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It does this by comparing the prediction mistakes of The 2 styles above a specific time period. The exam checks the null hypothesis the two models provide the exact same performance on regular, versus the alternative that they do not. Should the check statistic exceeds a important value, we reject the null hypothesis, indicating that the real difference during the forecast accuracy is statistically considerable.

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We create a time collection with hourly frequency which has a every day and weekly seasonality which follow a sine wave. We display a more real planet example afterwards inside the notebook.

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