Thanks, I searched rseek.org and sos package not providing any about "Modified Diebold-Mariano Test". Regards, Ser -- View this message in context: http://r.789695.n4.nabble.com/Modified-Diebold-Mariano-Test-with-forecast-package-tp4594648p4594686.html Sent from the R help mailing list archive at Nabble.com.