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Pesaran-Timmermann-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 (1…
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timedisagg
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Python package that implements temporal disaggregation models to convert low-frequency to high-frequency time series (pip install timedisagg).
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fnc-extras
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tsa-notebooks
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