PrototypeCommon
johntwk/Diebold-Mariano-Test
This Python function dm_test implements the Diebold-Mariano Test (1995) to statistically test forecast accuracy equivalence for 2 sets of predictions with modification suggested by Harvey et. al (1997).
- Owner
- johntwk (personal account)
- Stars
- Stars: 129
- Forks
- Forks: 40
- Language
- Python
- License
- MIT
- Created
- 2017
- Topics
- forecastingforecasting-testeconometricspythontime-series-forecastdiebold-mariano-testpredictiondmdm-test
- Tier
- Prototype (100 to 249 ★) What this tier means
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