WP47 numeric macros (paper/numbers.tex)
Generated by scripts/11_tables.py from results/metrics/; 1064 macros. Period suffixes: Full = 2011–2026, Zlb = 2011–2015, Mid = 2016–2019, Pandemic = 2020–2021, Recent = 2022–2026, All = all events. Sampling suffixes: One/Five/Thirty minutes; horizons H One/Five/TwentyTwo days.
| Macro | Value | Source |
|---|---|---|
\barsZT |
4.33 | returns_diagnostics.json bars/1e6 |
\sdOneMinZT |
0.44 | returns_diagnostics.json sd_1m_bp |
\barsZF |
5.62 | returns_diagnostics.json bars/1e6 |
\sdOneMinZF |
0.81 | returns_diagnostics.json sd_1m_bp |
\barsZN |
6.03 | returns_diagnostics.json bars/1e6 |
\sdOneMinZN |
1.30 | returns_diagnostics.json sd_1m_bp |
\barsTN |
3.06 | returns_diagnostics.json bars/1e6 |
\sdOneMinTN |
1.48 | returns_diagnostics.json sd_1m_bp |
\barsUS |
5.60 | returns_diagnostics.json bars/1e6 |
\sdOneMinUS |
2.32 | returns_diagnostics.json sd_1m_bp |
\barsUB |
4.44 | returns_diagnostics.json bars/1e6 |
\sdOneMinUB |
2.97 | returns_diagnostics.json sd_1m_bp |
\nMinutes |
6.47 | returns_diagnostics.json panel.minutes/1e6 (millions) |
\nYieldDays |
4,715 | returns_diagnostics.json panel.yield_days |
\sampleFirst |
2008-01-01 | panel.first |
\sampleLast |
2026-11-06 | panel.last |
\nFomcScheduled |
150 | events.csv |
\nFomcUnscheduled |
4 | events.csv |
\nCpi |
225 | events.csv |
\nEmp |
226 | events.csv |
\nDailyDaysFromTwoThousandEight |
4,715 | daily_factors_cmt.csv rows >= 2008 with a level estimate |
\dsdLevel |
6.2 | daily_factors_summary.json dfactor_sd_bp |
\gswCorrLevel |
0.96 | corr_with_gsw_dfactors |
\dsdSlope |
7.3 | daily_factors_summary.json dfactor_sd_bp |
\gswCorrSlope |
0.79 | corr_with_gsw_dfactors |
\dsdCurv |
16.8 | daily_factors_summary.json dfactor_sd_bp |
\gswCorrCurv |
0.70 | corr_with_gsw_dfactors |
\lambdaDL |
0.7308 | lambda_dl |
\lambdaHat |
0.491 | lambda_hat_2008_2026 |
\fitRmse |
12.0 | rmse_fit_bp |
\nDailyDays |
4,966 | n_days |
\corrLevelSlopeDaily |
$-$0.82 | corr_dfactors level-slope |
\fidLevelFull |
0.95 | mimicking_fidelity.json full_2011_2026.level.r2_oos |
\fidSlopeLevelFull |
1.00 | full_2011_2026.level.slope |
\fidRmseLevelFull |
1.3 | full_2011_2026.level.rmse_bp |
\fidSlopeFull |
0.82 | mimicking_fidelity.json full_2011_2026.slope.r2_oos |
\fidSlopeSlopeFull |
0.99 | full_2011_2026.slope.slope |
\fidRmseSlopeFull |
2.7 | full_2011_2026.slope.rmse_bp |
\fidCurvFull |
0.75 | mimicking_fidelity.json full_2011_2026.curvature.r2_oos |
\fidSlopeCurvFull |
1.03 | full_2011_2026.curvature.slope |
\fidRmseCurvFull |
7.7 | full_2011_2026.curvature.rmse_bp |
\fidLevelZlb |
0.95 | mimicking_fidelity.json 2011_2015_ZLB.level.r2_oos |
\fidSlopeLevelZlb |
0.98 | 2011_2015_ZLB.level.slope |
\fidRmseLevelZlb |
1.4 | 2011_2015_ZLB.level.rmse_bp |
