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
  • 1
    $\begingroup$ Which package did you use and what did the documentation say? Please show a bit more effort when asking a question. $\endgroup$ – Bob Jansen May 23 at 13:13
  • $\begingroup$ 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. $\endgroup$ – Alex C May 23 at 20:41

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.