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spb/wp29_uqo

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1{2  "task_id": "F6-conf-03",3  "feasibility": "complete",4  "feasibility_reason": null,5  "data_issues": [6    {7      "issue": "UNRATE missing value(s) for month(s) ['2025-10-01']",8      "handling": "Quarter containing a missing month is not averaged (set missing); all such months lie outside the 1959Q4-2019Q4 window, so no effect on estimates."9    },10    {11      "issue": "GDPC1 is the current (2026) vintage and extends to 2026Q3; UNRATE extends to 2026-09",12      "handling": "Observations after 2019Q4 dropped before estimation (exclusion step 3); revised (not real-time) GDP is used, consistent with an ex-post descriptive estimand."13    }14  ],15  "n_input_rows": {16    "GDPC1.csv": 319,17    "UNRATE.csv": 94518  },19  "n_analysed": 240,20  "random_seed": null,21  "sample_start": "1960-01-01",22  "sample_end": "2019-10-01",23  "n_sub1": 96,24  "n_sub2": 144,25  "baseline_metric": 0.32465793964999184,26  "model_metric": 0.2497438816636253,27  "effect_estimate": -0.2557677277487258,28  "intercept": 0.18438835418210714,29  "effect_se": 0.03598488399675878,30  "hac_lags": 4,31  "effect_ci_low": -0.3262968043702248,32  "effect_ci_high": -0.18523865112722682,33  "beta_sub1": -0.25902105345680587,34  "beta_sub2": -0.27339263306757905,35  "chow_f_stat": 6.0903330062337675,36  "chow_p_value": 0.002636323851733417,37  "stability_conclusion": "unstable",38  "conclusion": "negative_effect",39  "intercept_sub1": 0.2542326539884382,40  "intercept_sub2": 0.15168581347724602,41  "beta_sub1_hac_se": 0.03970255328838903,42  "beta_sub2_hac_se": 0.06879369233083424,43  "effect_se_ols_classical": 0.01996009291490984,44  "effect_se_hac_by_lag": {45    "0": 0.028957130333809637,46    "2": 0.034370831642247524,47    "4": 0.03598488399675878,48    "8": 0.03729120927832667,49    "12": 0.0365615094284336150  },51  "r_squared": 0.4082508284562034,52  "chow_df": [53    2,54    23655  ],56  "ssr_pooled": 14.96928154281957,57  "ssr_unrestricted": 14.23459168220601,58  "hac_wald_joint_equality_p": 0.004644584888844005,59  "hac_wald_slope_equality_p": 0.8548271295127583,60  "hac_wald_intercept_equality_p": 0.2539549178567923,61  "resid_var_sub1": 0.07850312611325812,62  "resid_var_sub2": 0.04827674526450526,63  "growth_for_stable_u_sub1": 0.9815134738876885,64  "growth_for_stable_u_sub2": 0.554827728074703865}
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