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Table 4 Comparison of forecast accuracy of three models across years for each country using multivariate Diebold-Mariano (DM) test

From: A multi-country comparison of stochastic models of breast cancer mortality with P-splines smoothing approach

Country Null Hypothesis Test Statistic Value P-Value Decision
China H0: SLC=FDM = BMS
H0: All model hold Equal predictive accuracy
64.354 0.000 H0 is rejected
Pakistan 7.636 0.000 H0 is rejected
India 3624.1 0.000 H0 is rejected
Thailand 286.68 0.000 H0 is rejected
  1. Forecast period, 2011–2017