# FORECAST-Diabold-Mariano TEST

how can I interpret the test of Diabold-Mariano, here ar my results from R-STUDIO:

Diebold-Mariano Test

data:  residuals(f2G)residuals(f3G)

DM = -0.76958, Forecast horizon = 8, Loss function power = 2, p-value = 0.4431

alternative hypothesis: two.sided

• Which package did you use and what did the documentation say? Please show a bit more effort when asking a question. – Bob Jansen May 23 at 13:13
• with a big p-value of 0.44 there is no significant difference between the two foreasts, f2G and f3G . For more information (such as which forecast is marginally better given a negative DM, you need to look at the documentation. – Alex C May 23 at 20:41