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- Thu Sep 17, 2015 2:00 pm
- Forum: Add-in Support
- Topic: DMtest - Diebold-Mariano Forecast Evaluation Test
- Replies: 32
- Views: 79558
Re: DMtest - Diebold-Mariano Forecast Evaluation Test
Hi all, Based on what I understood from the add-in, it seems it only works when I am comparing two different equations. Given this is a model free test, instead of using the equations I was wondering if it is possible to use the forecasts directly. If I have 2 series of forecasts + the "realize...