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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 missing for month(s) 2025-10",8      "handling": "Outside the 1959Q4-2019Q4 window needed for estimation; quarter would be incomplete and is not used. No imputation."9    },10    {11      "issue": "GDPC1 is the current (2026) vintage in chained 2017 dollars, not real-time data; historical growth rates reflect later revisions.",12      "handling": "Used as provided (the task specifies this series); noted as a 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": 0.03583463330296569,30  "hac_lags": 4,31  "effect_ci_low": -0.32600231842173816,32  "effect_ci_high": -0.18553313707571345,33  "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_iid_se": 0.01996009291490984,40  "r_squared": 0.4082508284562034,41  "intercept_sub1": 0.2542326539884382,42  "intercept_sub2": 0.15168581347724602,43  "se_hac_sub1": 0.03928680828959863,44  "se_hac_sub2": 0.06831428793738023,45  "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  "hac_wald_break_chi2": 10.926210056989923,53  "hac_wald_break_p": 0.004240368816511458,54  "hac_p_intercept_diff": 0.24996972549597873,55  "hac_p_slope_diff": 0.8536158012976183,56  "resid_var_ratio_sub1_sub2": 1.6261064345399512,57  "chow_df": [58    2,59    23660  ]61}
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