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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": 0.03598488399675878,12  "hac_lags": 4,13  "effect_ci_low": -0.3262968043702248,14  "effect_ci_high": -0.18523865112722682,15  "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 (empty value) for month(s) ['2025-10-01']",26      "handling": "Outside 1959Q4-2019Q4 window; affected quarter set to missing and in any case excluded by the window restriction, no imputation."27    },28    {29      "issue": "Files extend beyond 2019Q4 (GDPC1 to 2026Q3, UNRATE to 2026-09), including COVID-19 quarters",30      "handling": "Excluded by the information rule: no quarter after 2019Q4 enters any estimate."31    },32    {33      "issue": "GDPC1 is the current (2026) vintage, revised data, not real-time",34      "handling": "Used as provided; noted as limitation (estimates reflect revised GDP)."35    }36  ],37  "n_input_rows": {38    "GDPC1.csv": 319,39    "UNRATE.csv": 94540  },41  "n_analysed": 240,42  "random_seed": null,43  "ols_classical_se": 0.01996009291490984,44  "r_squared": 0.4082508284562034,45  "se_sub1_hac": 0.03921717107661775,46  "se_sub2_hac": 0.06879369233083424,47  "hac_lags_sub1": 3,48  "hac_lags_sub2": 4,49  "intercept_sub1": 0.2542326539884382,50  "intercept_sub2": 0.15168581347724602,51  "ssr_pooled": 14.96928154281957,52  "ssr_sub1": 7.379293854646264,53  "ssr_sub2": 6.855297827559747,54  "supp_hac_wald_joint_F": 5.372053278020056,55  "supp_hac_wald_joint_p": 0.0052299232796137185,56  "supp_hac_wald_slope_F": 0.033475422396223316,57  "supp_hac_wald_slope_p": 0.8549842111206409,58  "supp_resid_var_ratio_sub1_over_sub2": 1.6261064345399512,59  "supp_var_ratio_F_p_two_sided": 0.00871359597470174,60  "sensitivity_effect_se_by_lag": {61    "0": 0.028957130333809637,62    "2": 0.034370831642247524,63    "4": 0.03598488399675878,64    "8": 0.03729120927832667,65    "12": 0.0365615094284336166  }67}
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