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spb/wp29_uqo

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1.8 KB · 70 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": 0.06514733863986251,10  "hac_lags": 8,11  "t_hac": 1.5616221107665564,12  "p_hac": 0.11837703751253299,13  "beta_ci_low": -0.0259509129451594,14  "beta_ci_high": 0.2294219619003709,15  "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  "baseline_se_iid_t_p": [25    0.0448247864321472,26    2.269626529768441,27    0.02376454029941898328  ],29  "hac_bandwidth_details": {30    "method": "Andrews (1991) AR(1) plug-in, Bartlett kernel, on score (x-xbar)*u",31    "rho_score": 0.400818049934454,32    "andrews_bw_continuous": 8.179678297365065,33    "nw_rule_of_thumb_lags": 5,34    "small_sample_correction": false,35    "reference_distribution": "standard normal"36  },37  "hac_lag_sensitivity": {38    "0": {39      "se": 0.04887944741969827,40      "t": 2.0813558632131066,41      "p": 0.0374013454142549742    },43    "5": {44      "se": 0.0643805655618922,45      "t": 1.5802210432557071,46      "p": 0.1140562542868597547    },48    "8": {49      "se": 0.06514733863986251,50      "t": 1.5616221107665564,51      "p": 0.1183770375125329952    },53    "12": {54      "se": 0.06552054036939174,55      "t": 1.552727189123306,56      "p": 0.1204883238728285157    },58    "16": {59      "se": 0.0658347760778079,60      "t": 1.5453158731392656,61      "p": 0.1222698778734810862    },63    "24": {64      "se": 0.0658622679611386,65      "t": 1.5446708354718943,66      "p": 0.1224259027022081867    }68  },69  "hac_lag_sensitivity_min_p_excl_0": 0.1140562542868597570}
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