\fidSlopeZlb |
0.92 | mimicking_fidelity.json 2011_2015_ZLB.slope.r2_oos |
\fidSlopeSlopeZlb |
0.98 | 2011_2015_ZLB.slope.slope |
\fidRmseSlopeZlb |
1.9 | 2011_2015_ZLB.slope.rmse_bp |
\fidCurvZlb |
0.79 | mimicking_fidelity.json 2011_2015_ZLB.curvature.r2_oos |
\fidSlopeCurvZlb |
1.00 | 2011_2015_ZLB.curvature.slope |
\fidRmseCurvZlb |
4.8 | 2011_2015_ZLB.curvature.rmse_bp |
\fidLevelMid |
0.94 | mimicking_fidelity.json 2016_2019.level.r2_oos |
\fidSlopeLevelMid |
0.95 | 2016_2019.level.slope |
\fidRmseLevelMid |
1.0 | 2016_2019.level.rmse_bp |
\fidSlopeMid |
0.79 | mimicking_fidelity.json 2016_2019.slope.r2_oos |
\fidSlopeSlopeMid |
0.95 | 2016_2019.slope.slope |
\fidRmseSlopeMid |
2.3 | 2016_2019.slope.rmse_bp |
\fidCurvMid |
0.66 | mimicking_fidelity.json 2016_2019.curvature.r2_oos |
\fidSlopeCurvMid |
1.07 | 2016_2019.curvature.slope |
\fidRmseCurvMid |
6.0 | 2016_2019.curvature.rmse_bp |
\fidLevelPandemic |
0.94 | mimicking_fidelity.json 2020_2021.level.r2_oos |
\fidSlopeLevelPandemic |
1.00 | 2020_2021.level.slope |
\fidRmseLevelPandemic |
1.5 | 2020_2021.level.rmse_bp |
\fidSlopePandemic |
0.83 | mimicking_fidelity.json 2020_2021.slope.r2_oos |
\fidSlopeSlopePandemic |
0.96 | 2020_2021.slope.slope |
\fidRmseSlopePandemic |
2.7 | 2020_2021.slope.rmse_bp |
\fidCurvPandemic |
0.57 | mimicking_fidelity.json 2020_2021.curvature.r2_oos |
\fidSlopeCurvPandemic |
0.81 | 2020_2021.curvature.slope |
\fidRmseCurvPandemic |
6.9 | 2020_2021.curvature.rmse_bp |
\fidLevelRecent |
0.95 | mimicking_fidelity.json 2022_2026.level.r2_oos |
\fidSlopeLevelRecent |
1.04 | 2022_2026.level.slope |
\fidRmseLevelRecent |
1.4 | 2022_2026.level.rmse_bp |
\fidSlopeRecent |
0.73 | mimicking_fidelity.json 2022_2026.slope.r2_oos |
\fidSlopeSlopeRecent |
1.04 | 2022_2026.slope.slope |
\fidRmseSlopeRecent |
3.7 | 2022_2026.slope.rmse_bp |
\fidCurvRecent |
0.78 | mimicking_fidelity.json 2022_2026.curvature.r2_oos |
\fidSlopeCurvRecent |
1.05 | 2022_2026.curvature.slope |
\fidRmseCurvRecent |
11.0 | 2022_2026.curvature.rmse_bp |
\fidGswLevelFull |
0.95 | mimicking_fidelity_robustness.json gsw.full |
\fidCeilLevelFull |
0.99 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.full |
\fidSrThreeLevelFull |
0.95 | mimicking_fidelity_robustness.json cmt_with_sr3.full |
\fidTwoYLevelFull |
0.95 | targets_and_spanning.json cmt_2y_plus.full |
\fidOneYLevelFull |
0.95 | mimicking_fidelity_robustness.json cmt_1y_plus.full |
\fidGswSlopeFull |
0.83 | mimicking_fidelity_robustness.json gsw.full |
\fidCeilSlopeFull |
0.85 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.full |
\fidSrThreeSlopeFull |
0.76 | mimicking_fidelity_robustness.json cmt_with_sr3.full |
\fidTwoYSlopeFull |
0.70 | targets_and_spanning.json cmt_2y_plus.full |
