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Testi Diebold-Mariano i Saktësisë Parashikuese të Barabartë×Testi i vrapimeve Wald-Wolfowitz×
FushaEkonometriStatistikë
FamiljaHypothesis testHypothesis test
Viti i origjinës19951940
KrijuesiFrancis Diebold & Roberto MarianoAbraham Wald & Jacob Wolfowitz
LlojiNon-parametric forecast comparison testNonparametric randomness test
Burimi themeluesDiebold, F. X., & Mariano, R. S. (1995). Comparing predictive accuracy. Journal of Business & Economic Statistics, 13(3), 253–263. DOI ↗Wald, A. & Wolfowitz, J. (1940). On a test whether two samples are from the same population. Annals of Mathematical Statistics, 11(2), 147–162. DOI ↗
Emërtime të tjeraDM Test, Test of Equal Forecast Accuracy, Diebold-Mariano Forecast Comparison Test, Tahmin Doğruluğu Eşitliği TestiWald-Wolfowitz test, runs test for randomness, Runs Testi (Wald-Wolfowitz)
Të lidhura35
PërmbledhjaThe 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.
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ScholarGateKrahasoni metodat: Diebold-Mariano Test · Runs Test. Marrë më 2026-06-20 nga https://scholargate.app/sq/compare