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1. STATA-Backtesting STATA-Backtesting Public

   A Stata program for backtesting forecast

   Stata 3 2

2. Diebold-Mariano-Test Diebold-Mariano-Test Public

   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 121 38

3. summary-statistics-sparkline summary-statistics-sparkline Public

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

   Python 4 1