\fidOneYSlopeFull |
0.74 | mimicking_fidelity_robustness.json cmt_1y_plus.full |
\fidGswCurvFull |
0.86 | mimicking_fidelity_robustness.json gsw.full |
\fidCeilCurvFull |
0.84 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.full |
\fidSrThreeCurvFull |
0.78 | mimicking_fidelity_robustness.json cmt_with_sr3.full |
\fidTwoYCurvFull |
0.76 | targets_and_spanning.json cmt_2y_plus.full |
\fidOneYCurvFull |
0.79 | mimicking_fidelity_robustness.json cmt_1y_plus.full |
\fidGswLevelZlb |
0.94 | mimicking_fidelity_robustness.json gsw.2011_2015 |
\fidCeilLevelZlb |
0.99 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.2011_2015 |
\fidTwoYLevelZlb |
0.95 | targets_and_spanning.json cmt_2y_plus.2011_2015 |
\fidOneYLevelZlb |
0.95 | mimicking_fidelity_robustness.json cmt_1y_plus.2011_2015 |
\fidGswSlopeZlb |
0.85 | mimicking_fidelity_robustness.json gsw.2011_2015 |
\fidCeilSlopeZlb |
0.96 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.2011_2015 |
\fidTwoYSlopeZlb |
0.75 | targets_and_spanning.json cmt_2y_plus.2011_2015 |
\fidOneYSlopeZlb |
0.87 | mimicking_fidelity_robustness.json cmt_1y_plus.2011_2015 |
\fidGswCurvZlb |
0.81 | mimicking_fidelity_robustness.json gsw.2011_2015 |
\fidCeilCurvZlb |
0.91 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.2011_2015 |
\fidTwoYCurvZlb |
0.75 | targets_and_spanning.json cmt_2y_plus.2011_2015 |
\fidOneYCurvZlb |
0.81 | mimicking_fidelity_robustness.json cmt_1y_plus.2011_2015 |
\fidGswLevelMid |
0.96 | mimicking_fidelity_robustness.json gsw.2016_2019 |
\fidCeilLevelMid |
0.98 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.2016_2019 |
\fidTwoYLevelMid |
0.95 | targets_and_spanning.json cmt_2y_plus.2016_2019 |
\fidOneYLevelMid |
0.94 | mimicking_fidelity_robustness.json cmt_1y_plus.2016_2019 |
\fidGswSlopeMid |
0.80 | mimicking_fidelity_robustness.json gsw.2016_2019 |
\fidCeilSlopeMid |
0.82 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.2016_2019 |
\fidTwoYSlopeMid |
0.50 | targets_and_spanning.json cmt_2y_plus.2016_2019 |
\fidOneYSlopeMid |
0.67 | mimicking_fidelity_robustness.json cmt_1y_plus.2016_2019 |
\fidGswCurvMid |
0.89 | mimicking_fidelity_robustness.json gsw.2016_2019 |
\fidCeilCurvMid |
0.75 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.2016_2019 |
\fidTwoYCurvMid |
0.66 | targets_and_spanning.json cmt_2y_plus.2016_2019 |
\fidOneYCurvMid |
0.75 | mimicking_fidelity_robustness.json cmt_1y_plus.2016_2019 |
\fidGswLevelPandemic |
0.96 | mimicking_fidelity_robustness.json gsw.2020_2021 |
\fidCeilLevelPandemic |
0.99 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.2020_2021 |
\fidSrThreeLevelPandemic |
0.95 | mimicking_fidelity_robustness.json cmt_with_sr3.2020_2021 |
\fidTwoYLevelPandemic |
0.93 | targets_and_spanning.json cmt_2y_plus.2020_2021 |
