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spb/wp29_uqo

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1{2  "task_id": "F6-conf-03",3  "sample_start": "1960-01-01",4  "sample_end": "2019-10-01",5  "n_sub1": 96,6  "n_sub2": 144,7  "baseline_metric": 0.32465793964999184,8  "model_metric": 0.2497438816636253,9  "effect_estimate": -0.2557677277487258,10  "intercept": 0.18438835418210714,11  "effect_se": 0.03583463330296569,12  "hac_lags": 4,13  "effect_ci_low": -0.32600231842173816,14  "effect_ci_high": -0.18553313707571345,15  "beta_sub1": -0.25902105345680587,16  "beta_sub2": -0.27339263306757905,17  "chow_f_stat": 6.0903330062337675,18  "chow_p_value": 0.002636323851733417,19  "stability_conclusion": "unstable",20  "conclusion": "negative_effect",21  "feasibility": "complete",22  "feasibility_reason": null,23  "data_issues": [24    {25      "issue": "UNRATE missing value(s) at ['2025-10-01']",26      "handling": "outside the 1959Q4-2019Q4 window; that quarter is incomplete and is excluded by the date truncation; no effect on estimates"27    },28    {29      "issue": "Both files extend beyond 2019Q4 (to 2026)",30      "handling": "quarters after 2019Q4 removed before any estimation (information rule)"31    },32    {33      "issue": "GDPC1 is the 2026 vintage (revised data, chained 2017 dollars), not real-time data",34      "handling": "used as is; the question is historical; noted as a limitation"35    }36  ],37  "n_input_rows": {38    "GDPC1.csv": 319,39    "UNRATE.csv": 94540  },41  "n_analysed": 240,42  "random_seed": null,43  "r_squared": 0.4082508284562034,44  "ols_classical_se_beta": 0.01996009291490984,45  "effect_se_lag_sensitivity": {46    "0": 0.028836223207269963,47    "2": 0.03422732023615383,48    "4": 0.03583463330296569,49    "6": 0.03687902855135959,50    "8": 0.03713550417540189,51    "12": 0.036408851102280952  },53  "intercept_sub1": 0.2542326539884382,54  "intercept_sub2": 0.15168581347724602,55  "beta_sub1_hac_se": 0.03928680828959863,56  "beta_sub2_hac_se": 0.06831428793738023,57  "chow_df": [58    2,59    23660  ],61  "mean_growth": 0.753502755065237,62  "mean_du": -0.008333333333333335,63  "resid_rmse_sub1": 0.2772501475549326,64  "resid_rmse_sub2": 0.21818853066467392,65  "n_merged_quarters": 314,66  "implied_breakeven_growth_full": 0.720921109966054967}
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