ClarkWestTest.adjusted_differential#

ClarkWestTest.adjusted_differential: float#

Mean of \(\hat f_t\), the MSPE gap with the larger model’s noise added back.

Positive favors the larger model.

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© 2026, Nikhil Sunder. Released under the MIT License. cultivars is an independent open-source project and is not affiliated with the Federal Reserve Bank of St. Louis; FRED® is a registered trademark of the Federal Reserve Bank of St. Louis.

cultivars 1.0.0a4 · built with Sphinx 9.1.0 and the PyData Sphinx Theme