dmtest_modified(e1, e2, h)

The Diebold-Mariano Test (Modified as per Harvey, Leybourne, and Newbold (1997))

This function builds on the previously produced dmtest function and includes the modification suggested by Harvey, Leybourne, and Newbold (1997) to the test , calculates the p-value and addresses the issue with the assumption of zero covariance at 'unobserved' lags.