https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Diebold-Mariano-and-HLN-Tests/m-p/554575#M3535 <P>Is there a SAS/ETS procedure that will calculate Diebold-Mariano and HLN tests for comparing two forecasts? If not, is there a function or subroutine in SAS/IML that will? Thanks.</P> Sun, 28 Apr 2019 11:53:42 GMT cousineddie 2019-04-28T11:53:42Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Diebold-Mariano-and-HLN-Tests/m-p/554575#M3535 <P>Is there a SAS/ETS procedure that will calculate Diebold-Mariano and HLN tests for comparing two forecasts? If not, is there a function or subroutine in SAS/IML that will? Thanks.</P> Sun, 28 Apr 2019 11:53:42 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Diebold-Mariano-and-HLN-Tests/m-p/554575#M3535 cousineddie 2019-04-28T11:53:42Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Diebold-Mariano-and-HLN-Tests/m-p/554577#M3536 <P>Perhaps this thread can help you</P> <P>&nbsp;</P> <P><A href="https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Arima-Forecast-Evaluation/td-p/293487" target="_blank">https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Arima-Forecast-Evaluation/td-p/293487</A></P> Sun, 28 Apr 2019 12:49:53 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Diebold-Mariano-and-HLN-Tests/m-p/554577#M3536 PeterClemmensen 2019-04-28T12:49:53Z