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spb/wp29_uqo

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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": 0.06538959286479752,10  "hac_lags": 9,11  "t_hac": 1.555836640365061,12  "p_hac": 0.11974694290301412,13  "beta_ci_low": -0.026425722501134688,14  "beta_ci_high": 0.22989677145634618,15  "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    "rule": "Andrews (1991) AR(1) plug-in, Bartlett kernel, on slope score (x-xbar)*u, rounded up",26    "rho_score": 0.4008010686826796,27    "andrews_bw_raw": 8.179358831264027,28    "nw1994_rule_of_thumb_lags": 5,29    "small_sample_correction": "statsmodels use_correction=True (n/(n-k))",30    "p_value_reference": "standard normal"31  },32  "hac_sensitivity": [33    {34      "lags": 0,35      "se_hac": 0.04900210620081167,36      "t": 2.076145953006416,37      "p_normal": 0.03788045417728538    },39    {40      "lags": 1,41      "se_hac": 0.05799665945741418,42      "t": 1.7541617987896037,43      "p_normal": 0.0794027869214724644    },45    {46      "lags": 2,47      "se_hac": 0.062225374078172795,48      "t": 1.6349523965865909,49      "p_normal": 0.1020590271877732850    },51    {52      "lags": 3,53      "se_hac": 0.063862812545476,54      "t": 1.5930323207290784,55      "p_normal": 0.1111529405695698456    },57    {58      "lags": 5,59      "se_hac": 0.06454212306951719,60      "t": 1.5762655400726158,61      "p_normal": 0.11496461973595962    },63    {64      "lags": 6,65      "se_hac": 0.0648972306027001,66      "t": 1.5676404606604732,67      "p_normal": 0.1169650639430604768    },69    {70      "lags": 8,71      "se_hac": 0.06531082029876374,72      "t": 1.5577131631821117,73      "p_normal": 0.1193012587220791774    },75    {76      "lags": 9,77      "se_hac": 0.06538959286479752,78      "t": 1.555836640365061,79      "p_normal": 0.1197469429030141280    },81    {82      "lags": 12,83      "se_hac": 0.06568495854602527,84      "t": 1.5488405067093092,85      "p_normal": 0.1214200654355694486    },87    {88      "lags": 16,89      "se_hac": 0.065999982802001,90      "t": 1.5414477422336736,91      "p_normal": 0.123207852132326792    },93    {94      "lags": 20,95      "se_hac": 0.06640081552460295,96      "t": 1.5321426954449153,97      "p_normal": 0.1254872258183604298    },99    {100      "lags": 24,101      "se_hac": 0.06602754367385506,102      "t": 1.5408043191812688,103      "p_normal": 0.12336441793610231104    }105  ],106  "sensitivity_all_p_above_005_for_lags_ge_1": true107}
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