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spb/wp29_uqo

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1{2  "task_id": "F6-conf-01",3  "n_missing_rows": 215,4  "n_train": 2500,5  "n_test": 2501,6  "anova_f_stat": 0.263465716807118,7  "anova_p_value": 0.9015060507654888,8  "effect_estimate": 0.050170098401698796,9  "effect_ci_low": -0.31933577569409977,10  "effect_ci_high": 0.41967597249749733,11  "baseline_metric": 4.875704154642544,12  "model_metric": 4.883841522290305,13  "conclusion": "no_detectable_effect",14  "feasibility": "complete",15  "feasibility_reason": null,16  "data_issues": [17    {18      "issue": "215 rows with empty DGS10 field (US market holidays, incl. 2001-09-11/12)",19      "handling": "dropped before differencing, per TASK rules"20    },21    {22      "issue": "214 changes span a holiday (gap longer than the normal 1 day, or 3 days for Mondays); Monday changes always span a weekend",23      "handling": "kept and attributed to the weekday of t, as specified; no rescaling by elapsed days"24    },25    {26      "issue": "large outliers, e.g. -51 bp on 2009-03-18 (FOMC QE1 announcement)",27      "handling": "kept; verified as genuine market moves, not data errors"28    }29  ],30  "n_input_rows": {31    "DGS10.csv": 521732  },33  "n_analysed": 5001,34  "random_seed": null,35  "monday_contrast_method": "Welch two-sample t interval (unequal variances), Monday vs Tue-Fri, all changes",36  "monday_contrast_se": 0.18837955539096196,37  "monday_contrast_welch_df": 1548.9581965107577,38  "robust_hc1_ci_low": -0.3189570734770602,39  "robust_hc1_ci_high": 0.419297270280459,40  "rmse_ratio_model_over_baseline": 1.0016689625518014,41  "rmse_constant_train_mean": 4.8751986528852305,42  "data_sha256": "8187f89ab6523b3c964255e1736cfcf0e2ca854ed9e50343e04f4dc2945c5cd7"43}
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