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Add Diebold Mariano test

Open nikosbosse opened this issue 5 years ago • 2 comments

It would be cool to have an implementation of the Diebold-Mariano test to test whether the scores of two models are significantly different.

nikosbosse avatar Jun 20 '20 16:06 nikosbosse

Testing whether one forecast is better than another is currently a bit of a gap in the package. I think it would definitely by very valuable to have this.

nikosbosse avatar Dec 05 '23 16:12 nikosbosse

Agree and agree its a for later.

seabbs avatar Dec 06 '23 13:12 seabbs