\fidOneYLevelPandemic |
0.94 | mimicking_fidelity_robustness.json cmt_1y_plus.2020_2021 |
\fidGswSlopePandemic |
0.81 | mimicking_fidelity_robustness.json gsw.2020_2021 |
\fidCeilSlopePandemic |
0.82 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.2020_2021 |
\fidSrThreeSlopePandemic |
0.93 | mimicking_fidelity_robustness.json cmt_with_sr3.2020_2021 |
\fidTwoYSlopePandemic |
0.67 | targets_and_spanning.json cmt_2y_plus.2020_2021 |
\fidOneYSlopePandemic |
0.71 | mimicking_fidelity_robustness.json cmt_1y_plus.2020_2021 |
\fidGswCurvPandemic |
0.77 | mimicking_fidelity_robustness.json gsw.2020_2021 |
\fidCeilCurvPandemic |
0.82 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.2020_2021 |
\fidSrThreeCurvPandemic |
0.75 | mimicking_fidelity_robustness.json cmt_with_sr3.2020_2021 |
\fidTwoYCurvPandemic |
0.71 | targets_and_spanning.json cmt_2y_plus.2020_2021 |
\fidOneYCurvPandemic |
0.61 | mimicking_fidelity_robustness.json cmt_1y_plus.2020_2021 |
\fidGswLevelRecent |
0.96 | mimicking_fidelity_robustness.json gsw.2022_2026 |
\fidCeilLevelRecent |
0.97 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.2022_2026 |
\fidSrThreeLevelRecent |
0.95 | mimicking_fidelity_robustness.json cmt_with_sr3.2022_2026 |
\fidTwoYLevelRecent |
0.96 | targets_and_spanning.json cmt_2y_plus.2022_2026 |
\fidOneYLevelRecent |
0.96 | mimicking_fidelity_robustness.json cmt_1y_plus.2022_2026 |
\fidGswSlopeRecent |
0.82 | mimicking_fidelity_robustness.json gsw.2022_2026 |
\fidCeilSlopeRecent |
0.76 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.2022_2026 |
\fidSrThreeSlopeRecent |
0.74 | mimicking_fidelity_robustness.json cmt_with_sr3.2022_2026 |
\fidTwoYSlopeRecent |
0.71 | targets_and_spanning.json cmt_2y_plus.2022_2026 |
\fidOneYSlopeRecent |
0.66 | mimicking_fidelity_robustness.json cmt_1y_plus.2022_2026 |
\fidGswCurvRecent |
0.91 | mimicking_fidelity_robustness.json gsw.2022_2026 |
\fidCeilCurvRecent |
0.85 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.2022_2026 |
\fidSrThreeCurvRecent |
0.78 | mimicking_fidelity_robustness.json cmt_with_sr3.2022_2026 |
\fidTwoYCurvRecent |
0.81 | targets_and_spanning.json cmt_2y_plus.2022_2026 |
\fidOneYCurvRecent |
0.83 | mimicking_fidelity_robustness.json cmt_1y_plus.2022_2026 |
\fidInsampleLevel |
0.95 | mimicking_fidelity.json insample_2016_2026_six_roots.r2 |
\fidInsampleSlope |
0.77 | mimicking_fidelity.json insample_2016_2026_six_roots.r2 |
\fidInsampleCurv |
0.76 | mimicking_fidelity.json insample_2016_2026_six_roots.r2 |
\fidInsampleN |
2,707 | insample n |
\fidSlopeWorstYear |
2023 | by_year |
\fidSlopeWorstYearValue |
0.61 | by_year |
\fidSlopeBestYear |
2014 | by_year |
\fidSlopeBestYearValue |
0.94 | by_year |
\fidLevelMinYear |
