השוואת שיטות

	מבחן דיבולד-מריאנו לדיוק חיזוי שווה	מבחן הסימן
תחום	אקונומטריקה	סטטיסטיקה
משפחה	Hypothesis test	Hypothesis test
שנת המקור	1995	1946
הוגה השיטה	Francis Diebold & Roberto Mariano	W. J. Dixon & A. M. Mood
סוג	Non-parametric forecast comparison test	Nonparametric median test
מקור מכונן	Diebold, F. X., & Mariano, R. S. (1995). Comparing predictive accuracy. Journal of Business & Economic Statistics, 13(3), 253–263.	Dixon, W. J. & Mood, A. M. (1946). The statistical sign test. Journal of the American Statistical Association, 41(236), 557–566.
כינויים	DM Test, Test of Equal Forecast Accuracy, Diebold-Mariano Forecast Comparison Test, Tahmin Doğruluğu Eşitliği Testi	İşaret Testi (Sign Test), one-sample sign test, paired sign test
קשורות	3	4
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 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.