SPB Git

spb/wp29_uqo

Public
2.0 KB · 58 lines json
1{2  "task_id": "F6-conf-03",3  "feasibility": "complete",4  "feasibility_reason": null,5  "data_issues": [6    {7      "issue": "UNRATE missing value(s) at ['2025-10-01'] (blank in raw FRED CSV)",8      "handling": "outside the 1959Q4-2019Q4 window; dropped with all post-2019Q4 observations, no effect on estimates"9    },10    {11      "issue": "Both series extend beyond 2019Q4 (to 2026) and are the 2026 vintage (revised, not real-time)",12      "handling": "all observations after 2019Q4 excluded before computation; vintage noted as limitation"13    }14  ],15  "n_input_rows": {16    "GDPC1.csv": 319,17    "UNRATE.csv": 94518  },19  "n_analysed": 240,20  "random_seed": null,21  "sample_start": "1960-01-01",22  "sample_end": "2019-10-01",23  "n_sub1": 96,24  "n_sub2": 144,25  "baseline_metric": 0.32465793964999184,26  "model_metric": 0.2497438816636253,27  "effect_estimate": -0.2557677277487258,28  "intercept": 0.18438835418210714,29  "effect_se": 0.03598488399675878,30  "hac_lags": 4,31  "effect_ci_low": -0.3262968043702248,32  "effect_ci_high": -0.18523865112722682,33  "beta_sub1": -0.25902105345680587,34  "beta_sub2": -0.27339263306757905,35  "chow_f_stat": 6.0903330062337675,36  "chow_p_value": 0.002636323851733417,37  "stability_conclusion": "unstable",38  "conclusion": "negative_effect",39  "ols_classical_se_full": 0.01996009291490984,40  "r_squared_full": 0.4082508284562034,41  "intercept_sub1": 0.2542326539884382,42  "intercept_sub2": 0.15168581347724602,43  "beta_sub1_hac_se": 0.03970255328838903,44  "beta_sub2_hac_se": 0.06879369233083424,45  "implied_zero_du_growth_full": 0.7209211099660549,46  "hac_slope_diff_p_value": 0.8548271295127585,47  "hac_intercept_diff_p_value": 0.25395491785679547,48  "hac_joint_break_f_stat": 5.372053278020056,49  "hac_joint_break_p_value": 0.0052299232796137185,50  "hac_se_lag_sensitivity": {51    "0": 0.028957130333809637,52    "2": 0.034370831642247524,53    "8": 0.03729120927832667,54    "12": 0.0365615094284336155  },56  "resid_variance_sub1": 0.07850312611325812,57  "resid_variance_sub2": 0.0482767452645052658}
Files · main
Menu

Theme