0.93 | by_year min level r2 |
\nQuarters |
64 | mimicking_weights_quarterly.json |
\lastQuarter |
2026Q4 | |
\firstQuarterFiveRoots |
2012Q4 | first quarter with 5 roots |
\firstQuarterSixRoots |
2018Q4 | first quarter with 6 roots |
\quartersIncludedZT |
64 | roots per quarter |
\quartersIncludedZF |
64 | roots per quarter |
\quartersIncludedZN |
64 | roots per quarter |
\quartersIncludedTN |
33 | roots per quarter |
\quartersIncludedUS |
64 | roots per quarter |
\quartersIncludedUB |
57 | roots per quarter |
\pcShareOne |
0.969 | leave_one_out_spanning 1m 08-16ET pc_share_3 |
\looZTOne |
0.54 | 1m 08-16ET ZT |
\looZNOne |
0.69 | 1m 08-16ET ZN |
\looMinOne |
0.54 | 1m 08-16ET min |
\looMaxOne |
0.80 | 1m 08-16ET max |
\pcShareFive |
0.989 | leave_one_out_spanning 5m 08-16ET pc_share_3 |
\looZTFive |
0.72 | 5m 08-16ET ZT |
\looZNFive |
0.90 | 5m 08-16ET ZN |
\looMinFive |
0.72 | 5m 08-16ET min |
\looMaxFive |
0.93 | 5m 08-16ET max |
\pcShareThirty |
0.995 | leave_one_out_spanning 30m 08-16ET pc_share_3 |
\looZTThirty |
0.81 | 30m 08-16ET ZT |
\looZNThirty |
0.97 | 30m 08-16ET ZN |
\looMinThirty |
0.81 | 30m 08-16ET min |
\looMaxThirty |
0.97 | 30m 08-16ET max |
\evFomcSdLevelAll |
2.9 | event_summary.json FOMC_all.sd_dL_bp |
\evFomcRatioLevelAll |
3.2 | FOMC_all.ratio_sd_vs_placebo_dL |
\evFomcSdSlopeAll |
3.2 | event_summary.json FOMC_all.sd_dS_bp |
\evFomcRatioSlopeAll |
3.4 | FOMC_all.ratio_sd_vs_placebo_dS |
\evFomcSdCurvAll |
15.0 | event_summary.json FOMC_all.sd_dC_bp |
\evFomcRatioCurvAll |
6.4 | FOMC_all.ratio_sd_vs_placebo_dC |
\evFomcSdShortRateAll |
0.99 | event_summary.json FOMC_all.sd_dSR_bp |
\evFomcRatioShortRateAll |
4.9 | FOMC_all.ratio_sd_vs_placebo_dSR |
\evFomcSdTwoYAll |
4.0 | event_summary.json FOMC_all.sd_dy2_bp |
\evFomcRatioTwoYAll |
5.3 | FOMC_all.ratio_sd_vs_placebo_dy2 |
\evFomcSdTenYAll |
2.9 | event_summary.json FOMC_all.sd_dy10_bp |
\evFomcRatioTenYAll |
3.4 | FOMC_all.ratio_sd_vs_placebo_dy10 |
\evFomcRvShareLevelAll |
18.5% | FOMC_all.rvshare_dL[0] |
\evFomcRvShareLoLevelAll |
16.5 | FOMC_all.rvshare_dL CI lo |
\evFomcRvShareHiLevelAll |
20.6 | FOMC_all.rvshare_dL CI hi |
\evFomcRvShareMedianLevelAll |
15.0% | FOMC_all.rvshare_dL_median |
\evFomcRvShareSlopeAll |
19.9% | FOMC_all.rvshare_dS[0] |
\evFomcRvShareLoSlopeAll |
17.5 | FOMC_all.rvshare_dS CI lo |
\evFomcRvShareHiSlopeAll |
22.5 | FOMC_all.rvshare_dS CI hi |
\evFomcRvShareMedianSlopeAll |
16.2% | FOMC_all.rvshare_dS_median |
\evFomcRvShareCurvAll |
26.7% | FOMC_all.rvshare_dC[0] |
\evFomcRvShareLoCurvAll |
23.2 | FOMC_all.rvshare_dC CI lo |
\evFomcRvShareHiCurvAll |
30.1 | FOMC_all.rvshare_dC CI hi |
\evFomcRvShareMedianCurvAll |
21.8% | FOMC_all.rvshare_dC_median |
\evFomcNAll |
126 | FOMC_all.n_events |
\evFomcNPlaceboAll |
