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 / closures)",8 "handling": "dropped before computing changes, per TASK rule (see out/exclusions.csv)"9 },10 {11 "issue": "changes following a holiday span more than one business day (e.g. Tuesday after a Monday holiday)",12 "handling": "kept and attributed to the weekday of t, per TASK definition; noted as a limitation"13 },14 {15 "issue": "large outlier change of -51 bp on 2009-03-18 (FOMC QE announcement)",16 "handling": "genuine market move; kept (no outlier removal)"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 "effect_ci_method": "Welch two-sample t interval (Monday vs Tue-Fri, all changes)",39 "oos_rmse_ratio_model_to_baseline": 1.0016689625518014,40 "oos_rmse_train_unconditional_mean": 4.8751986528852305,41 "oos_dm_stat_model_vs_zero": 1.8573748978469748,42 "oos_dm_p_value": 0.06325783524850241,43 "train_weekday_means_bp": {44 "Monday": -0.05434782608695652,45 "Tuesday": -0.40545808966861596,46 "Wednesday": -0.2054263565891473,47 "Thursday": 0.01383399209486166,48 "Friday": 0.1168316831683168449 },50 "n_changes_total": 500151}