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راجع الطرق التي اخترتها جنبًا إلى جنب؛ الصفوف المختلفة مميَّزة.

اختبار جاكوميني-وايت للقدرة التنبؤية الشرطية×اختبار ديبولد-ماريانو لدقة التنبؤ المتساوية×
المجالالاقتصاد القياسيالاقتصاد القياسي
العائلةHypothesis testHypothesis test
سنة النشأة20061995
صاحب الطريقةRaffaella Giacomini & Halbert WhiteFrancis Diebold & Roberto Mariano
النوعNon-nested forecast comparison testNon-parametric forecast comparison test
المصدر التأسيسيGiacomini, R., & White, H. (2006). Tests of conditional predictive ability. Econometrica, 74(6), 1545–1578. DOI ↗Diebold, F. X., & Mariano, R. S. (1995). Comparing predictive accuracy. Journal of Business & Economic Statistics, 13(3), 253–263. DOI ↗
الأسماء البديلةGW Test, Conditional Predictive Ability Test, Giacomini-White CPA Test, Koşullu Tahmin Yeteneği TestiDM Test, Test of Equal Forecast Accuracy, Diebold-Mariano Forecast Comparison Test, Tahmin Doğruluğu Eşitliği Testi
ذات صلة33
الملخصThe Giacomini-White (GW) test, introduced by Raffaella Giacomini and Halbert White in 2006, evaluates whether two competing forecasting methods have equal conditional predictive ability given information available at the time of forecast. Unlike unconditional tests such as the Diebold-Mariano test, it asks whether one method systematically outperforms the other in specific economic or market conditions, making it especially useful for practitioners who need state-dependent forecast comparisons.The Diebold-Mariano (DM) test, introduced by Diebold and Mariano in 1995, is a widely used non-parametric procedure for formally comparing the predictive accuracy of two competing forecasting models. It evaluates whether the difference in forecast errors between two models is statistically significant, without requiring nested models or specific distributional assumptions about the forecasts, making it broadly applicable across economics, finance, and time-series analysis.
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