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  1. A Stata program for backtesting forecast

    Stata 2 3

  2. This Python function dm_test implements the Diebold-Mariano Test (1995) to statistically test forecast accuracy equivalence for 2 sets of predictions with modification suggested by Harvey et. al (1…

    Python 68 28

  3. This class takes pandas dataframe as input to generate formatted summary statistics outputs in text, Latex and PDF with sparklines.

    Python 3 1

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October 2022

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