# johntwk/Diebold-Mariano-Test

<https://repo.masters-masters.com/en/repos/johntwk/Diebold-Mariano-Test>

[Home](https://repo.masters-masters.com/en) › [johntwk](https://repo.masters-masters.com/en/owners/johntwk) › [Diebold-Mariano-Test](https://repo.masters-masters.com/en/repos/johntwk/Diebold-Mariano-Test)

johntwk/Diebold-Mariano-Test has 129 stars on GitHub. Its RepoMasters card: Prototype tier. This Python function dm\_test implements the Diebold-Mariano Test…

| Field | Value |
| --- | --- |
| Owner | [johntwk](https://repo.masters-masters.com/en/owners/johntwk) |
| Stars | 129 |
| Forks | 40 |
| Language | [Python](https://repo.masters-masters.com/en/languages/python) |
| License | MIT |
| Created | 2017 |
| Topics | forecasting, forecasting-test, econometrics, python, time-series-forecast, diebold-mariano-test, prediction, dm, dm-test |
| Tier | [Prototype (100 to 249 ★)](https://repo.masters-masters.com/en/ranks/rush) |
| View on GitHub | [johntwk/Diebold-Mariano-Test](https://github.com/johntwk/Diebold-Mariano-Test) |

## Repository

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).

The tier for repos with 100 to 249 ★. Published odds per card pulled: 70%. Rarity: Common.

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Data: GitHub · Illustration drawn by RepoMasters from the repo’s ID and its language color.