Is there any R function that can help me evaluate out-of-sample forecasting performance under the Nelson Siegel model & Svensson model?

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孤城傲影
孤城傲影 2020-11-29 23:39

I need to look at the out-of-sample forecasting performance of the following models

  1. Nelson -Siegel three factor model (using the methodology presented in Diebol
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