Why does a test return the p value?
I am looking at the Diebold-Mariano-Test (DM Test): https://github.com/johntwk/Diebold-Mariano-Test
Basically, this test gives me a DM statistics, and also the p value. So, do I just the p-value to judge a null hypthoesis?
For instance, if p-val > alpha = 0.05, then I reject the null hypothesis, is this correct?