376 | FOMC_all.n_placebo |
\evFomcVarDyThreeMAll |
0.7 | FOMC_all.var_dy_bp2.3m |
\evFomcVarDyTwoYAll |
16.0 | FOMC_all.var_dy_bp2.2 |
\evFomcVarDyFiveYAll |
13.4 | FOMC_all.var_dy_bp2.5 |
\evFomcVarDyTenYAll |
8.1 | FOMC_all.var_dy_bp2.10 |
\evFomcVarDyThirtyYAll |
7.4 | FOMC_all.var_dy_bp2.30 |
\evFomcPreDriftLevelAll |
$-$0.55 | FOMC_all.pre24h_mean_dL_bp |
\evFomcPreDriftLoLevelAll |
$-$1.25 | CI lo |
\evFomcPreDriftHiLevelAll |
0.12 | CI hi |
\evFomcPreDriftSlopeAll |
0.49 | FOMC_all.pre24h_mean_dS_bp |
\evFomcPreDriftLoSlopeAll |
$-$0.26 | CI lo |
\evFomcPreDriftHiSlopeAll |
1.23 | CI hi |
\evFomcPreDriftShortRateAll |
$-$0.06 | FOMC_all.pre24h_mean_dSR_bp |
\evFomcPreDriftLoShortRateAll |
$-$0.18 | CI lo |
\evFomcPreDriftHiShortRateAll |
0.07 | CI hi |
\evFomcPreDriftTenYAll |
$-$0.41 | FOMC_all.pre24h_mean_dy10_bp |
\evFomcPreDriftLoTenYAll |
$-$1.06 | CI lo |
\evFomcPreDriftHiTenYAll |
0.22 | CI hi |
\evFomcSdLevelZlb |
4.3 | event_summary.json FOMC_2011_2015.sd_dL_bp |
\evFomcRatioLevelZlb |
4.1 | FOMC_2011_2015.ratio_sd_vs_placebo_dL |
\evFomcSdSlopeZlb |
4.8 | event_summary.json FOMC_2011_2015.sd_dS_bp |
\evFomcRatioSlopeZlb |
4.5 | FOMC_2011_2015.ratio_sd_vs_placebo_dS |
\evFomcSdCurvZlb |
15.6 | event_summary.json FOMC_2011_2015.sd_dC_bp |
\evFomcRatioCurvZlb |
7.2 | FOMC_2011_2015.ratio_sd_vs_placebo_dC |
\evFomcSdShortRateZlb |
1.39 | event_summary.json FOMC_2011_2015.sd_dSR_bp |
\evFomcRatioShortRateZlb |
6.2 | FOMC_2011_2015.ratio_sd_vs_placebo_dSR |
\evFomcSdTwoYZlb |
3.9 | event_summary.json FOMC_2011_2015.sd_dy2_bp |
\evFomcRatioTwoYZlb |
7.7 | FOMC_2011_2015.ratio_sd_vs_placebo_dy2 |
\evFomcSdTenYZlb |
3.7 | event_summary.json FOMC_2011_2015.sd_dy10_bp |
\evFomcRatioTenYZlb |
4.6 | FOMC_2011_2015.ratio_sd_vs_placebo_dy10 |
\evFomcRvShareLevelZlb |
25.4% | FOMC_2011_2015.rvshare_dL[0] |
\evFomcRvShareLoLevelZlb |
21.1 | FOMC_2011_2015.rvshare_dL CI lo |
\evFomcRvShareHiLevelZlb |
30.0 | FOMC_2011_2015.rvshare_dL CI hi |
\evFomcRvShareMedianLevelZlb |
23.3% | FOMC_2011_2015.rvshare_dL_median |
\evFomcRvShareSlopeZlb |
28.1% | FOMC_2011_2015.rvshare_dS[0] |
\evFomcRvShareLoSlopeZlb |
23.4 | FOMC_2011_2015.rvshare_dS CI lo |
\evFomcRvShareHiSlopeZlb |
32.9 | FOMC_2011_2015.rvshare_dS CI hi |
\evFomcRvShareMedianSlopeZlb |
26.0% | FOMC_2011_2015.rvshare_dS_median |
\evFomcRvShareCurvZlb |
29.3% | FOMC_2011_2015.rvshare_dC[0] |
\evFomcRvShareLoCurvZlb |
22.9 | FOMC_2011_2015.rvshare_dC CI lo |
\evFomcRvShareHiCurvZlb |
36.3 | FOMC_2011_2015.rvshare_dC CI hi |
\evFomcRvShareMedianCurvZlb |
26.7% | FOMC_2011_2015.rvshare_dC_median |
\evFomcNZlb |
39 | FOMC_2011_2015.n_events |
\evFomcNPlaceboZlb |
114 | FOMC_2011_2015.n_placebo |
\evFomcVarDyThreeMZlb |
0.1 | FOMC_2011_2015.var_dy_bp2.3m |
