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  • Ontario, Canada

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  1. STATA-BacktestingSTATA-BacktestingPublic

    A Stata program for backtesting forecast

    Stata 3 2

  2. Diebold-Mariano-TestDiebold-Mariano-TestPublic

    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 126 40

  3. summary-statistics-sparklinesummary-statistics-sparklinePublic

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

    Python 3 1