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اختبار بيساران-تيمرمان للدقة التنبؤية الاتجاهية×اختبار الإشارة (Sign Test)×
المجالالاقتصاد القياسيالإحصاء
العائلةHypothesis testHypothesis test
سنة النشأة19921946
صاحب الطريقةM. Hashem Pesaran & Allan TimmermannW. J. Dixon & A. M. Mood
النوعNonparametric one-sided testNonparametric median 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 ↗Dixon, W. J. & Mood, A. M. (1946). The statistical sign test. Journal of the American Statistical Association, 41(236), 557–566. DOI ↗
الأسماء البديلةPT Test, Directional Accuracy Test, Nonparametric Predictive Performance Test, Pesaran-Timmermann Yön Testiİşaret Testi (Sign Test), one-sample sign test, paired sign test
ذات صلة34
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 sign test is the simplest nonparametric hypothesis test for deciding whether the median of paired differences — or of a single sample — differs significantly from a hypothesised value. Formalised by W. J. Dixon and A. M. Mood in 1946, it imposes virtually no distributional assumptions and can be applied to any data where individual differences can be classified as positive or negative.
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ScholarGateقارن الطرق: Pesaran-Timmermann Test · Sign Test. استُرجع بتاريخ 2026-06-18 من https://scholargate.app/ar/compare