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spb/wp29_uqo

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1{2  "task_id": "F6-conf-01",3  "feasibility": "complete",4  "feasibility_reason": null,5  "data_issues": [6    {7      "issue": "215 rows with empty DGS10 field (US market holidays)",8      "handling": "dropped before differencing, per TASK rule"9    },10    {11      "issue": "155 changes span more than 3 calendar days (holiday gaps, e.g. after Monday holidays or 2001-09-11 closure)",12      "handling": "kept as one-day changes between consecutive available observations, attributed to weekday of t, per TASK rule"13    },14    {15      "issue": "heavy-tailed changes (max |dy| = 51 bp on 2009-03-18)",16      "handling": "kept: large moves are plausible market events (the largest coincides with the 2009-03-18 FOMC announcement); no outlier removal; Welch CI used for the contrast"17    }18  ],19  "n_input_rows": {20    "DGS10.csv": 521721  },22  "n_analysed": 5001,23  "random_seed": null,24  "n_missing_rows": 215,25  "n_train": 2500,26  "n_test": 2501,27  "anova_f_stat": 0.263465716807118,28  "anova_p_value": 0.9015060507654888,29  "effect_estimate": 0.050170098401698796,30  "effect_ci_low": -0.31933577569409977,31  "effect_ci_high": 0.41967597249749733,32  "baseline_metric": 4.875704154642544,33  "model_metric": 4.883841522290305,34  "conclusion": "no_detectable_effect",35  "effect_se": 0.18837955539096196,36  "effect_welch_df": 1548.9581965107577,37  "effect_welch_p_value": 0.7900247217974709,38  "oos_mse_diff_mean": 0.0794170112483237,39  "oos_dm_t_stat": 1.8573748978469748,40  "oos_dm_p_value": 0.06325783524850241,41  "train_weekday_means_bp": {42    "Monday": -0.05434782608695652,43    "Tuesday": -0.40545808966861596,44    "Wednesday": -0.2054263565891473,45    "Thursday": 0.01383399209486166,46    "Friday": 0.1168316831683168447  },48  "rmse_ratio_model_to_baseline": 1.001668962551801449}
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