Layer L6 – Statistical tests

Back to encyclopedia | Browse layers | Browse all axes

• Layer ID: l6

• Category: consumption

• Sub-layers: 7

• Axes: 33

• Options across axes: 16

Sub-layers

Sub-layer	Name	Gate	Axes
L6_A_equal_predictive	Equal predictive	always	equal_predictive_test, loss_function, model_pair_strategy, hln_correction
L6_B_nested	Nested	always	nested_test, nested_pair_strategy, cw_adjustment, enc_test_one_sided
L6_C_cpa	CPA	always	cpa_test, cpa_window_type, cpa_conditioning_info, cpa_critical_value_method
L6_D_multiple_model	Multiple model	always	multiple_model_test, mcs_alpha, mmt_loss_function, bootstrap_method, bootstrap_n_replications, bootstrap_block_length, mcs_t_statistic, spa_studentization, stepm_alpha
L6_E_density_interval	Density / interval	always	density_test, interval_test, coverage_levels, pit_n_bins, pit_test_horizon_dependence
L6_F_direction	Direction	always	direction_test, direction_threshold, direction_alpha
L6_G_residual	Residual	always	residual_test, residual_lag_count, residual_test_scope, residual_alpha