Diebold-Mariano-Test
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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 (1997...
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Sorry, It raises the following error while I running DM test: ``` DM_stat=V_d**(-0.5)*mean_d ZeroDivisionError: 0.0 cannot be raised to a negative power ``` Could you help to handling this? Thanks.
Unfortunately, the argument 'crit' doesn't work anymore.