Salīdzināt metodes

	Pesaran-Timmermann testa virziena prognozēšanas precizitātei	Rūnu tests (Wald-Wolfowitz)
Nozare	Ekonometrija	Statistika
Saime	Hypothesis test	Hypothesis test
Izcelsmes gads	1992	1940
Autors	M. Hashem Pesaran & Allan Timmermann	Abraham Wald & Jacob Wolfowitz
Tips	Nonparametric one-sided test	Nonparametric randomness test
Pirmavots	Pesaran, M. H., & Timmermann, A. (1992). A simple nonparametric test of predictive performance. Journal of Business & Economic Statistics, 10(4), 461–465.	Wald, A. & Wolfowitz, J. (1940). On a test whether two samples are from the same population. Annals of Mathematical Statistics, 11(2), 147–162.
Citi nosaukumi	PT Test, Directional Accuracy Test, Nonparametric Predictive Performance Test, Pesaran-Timmermann Yön Testi	Wald-Wolfowitz test, runs test for randomness, Runs Testi (Wald-Wolfowitz)
Saistītās	3	5
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 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.