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Mtihani wa Pesaran-Timmermann wa Usahihi wa Utabiri wa Mwelekeo×Upimishaji wa Ishara (Sign Test)×
NyanjaEkonometrikiTakwimu
FamiliaHypothesis testHypothesis test
Mwaka wa asili19921946
MwanzilishiM. Hashem Pesaran & Allan TimmermannW. J. Dixon & A. M. Mood
AinaNonparametric one-sided testNonparametric median test
Chanzo asiliaPesaran, M. H., & Timmermann, A. (1992). A simple nonparametric test of predictive performance. Journal of Business & Economic Statistics, 10(4), 461–465. DOI ↗Dixon, W. J. & Mood, A. M. (1946). The statistical sign test. Journal of the American Statistical Association, 41(236), 557–566. DOI ↗
Majina mbadalaPT Test, Directional Accuracy Test, Nonparametric Predictive Performance Test, Pesaran-Timmermann Yön Testiİşaret Testi (Sign Test), one-sample sign test, paired sign test
Zinazohusiana34
MuhtasariIntroduced 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 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.
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