Jaribio la Diebold-Mariano la Usahihi Sawa wa Utabiri
Jaribio la Diebold-Mariano (DM), lililoanzishwa na Diebold na Mariano mnamo 1995, ni utaratibu usio wa kiparameta unaotumika sana kwa kulinganisha rasmi usahihi wa utabiri wa mifumo miwili pinzani ya utabiri. Linatathmini kama tofauti katika makosa ya utabiri kati ya mifumo miwili ni muhimu kitakwimu, bila kuhitaji mifumo iliyowekwa ndani au dhana maalum za usambazaji kuhusu utabiri, na hivyo kulifanya litumike sana katika uchumi, fedha, na uchambuzi wa mfululizo wa muda.
Soma mbinu kamili
Ingia kwa akaunti ya bure ili kusoma sehemu hii.
Method map
The neighbourhood of related methods — select a node to explore.
Vyanzo
- Diebold, F. X., & Mariano, R. S. (1995). Comparing predictive accuracy. Journal of Business & Economic Statistics, 13(3), 253–263. DOI: 10.1080/07350015.1995.10524599 ↗
Jinsi ya kunukuu ukurasa huu
ScholarGate. (2026, June 2). Diebold-Mariano Test of Equal Predictive Accuracy. ScholarGate. https://scholargate.app/sw/econometrics/diebold-mariano-test
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Kipimo cha Giacomini-White cha Uwezo wa Utendaji wa Utabiri kwa MashartiEkonometriki↔ compare
- Seti ya Uaminifu ya Modeli (MCS)Ekonometriki↔ compare
- Mtihani wa Pesaran-Timmermann wa Usahihi wa Utabiri wa MwelekeoEkonometriki↔ compare
Imerejelewa na
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