1111/j.1467-9892.2009.00634.x.

There are two R functions required to implement the test, which are available here along with two text files showing examples of their use:

wtdchisqfun.r

wtdchisqexamples.r

multisteptestfun.r

multistepexamples.r

The multi-step test function requires the weighted chi-square function, which is listed first above. The four files have been zipped up in the following archive, for ease of downloading: zipped_R_ex.zip.

Various other papers, including older versions of more recent work, can be found in the School's Research Report series.