John Haywood

Dr John Haywood profile picture

Senior Lecturer School of Mathematics and Statistics


Teaching in 2019


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", 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:

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:

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


Teaching in 2019