Construct · 1 fields · 1 citations

Diebold-Mariano test: a standalone construct

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Diebold-Marianotest1 CONSTRUCTDiebold-mariano testDIEBOLD · FORECASTING

A single standalone construct; nearby constructs are located against it in the Collider. Tap a field for its definition, unit, and measures.

Forecasting

a test of whether two forecasts differ in accuracy, based on the mean of their loss differences.

In forecasting, Diebold-Mariano test refers to a test of whether two forecasts differ in accuracy, based on the mean of their loss differences. This meaning comes from Diebold (1995) in Journal of Business & Economic Statistics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

accuracy3 fields · 6 citationsjingle · one word, three constructsbusiness1 fields · 1 citationsanchor · a standalone constructClark-West test1 fields · 1 citationsanchor · a standalone construct

References

  1. Diebold, F. X., & Mariano, R. S. (1995). Comparing Predictive Accuracy. Journal of Business & Economic Statistics, 13(3), 253-263. https://doi.org/10.1080/07350015.1995.10524599

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