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Results tagged with diebold-mariano-test
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user 17187
A test for superior predictive accuracy of one forecast over another.
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answer
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Diebold-Mariano test for predictive accuracy
I am using the Diebold-Mariano test in the forecast package of R to test the predictive accuracy. In particular, I want to underpin statistically that model 2 has a better accuracy. What I did is the …
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