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spb/wp29_uqo

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1{2  "task_id": "F6-conf-03",3  "feasibility": "complete",4  "feasibility_reason": null,5  "data_issues": [6    {7      "issue": "UNRATE has 1 missing monthly value(s): 2025-10",8      "handling": "outside the 1959Q4-2019Q4 window needed for estimation, so no effect; quarters with missing months are never averaged (3 valid months required); no imputation"9    },10    {11      "issue": "Both files extend beyond 2019Q4 (to 2026); post-2019 quarters are outside the question",12      "handling": "truncated to 1959Q4-2019Q4 before any computation (1959Q4 used only as lag level)"13    },14    {15      "issue": "GDPC1 is the 2026 FRED vintage (chained 2017 dollars), not real-time data",16      "handling": "used as provided; results are conditional on this vintage (noted as limitation)"17    }18  ],19  "n_input_rows": {20    "GDPC1.csv": 319,21    "UNRATE.csv": 94522  },23  "n_analysed": 240,24  "random_seed": null,25  "sample_start": "1960-01-01",26  "sample_end": "2019-10-01",27  "n_sub1": 96,28  "n_sub2": 144,29  "baseline_metric": 0.32465793964999184,30  "model_metric": 0.2497438816636253,31  "effect_estimate": -0.2557677277487258,32  "intercept": 0.18438835418210714,33  "effect_se": 0.03583463330296569,34  "hac_lags": 4,35  "effect_ci_low": -0.32600231842173816,36  "effect_ci_high": -0.18553313707571345,37  "beta_sub1": -0.25902105345680587,38  "beta_sub2": -0.27339263306757905,39  "chow_f_stat": 6.0903330062337675,40  "chow_p_value": 0.002636323851733417,41  "stability_conclusion": "unstable",42  "conclusion": "negative_effect",43  "ols_classical_se": 0.01996009291490984,44  "r_squared": 0.4082508284562034,45  "hac_se_by_lag": {46    "0": 0.028836223207269963,47    "2": 0.03422732023615383,48    "4": 0.03583463330296569,49    "8": 0.03713550417540189,50    "12": 0.036408851102280951  },52  "intercept_sub1": 0.2542326539884382,53  "intercept_sub2": 0.15168581347724602,54  "beta_sub1_hac_se": 0.03880650875413735,55  "beta_sub2_hac_se": 0.06831428793738023,56  "hac_lags_sub1": 3,57  "hac_lags_sub2": 4,58  "chow_df": [59    2,60    23661  ],62  "hac_wald_joint_p": 0.004240368816511458,63  "hac_wald_slope_diff_p": 0.8536158012976183,64  "hac_wald_intercept_diff_p": 0.2499697254959754,65  "okun_growth_sub1": 0.9815134738876885,66  "okun_growth_sub2": 0.5548277280747038,67  "n_window_quarters": 241,68  "mean_du": -0.008333333333333335,69  "mean_g": 0.75350275506523770}
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