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spb/wp29_uqo

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1{2  "task_id": "F6-conf-03",3  "sample_start": "1960-01-01",4  "sample_end": "2019-10-01",5  "n_sub1": 96,6  "n_sub2": 144,7  "baseline_metric": 0.32465793964999184,8  "model_metric": 0.2497438816636253,9  "effect_estimate": -0.2557677277487258,10  "intercept": 0.18438835418210714,11  "effect_se": 0.03598488399675878,12  "hac_lags": 4,13  "effect_ci_low": -0.3262968043702248,14  "effect_ci_high": -0.18523865112722682,15  "beta_sub1": -0.25902105345680587,16  "beta_sub2": -0.27339263306757905,17  "chow_f_stat": 6.090333006233798,18  "chow_p_value": 0.0026363238517333456,19  "stability_conclusion": "unstable",20  "conclusion": "negative_effect",21  "feasibility": "complete",22  "feasibility_reason": null,23  "data_issues": [24    {25      "issue": "UNRATE 2025-10-01 value is blank in the FRED file",26      "handling": "dropped; outside the 1959Q4-2019Q4 window, no effect on estimates"27    },28    {29      "issue": "Files extend to 2026 (beyond question period)",30      "handling": "truncated to 1959Q4-2019Q4 levels before differencing; no post-2019Q4 data enters any estimate"31    },32    {33      "issue": "Data are the 2026 vintage (revised, chained 2017 dollars), not real-time",34      "handling": "used as provided; noted as limitation"35    }36  ],37  "n_input_rows": {38    "GDPC1.csv": 319,39    "UNRATE.csv": 94540  },41  "n_analysed": 240,42  "random_seed": null,43  "r_squared_full": 0.4082508284562034,44  "effect_se_ols_classical": 0.01996009291490984,45  "chow_df": [46    2,47    23648  ],49  "hac_lags_sub1": 3,50  "hac_lags_sub2": 4,51  "slope_se_sub1_hac": 0.03921717107661775,52  "slope_se_sub2_hac": 0.06879369233083425,53  "intercept_sub1": 0.2542326539884382,54  "intercept_sub2": 0.15168581347724602,55  "effect_se_hac_lags8": 0.03729120927832668,56  "hac_wald_slope_diff_p": 0.8549842111206841,57  "hac_wald_intercept_diff_p": 0.25511124393301005,58  "hac_wald_joint_p": 0.005229923279613946,59  "resid_var_sub1": 0.07850312611325812,60  "resid_var_sub2": 0.04827674526450526,61  "mean_du": -0.008333333333333335,62  "mean_g": 0.75350275506523763}
Files · 452964ee0fbbaa40fbbed2c87a54ca798ffd6a85
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