\evFomcVarDyTwoYZlb |
15.1 | FOMC_2011_2015.var_dy_bp2.2 |
\evFomcVarDyFiveYZlb |
16.1 | FOMC_2011_2015.var_dy_bp2.5 |
\evFomcVarDyTenYZlb |
14.0 | FOMC_2011_2015.var_dy_bp2.10 |
\evFomcVarDyThirtyYZlb |
16.1 | FOMC_2011_2015.var_dy_bp2.30 |
\evFomcPreDriftLevelZlb |
1.08 | FOMC_2011_2015.pre24h_mean_dL_bp |
\evFomcPreDriftLoLevelZlb |
$-$0.52 | CI lo |
\evFomcPreDriftHiLevelZlb |
2.51 | CI hi |
\evFomcPreDriftSlopeZlb |
$-$1.06 | FOMC_2011_2015.pre24h_mean_dS_bp |
\evFomcPreDriftLoSlopeZlb |
$-$2.69 | CI lo |
\evFomcPreDriftHiSlopeZlb |
0.48 | CI hi |
\evFomcPreDriftShortRateZlb |
0.02 | FOMC_2011_2015.pre24h_mean_dSR_bp |
\evFomcPreDriftLoShortRateZlb |
$-$0.23 | CI lo |
\evFomcPreDriftHiShortRateZlb |
0.28 | CI hi |
\evFomcPreDriftTenYZlb |
0.84 | FOMC_2011_2015.pre24h_mean_dy10_bp |
\evFomcPreDriftLoTenYZlb |
$-$0.40 | CI lo |
\evFomcPreDriftHiTenYZlb |
2.05 | CI hi |
\evFomcSdLevelMid |
2.0 | event_summary.json FOMC_2016_2019.sd_dL_bp |
\evFomcRatioLevelMid |
3.1 | FOMC_2016_2019.ratio_sd_vs_placebo_dL |
\evFomcSdSlopeMid |
2.4 | event_summary.json FOMC_2016_2019.sd_dS_bp |
\evFomcRatioSlopeMid |
3.2 | FOMC_2016_2019.ratio_sd_vs_placebo_dS |
\evFomcSdCurvMid |
11.9 | event_summary.json FOMC_2016_2019.sd_dC_bp |
\evFomcRatioCurvMid |
5.5 | FOMC_2016_2019.ratio_sd_vs_placebo_dC |
\evFomcSdShortRateMid |
0.93 | event_summary.json FOMC_2016_2019.sd_dSR_bp |
\evFomcRatioShortRateMid |
5.4 | FOMC_2016_2019.ratio_sd_vs_placebo_dSR |
\evFomcSdTwoYMid |
3.3 | event_summary.json FOMC_2016_2019.sd_dy2_bp |
\evFomcRatioTwoYMid |
4.7 | FOMC_2016_2019.ratio_sd_vs_placebo_dy2 |
\evFomcSdTenYMid |
2.4 | event_summary.json FOMC_2016_2019.sd_dy10_bp |
\evFomcRatioTenYMid |
3.5 | FOMC_2016_2019.ratio_sd_vs_placebo_dy10 |
\evFomcRvShareLevelMid |
19.4% | FOMC_2016_2019.rvshare_dL[0] |
\evFomcRvShareLoLevelMid |
16.1 | FOMC_2016_2019.rvshare_dL CI lo |
\evFomcRvShareHiLevelMid |
23.1 | FOMC_2016_2019.rvshare_dL CI hi |
\evFomcRvShareMedianLevelMid |
15.3% | FOMC_2016_2019.rvshare_dL_median |
\evFomcRvShareSlopeMid |
21.7% | FOMC_2016_2019.rvshare_dS[0] |
\evFomcRvShareLoSlopeMid |
17.9 | FOMC_2016_2019.rvshare_dS CI lo |
\evFomcRvShareHiSlopeMid |
25.9 | FOMC_2016_2019.rvshare_dS CI hi |
\evFomcRvShareMedianSlopeMid |
18.8% | FOMC_2016_2019.rvshare_dS_median |
\evFomcRvShareCurvMid |
27.6% | FOMC_2016_2019.rvshare_dC[0] |
\evFomcRvShareLoCurvMid |
20.6 | FOMC_2016_2019.rvshare_dC CI lo |
\evFomcRvShareHiCurvMid |
35.1 | FOMC_2016_2019.rvshare_dC CI hi |
\evFomcRvShareMedianCurvMid |
22.8% | FOMC_2016_2019.rvshare_dC_median |
\evFomcNMid |
33 | FOMC_2016_2019.n_events |
\evFomcNPlaceboMid |
99 | FOMC_2016_2019.n_placebo |
\evFomcVarDyThreeMMid |
0.1 | FOMC_2016_2019.var_dy_bp2.3m |
\evFomcVarDyTwoYMid |
