@krzysztofsztompka/garch
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    Type Alias DieboldMarianoOptions

    How dieboldMariano weighs the autocovariances.

    type DieboldMarianoOptions = {
        kernel?: "bartlett" | "uniform";
    }
    Index
    kernel?
    kernel?: "bartlett" | "uniform"

    The HAC weights of the autocovariances: bartlett (default), Newey–West's 1 − k/horizon, never negative; uniform, Diebold and Mariano's original and R's dm.test default, all 1 — it can come out non-positive, and then the test is refused.

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