Documentation
https://scores.readthedocs.io/en/stable/api.html#scores.stats.statistical_tests.diebold_mariano
for diebold_mariano has
dm_test_stats(da_timeseries, "lead_day", "h")
at the end of the docstring. Most likely it should be
diebold_mariano(da_timeseries, "lead_day", "h")