To cite package ‘EncompassTest’ in publications use:

Peng R (2024). EncompassTest: Direct Multi-Step Forecast Based Comparison of Nested Models via an Encompassing Test. R package version 0.22, https://CRAN.R-project.org/package=EncompassTest.

Corresponding BibTeX entry:

  @Manual{,
    title = {EncompassTest: Direct Multi-Step Forecast Based Comparison
      of Nested Models via an Encompassing Test},
    author = {Rong Peng},
    year = {2024},
    note = {R package version 0.22},
    url = {https://CRAN.R-project.org/package=EncompassTest},
  }