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).

DM_Test

A univariate LSTM model to predict IBEX 35 index stock market returns

Interpretable time-series forecasting on the AirPassengers dataset using ARIMA, XGBoost, LIME, and SHAP

Comparative machine learning analysis for housing price prediction using OLS, LASSO, and Ridge regression with forecast evaluation and Diebold–Mariano testing.