Tag Info

New answers tagged


It is similar to a Diebold and Mariano test. It tests whether series1 minus series2 is positive or negative, while taking into account the possibility there is autocorrelation. If you had normal i.i.d data you could just look at series1-series2 and do a Student t-test as to whether the differences are on average zero or not. This is a fancy way of doing it, ...

Top 50 recent answers are included