1[2 {"id":"C1","text":"The one-way ANOVA does not reject equal mean daily changes across the five weekdays (F=0.263, p=0.902).","results_keys":["anova_f_stat","anova_p_value","n_analysed"],"status":"supported","caveat":"Classical equal-variance F-test assuming independence; heteroskedasticity and volatility clustering not corrected."},3 {"id":"C2","text":"The Monday contrast is +0.050 bp with a 95% Welch CI of [-0.319, 0.420] bp, which includes zero.","results_keys":["effect_estimate","effect_ci_low","effect_ci_high","effect_welch_p_value"],"status":"supported","caveat":"Welch interval assumes independent observations; Monday changes span weekends by construction."},4 {"id":"C3","text":"Weekday means estimated on 2000-2009 do not improve out-of-sample forecasts for 2010-2019: RMSE 4.884 bp vs 4.876 bp for zero-change.","results_keys":["model_metric","baseline_metric","oos_rmse_ratio_model_to_baseline","oos_dm_p_value"],"status":"supported","caveat":"Single split; DM-type test without HAC correction is supplementary."},5 {"id":"C4","text":"Overall conclusion: no detectable day-of-week effect on daily changes in the 10-year Treasury yield, 2000-2019.","results_keys":["conclusion"],"status":"supported","caveat":"Does not rule out effects smaller than about 0.4 bp/day or effects confined to sub-periods."}6]7