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).
| Project Name | Stars | Downloads | Repos Using This | Packages Using This | Most Recent Commit | Total Releases | Latest Release | Open Issues | License | Language |
|---|---|---|---|---|---|---|---|---|---|---|
| Lisflood Code | 96 | 3 months ago | 50 | November 15, 2023 | 1 | eupl-1.2 | Python | |||
| Lisflood OS - LISFLOOD | ||||||||||
| Diebold Mariano Test | 30 | 6 years ago | mit | Python | ||||||
| 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). | ||||||||||
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