USDINR | EURINR | |||

Alternative hypothesis : (Two-tailed) | ||||

Loss function | DM-statistic | P-value | DM-statistic | P-value |

Squared loss function | −0.8566 | 0.3942 | 0.1967 | 0.8446 |

Absolute loss function | −0.1535 | 0.8784 | 3.2474 | 0.0017 |

Alternative hypothesis: Forecast accuracy of EGARCH(1,1) is greater | ||||

3.2474 | 0.0008 |