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Mtihani wa Pesaran-Timmermann wa Usahihi wa Utabiri wa Mwelekeo

Uanzilishi na Pesaran na Timmermann (1992), mtihani wa PT ni utaratibu usio na kigezo ambao unatathmini kama modeli ya utabiri inatabiri kwa usahihi mwelekeo (alama) wa kigezo lengwa mara nyingi zaidi kuliko ingekuwa ikitarajiwa kwa bahati. Hutumiwa sana katika ekonometriki ya fedha na utabiri wa makroekonomi kutathmini manufaa ya vitendo ya modeli zaidi ya vipimo vya makosa rahisi, hasa pale gharama ya kiuchumi ya kupata mwelekeo mbaya inapokuwa kubwa.

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Mtihani wa Pesaran-Timmermann wa Usahihi wa Utabiri wa Mwelekeo
Jaribio la Diebold-Maria…Jaribio la Migongano la…Upimishaji wa Ishara (Si…

Vyanzo

  1. Pesaran, M. H., & Timmermann, A. (1992). A simple nonparametric test of predictive performance. Journal of Business & Economic Statistics, 10(4), 461–465. DOI: 10.1080/07350015.1992.10509922

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 2). Pesaran-Timmermann Test of Directional Predictive Accuracy. ScholarGate. https://scholargate.app/sw/econometrics/pesaran-timmermann-test

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Imerejelewa na

ScholarGatePesaran-Timmermann Test (Pesaran-Timmermann Test of Directional Predictive Accuracy). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/pesaran-timmermann-test · Seti ya data: https://doi.org/10.5281/zenodo.20539026