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spb/wp29_uqo

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1.4 KB · 56 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  "rho_score": 0.400818049934454,10  "andrews_bandwidth": 8.179678297365065,11  "se_hac": 0.06531082029876374,12  "hac_lags": 8,13  "t_hac": 1.5577131631821117,14  "p_hac": 0.11930125872207917,15  "beta_ci_low": -0.02627133110873868,16  "beta_ci_high": 0.22974238006395015,17  "se_ratio_hac_to_iid": 1.4570246842698726,18  "hac_sensitivity": {19    "5": {20      "se": 0.06454212306951719,21      "t": 1.5762655400726158,22      "p": 0.11496461973595923    },24    "8": {25      "se": 0.06531082029876374,26      "t": 1.5577131631821117,27      "p": 0.1193012587220791728    },29    "12": {30      "se": 0.06568495854602527,31      "t": 1.5488405067093092,32      "p": 0.1214200654355694433    },34    "16": {35      "se": 0.065999982802001,36      "t": 1.5414477422336736,37      "p": 0.123207852132326738    },39    "24": {40      "se": 0.06602754367385506,41      "t": 1.5408043191812688,42      "p": 0.1233644179361023143    }44  },45  "nw_rule_of_thumb_lags": 5,46  "sensitivity_all_insignificant": true,47  "memo_claim_supported": false,48  "n_analysed": 400,49  "feasibility": "complete",50  "feasibility_reason": null,51  "data_issues": [],52  "n_input_rows": {53    "series.csv": 40054  },55  "random_seed": null56}
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