Diebold-Mariano-Test
Diebold-Mariano-Test copied to clipboard
ZeroDivisionError: 0.0 cannot be raised to a negative power
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.
It means that your variance estimate, V_d
, is zero. According to the paper, in rare cases this can happen (negative or zero variance estimate). In this case you should simply immediately reject the null hypothesis.