dm-test

There are 0 repository under dm-test topic.

• 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).

  forecastingforecasting-testeconometricspythontime-series-forecastdiebold-mariano-testpredictiondmdm-test
  Language:Python 100