Salīdzināt metodes

	Dībolda-Mariāno tests par prognožu precizitātes līdzvērtību	Pesaran-Timmermann testa virziena prognozēšanas precizitātei
Nozare	Ekonometrija	Ekonometrija
Saime	Hypothesis test	Hypothesis test
Izcelsmes gads	1995	1992
Autors	Francis Diebold & Roberto Mariano	M. Hashem Pesaran & Allan Timmermann
Tips	Non-parametric forecast comparison test	Nonparametric one-sided test
Pirmavots	Diebold, F. X., & Mariano, R. S. (1995). Comparing predictive accuracy. Journal of Business & Economic Statistics, 13(3), 253–263.	Pesaran, M. H., & Timmermann, A. (1992). A simple nonparametric test of predictive performance. Journal of Business & Economic Statistics, 10(4), 461–465.
Citi nosaukumi	DM Test, Test of Equal Forecast Accuracy, Diebold-Mariano Forecast Comparison Test, Tahmin Doğruluğu Eşitliği Testi	PT Test, Directional Accuracy Test, Nonparametric Predictive Performance Test, Pesaran-Timmermann Yön Testi
Saistītās	3	3
Kopsavilkums	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.	Introduced 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.