Salīdzināt metodes

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