השוואת שיטות

	מבחן דיבולד-מריאנו לדיוק חיזוי שווה	מבחן וולד-וולפוביץ' לסדרות
תחום	אקונומטריקה	סטטיסטיקה
משפחה	Hypothesis test	Hypothesis test
שנת המקור	1995	1940
הוגה השיטה	Francis Diebold & Roberto Mariano	Abraham Wald & Jacob Wolfowitz
סוג	Non-parametric forecast comparison test	Nonparametric randomness test
מקור מכונן	Diebold, F. X., & Mariano, R. S. (1995). Comparing predictive accuracy. Journal of Business & Economic Statistics, 13(3), 253–263.	Wald, A. & Wolfowitz, J. (1940). On a test whether two samples are from the same population. Annals of Mathematical Statistics, 11(2), 147–162.
כינויים	DM Test, Test of Equal Forecast Accuracy, Diebold-Mariano Forecast Comparison Test, Tahmin Doğruluğu Eşitliği Testi	Wald-Wolfowitz test, runs test for randomness, Runs Testi (Wald-Wolfowitz)
קשורות	3	5
תקציר	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.	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.