{
  "task_id": "F6-conf-01",
  "feasibility": "complete",
  "feasibility_reason": null,
  "data_issues": [
    {
      "issue": "215 rows with empty DGS10 field (US market holidays)",
      "handling": "dropped before differencing, per TASK rule"
    },
    {
      "issue": "changes following a holiday span more than one trading day (e.g. Fri->Tue after Monday holidays)",
      "handling": "kept and attributed to weekday of t, per TASK rule; noted as limitation"
    },
    {
      "issue": "extreme changes (min -51 bp on 2009-03-18, QE1 announcement; max +25 bp); heavy tails",
      "handling": "kept (genuine market events); rank-based Kruskal-Wallis reported as sensitivity"
    },
    {
      "issue": "yields recorded to 0.01 pct, so changes are discretised at 1 bp",
      "handling": "none needed; noted"
    }
  ],
  "n_input_rows": {
    "DGS10.csv": 5217
  },
  "n_analysed": 5001,
  "random_seed": null,
  "n_missing_rows": 215,
  "n_train": 2500,
  "n_test": 2501,
  "anova_f_stat": 0.2634657168,
  "anova_p_value": 0.9015060508,
  "effect_estimate": 0.0501700984,
  "effect_ci_low": -0.3193357757,
  "effect_ci_high": 0.4196759725,
  "baseline_metric": 4.8757041546,
  "model_metric": 4.8838415223,
  "conclusion": "no_detectable_effect",
  "effect_se_welch": 0.1883795554,
  "effect_df_welch": 1548.9581965108,
  "effect_p_welch": 0.7900247218,
  "effect_ci_method": "Welch two-sample t interval (Monday vs Tue-Fri), all changes",
  "sens_hac_effect_se": 0.1936007292,
  "sens_hac_effect_p": 0.7955256074,
  "sens_kruskal_H": 3.2450803566,
  "sens_kruskal_p": 0.5176806169,
  "sens_welch_anova_F": 0.2621528465,
  "sens_welch_anova_p": 0.9023065014,
  "sens_levene_W": 9.588190973,
  "sens_levene_p": 1.012e-07,
  "oos_rmse_ratio_model_over_baseline": 1.0016689626,
  "oos_rmse_unconditional_train_mean": 4.8751986529,
  "oos_dm_mean_loss_diff": 0.0794170112,
  "oos_dm_t": 1.8931519972,
  "oos_dm_p": 0.058337659,
  "train_weekday_means_bp": {
    "Monday": -0.0543478261,
    "Tuesday": -0.4054580897,
    "Wednesday": -0.2054263566,
    "Thursday": 0.0138339921,
    "Friday": 0.1168316832
  },
  "n_changes_total": 5001
}