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spb/wp29_uqo

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1.7 KB · 72 lines json
1{2  "task_id": "F2-conf-02",3  "beta_hat": 0.10173552447760574,4  "alpha_hat": 2.092467409929059,5  "se_iid": 0.0448247864321472,6  "t_iid": 2.269626529768441,7  "p_iid": 0.023764540299418983,8  "rho_resid": 0.6090097442447406,9  "se_hac": 0.06531082029876374,10  "hac_lags": 8,11  "t_hac": 1.5577131631821117,12  "p_hac": 0.11930125872207917,13  "beta_ci_low": -0.02627133110873868,14  "beta_ci_high": 0.22974238006395015,15  "memo_claim_supported": false,16  "n_analysed": 400,17  "feasibility": "complete",18  "feasibility_reason": null,19  "data_issues": [],20  "n_input_rows": {21    "series.csv": 40022  },23  "random_seed": null,24  "bandwidth_details": {25    "rho_score": 0.4008010686826796,26    "andrews_alpha1": 0.9120586025727226,27    "andrews_S": 8.179358831264027,28    "nw_rule_of_thumb_lags": 5,29    "rule": "max(floor(Andrews AR(1) plug-in), floor(4(T/100)^(2/9)))"30  },31  "hac_sensitivity": {32    "4": {33      "se": 0.06428806876932709,34      "t": 1.5824946436428877,35      "p": 0.113536694139220836    },37    "5": {38      "se": 0.06454212306951719,39      "t": 1.5762655400726158,40      "p": 0.11496461973595941    },42    "8": {43      "se": 0.06531082029876374,44      "t": 1.5577131631821117,45      "p": 0.1193012587220791746    },47    "12": {48      "se": 0.06568495854602527,49      "t": 1.5488405067093092,50      "p": 0.1214200654355694451    },52    "16": {53      "se": 0.065999982802001,54      "t": 1.5414477422336736,55      "p": 0.123207852132326756    },57    "24": {58      "se": 0.06602754367385506,59      "t": 1.5408043191812688,60      "p": 0.1233644179361023161    }62  },63  "se_ratio_hac_over_iid": 1.4570246842698726,64  "memo_reproduced": {65    "alpha": true,66    "beta": true,67    "se": true,68    "t": true,69    "p": true70  },71  "any_sensitivity_p_lt_005": false72}
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