nested_test#

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Axis nested_test on sub-layer L6_B_nested (layer l6).

Sub-layer#

L6_B_nested

Axis metadata#

  • Default: 'clark_west'

  • Sweepable: False

  • Status: operational

Operational status summary#

  • Operational: 4 option(s)

  • Future: 0 option(s)

Options#

clark_west – operational#

Clark-West (2007) MSE-adjusted nested-model predictive ability test.

See clark_west function page for full documentation + parameters + standalone usage. Standalone: mf.functions.cw_test.

enc_new – operational#

Enc-New forecast encompassing test (Clark-McCracken 2001).

See enc_new function page for full documentation + parameters + standalone usage. Standalone: mf.functions.enc_new_test.

enc_t – operational#

Enc-T forecast encompassing test (Ericsson 1992 t-form).

See enc_t function page for full documentation + parameters + standalone usage. Standalone: mf.functions.enc_t_test.

multi – operational#

Run clark_west + enc_new + enc_t and stack the results.

Multi-test convenience option; emits one row per nested test.

Configures the nested_test axis on L6_B_nested (layer l6); the multi value is materialised in the recipe’s fixed_axes block under that sub-layer.

When to use

Comprehensive nested-model evaluation audits.

References

  • macroforecast design Part 3, L6: ‘tests must report (statistic, p-value, kernel, lag) and respect HAC dependence-correction.’

Related options: clark_west, enc_new, enc_t

Last reviewed 2026-05-05 by macroforecast author.