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 (US market holidays incl. 2001-09-11/12)",8 "handling": "dropped before differencing, per TASK rules"9 },10 {11 "issue": "213 changes span a holiday (calendar gap 2 or 4 days), i.e. cover more than one trading session",12 "handling": "kept and attributed to weekday of t as the TASK prescribes; noted as a limitation"13 },14 {15 "issue": "extreme changes (e.g. -51 bp on 2009-03-18, -27 bp on 2008-09-15) during the 2008-09 crisis",16 "handling": "kept (genuine market events); no outlier trimming; discussed as limitation"17 },18 {19 "issue": "yields quoted to 0.01 percentage point, so changes are discretised at 1 bp",20 "handling": "none needed; noted"21 }22 ],23 "n_input_rows": {24 "DGS10.csv": 521725 },26 "n_analysed": 5001,27 "random_seed": null,28 "n_missing_rows": 215,29 "n_train": 2500,30 "n_test": 2501,31 "anova_f_stat": 0.26346571680712,32 "anova_p_value": 0.9015060507654888,33 "effect_estimate": 0.05017009840169966,34 "effect_ci_low": -0.319335775694099,35 "effect_ci_high": 0.41967597249749833,36 "baseline_metric": 4.875704154642543,37 "model_metric": 4.883841522290305,38 "conclusion": "no_detectable_effect",39 "effect_se_welch": 0.18837955539096202,40 "effect_df_welch": 1548.9581965107568,41 "train_weekday_means_bp": {42 "Monday": -0.05434782608695535,43 "Tuesday": -0.40545808966861635,44 "Wednesday": -0.20542635658914643,45 "Thursday": 0.013833992094862349,46 "Friday": 0.1168316831683146247 },48 "rmse_ratio_model_over_baseline": 1.0016689625518016,49 "robust_kruskal_wallis_p": 0.47102318097227847,50 "robust_levene_p": 1.0122651168712971e-07,51 "robust_effect_ci_hc1": [52 -0.3189570734770597,53 0.419297270280460454 ],55 "robust_effect_ci_nw5": [56 -0.3292803583071403,57 0.42962055511054158 ],59 "robust_anova_p_excl_crisis_2008_09_to_2009_06": 0.5883921797034571,60 "n_excl_crisis": 479461}