We introduce ForeComp, an R package for comparing predictive accuracy using Diebold-Mariano type tests of equal predictive ability with standard and fixed smoothing inference. The package provides a common interface for loss differential based testing and includes Plot Tradeoff, a visual diagnostic for bandwidth sensitivity and the size-power tradeoff. We illustrate the toolkit with Survey of Professional Forecasters applications and Monte Carlo evidence on finite-sample performance.

翻译：本文介绍ForeComp，一个用于比较预测精度的R包，其基于Diebold-Mariano类检验方法，采用标准推断与固定平滑推断来评估预测能力的等价性。该软件包为基于损失差异的检验提供了统一接口，并包含可视化诊断工具Plot Tradeoff，用于分析带宽敏感性及检验水平与功效的权衡关系。我们通过专业预测调查的实际应用案例及有限样本性能的蒙特卡洛模拟证据，展示了该工具集的功能。