juji
unread,Jun 24, 2009, 5:53:37 AM6/24/09Sign in to reply to author
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to Testing for Superior Predictive Ability
hi, i'm doing a research using SPA, using OxEdit 4.
i'm new with Ox, so forgive me if the question seems ridiculuous..
i notice in OxEdit, that there are 2 test statistics to be used:
1. TestStatScaledMax
2. TestStatMax
my problem is, i don't know which test statistic to be used.
thus, my questions are:
1. what does TestStatScaledMax and TestStatMax do?
2. if i am to test the performance of stock trading rules (technical
analysis trading rules vs. buy-and-hold), which test statistics shoudl
i use?
that's all, thanks before...