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اختبار بيساران-تيمرمان للدقة التنبؤية الاتجاهية×اختبار ويلد-وولفويتز للرَّنَّات (Wald-Wolfowitz Runs Test)×
المجالالاقتصاد القياسيالإحصاء
العائلةHypothesis testHypothesis test
سنة النشأة19921940
صاحب الطريقةM. Hashem Pesaran & Allan TimmermannAbraham Wald & Jacob Wolfowitz
النوعNonparametric one-sided testNonparametric randomness test
المصدر التأسيسيPesaran, M. H., & Timmermann, A. (1992). A simple nonparametric test of predictive performance. Journal of Business & Economic Statistics, 10(4), 461–465. DOI ↗Wald, A. & Wolfowitz, J. (1940). On a test whether two samples are from the same population. Annals of Mathematical Statistics, 11(2), 147–162. DOI ↗
الأسماء البديلةPT Test, Directional Accuracy Test, Nonparametric Predictive Performance Test, Pesaran-Timmermann Yön TestiWald-Wolfowitz test, runs test for randomness, Runs Testi (Wald-Wolfowitz)
ذات صلة35
الملخصIntroduced by Pesaran and Timmermann (1992), the PT test is a nonparametric procedure that evaluates whether a forecasting model correctly predicts the direction (sign) of a target variable more often than would be expected by chance. It is widely used in financial econometrics and macroeconomic forecasting to assess the practical utility of a model beyond simple error metrics, particularly when the economic cost of getting the direction wrong is high.The Wald-Wolfowitz runs test is a nonparametric hypothesis test that determines whether a sequence of observations — coded as a series of binary symbols — follows a random pattern or contains systematic structure. Introduced by Abraham Wald and Jacob Wolfowitz in 1940, the test counts the number of uninterrupted runs of identical symbols and asks whether that count is consistent with random arrangement.
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ScholarGateقارن الطرق: Pesaran-Timmermann Test · Runs Test. استُرجع بتاريخ 2026-06-18 من https://scholargate.app/ar/compare