1{2 "task_id": "F6-conf-01",3 "feasibility": "complete",4 "feasibility_reason": null,5 "data_issues": [6 {7 "issue": "215 rows with empty DGS10 field (US market holidays)",8 "handling": "dropped before differencing, per TASK rule"9 },10 {11 "issue": "changes following a holiday span more than one trading day (e.g. Fri->Tue after Monday holidays)",12 "handling": "kept and attributed to weekday of t, per TASK rule; noted as limitation"13 },14 {15 "issue": "extreme changes (min -51 bp on 2009-03-18, QE1 announcement; max +25 bp); heavy tails",16 "handling": "kept (genuine market events); rank-based Kruskal-Wallis reported as sensitivity"17 },18 {19 "issue": "yields recorded to 0.01 pct, so changes are discretised at 1 bp",20 "handling": "none needed; noted"21 }22 ],23 "n_input_rows": {24 "DGS10.csv": 521725 },26 "n_analysed": 5001,27 "random_seed": null,28 "n_missing_rows": 215,29 "n_train": 2500,30 "n_test": 2501,31 "anova_f_stat": 0.2634657168,32 "anova_p_value": 0.9015060508,33 "effect_estimate": 0.0501700984,34 "effect_ci_low": -0.3193357757,35 "effect_ci_high": 0.4196759725,36 "baseline_metric": 4.8757041546,37 "model_metric": 4.8838415223,38 "conclusion": "no_detectable_effect",39 "effect_se_welch": 0.1883795554,40 "effect_df_welch": 1548.9581965108,41 "effect_p_welch": 0.7900247218,42 "effect_ci_method": "Welch two-sample t interval (Monday vs Tue-Fri), all changes",43 "sens_hac_effect_se": 0.1936007292,44 "sens_hac_effect_p": 0.7955256074,45 "sens_kruskal_H": 3.2450803566,46 "sens_kruskal_p": 0.5176806169,47 "sens_welch_anova_F": 0.2621528465,48 "sens_welch_anova_p": 0.9023065014,49 "sens_levene_W": 9.588190973,50 "sens_levene_p": 1.012e-07,51 "oos_rmse_ratio_model_over_baseline": 1.0016689626,52 "oos_rmse_unconditional_train_mean": 4.8751986529,53 "oos_dm_mean_loss_diff": 0.0794170112,54 "oos_dm_t": 1.8931519972,55 "oos_dm_p": 0.058337659,56 "train_weekday_means_bp": {57 "Monday": -0.0543478261,58 "Tuesday": -0.4054580897,59 "Wednesday": -0.2054263566,60 "Thursday": 0.0138339921,61 "Friday": 0.116831683262 },63 "n_changes_total": 500164}