10.9 | FOMC_2016_2019.var_dy_bp2.2 |
\evFomcVarDyFiveYMid |
10.2 | FOMC_2016_2019.var_dy_bp2.5 |
\evFomcVarDyTenYMid |
5.9 | FOMC_2016_2019.var_dy_bp2.10 |
\evFomcVarDyThirtyYMid |
4.0 | FOMC_2016_2019.var_dy_bp2.30 |
\evFomcPreDriftLevelMid |
$-$1.70 | FOMC_2016_2019.pre24h_mean_dL_bp |
\evFomcPreDriftLoLevelMid |
$-$2.77 | CI lo |
\evFomcPreDriftHiLevelMid |
$-$0.63 | CI hi |
\evFomcPreDriftSlopeMid |
1.57 | FOMC_2016_2019.pre24h_mean_dS_bp |
\evFomcPreDriftLoSlopeMid |
0.45 | CI lo |
\evFomcPreDriftHiSlopeMid |
2.85 | CI hi |
\evFomcPreDriftShortRateMid |
$-$0.13 | FOMC_2016_2019.pre24h_mean_dSR_bp |
\evFomcPreDriftLoShortRateMid |
$-$0.32 | CI lo |
\evFomcPreDriftHiShortRateMid |
0.07 | CI hi |
\evFomcPreDriftTenYMid |
$-$1.16 | FOMC_2016_2019.pre24h_mean_dy10_bp |
\evFomcPreDriftLoTenYMid |
$-$2.17 | CI lo |
\evFomcPreDriftHiTenYMid |
$-$0.24 | CI hi |
\evFomcSdLevelPandemic |
1.8 | event_summary.json FOMC_2020_2021.sd_dL_bp |
\evFomcRatioLevelPandemic |
1.6 | FOMC_2020_2021.ratio_sd_vs_placebo_dL |
\evFomcSdSlopePandemic |
1.9 | event_summary.json FOMC_2020_2021.sd_dS_bp |
\evFomcRatioSlopePandemic |
1.5 | FOMC_2020_2021.ratio_sd_vs_placebo_dS |
\evFomcSdCurvPandemic |
7.3 | event_summary.json FOMC_2020_2021.sd_dC_bp |
\evFomcRatioCurvPandemic |
5.1 | FOMC_2020_2021.ratio_sd_vs_placebo_dC |
\evFomcSdShortRatePandemic |
0.96 | event_summary.json FOMC_2020_2021.sd_dSR_bp |
\evFomcRatioShortRatePandemic |
4.0 | FOMC_2020_2021.ratio_sd_vs_placebo_dSR |
\evFomcSdTwoYPandemic |
1.5 | event_summary.json FOMC_2020_2021.sd_dy2_bp |
\evFomcRatioTwoYPandemic |
2.7 | FOMC_2020_2021.ratio_sd_vs_placebo_dy2 |
\evFomcSdTenYPandemic |
1.5 | event_summary.json FOMC_2020_2021.sd_dy10_bp |
\evFomcRatioTenYPandemic |
1.5 | FOMC_2020_2021.ratio_sd_vs_placebo_dy10 |
\evFomcRvShareLevelPandemic |
15.1% | FOMC_2020_2021.rvshare_dL[0] |
\evFomcRvShareLoLevelPandemic |
11.0 | FOMC_2020_2021.rvshare_dL CI lo |
\evFomcRvShareHiLevelPandemic |
19.1 | FOMC_2020_2021.rvshare_dL CI hi |
\evFomcRvShareMedianLevelPandemic |
15.1% | FOMC_2020_2021.rvshare_dL_median |
\evFomcRvShareSlopePandemic |
16.1% | FOMC_2020_2021.rvshare_dS[0] |
\evFomcRvShareLoSlopePandemic |
11.6 | FOMC_2020_2021.rvshare_dS CI lo |
\evFomcRvShareHiSlopePandemic |
20.5 | FOMC_2020_2021.rvshare_dS CI hi |
\evFomcRvShareMedianSlopePandemic |
16.2% | FOMC_2020_2021.rvshare_dS_median |
\evFomcRvShareCurvPandemic |
16.2% | FOMC_2020_2021.rvshare_dC[0] |
\evFomcRvShareLoCurvPandemic |
9.0 | FOMC_2020_2021.rvshare_dC CI lo |
\evFomcRvShareHiCurvPandemic |
23.6 | FOMC_2020_2021.rvshare_dC CI hi |
\evFomcRvShareMedianCurvPandemic |
10.1% | FOMC_2020_2021.rvshare_dC_median |
\evFomcNPandemic |
15 | FOMC_2020_2021.n_events |
\evFomcNPlaceboPandemic |
48 | FOMC_2020_2021.n_placebo |
\evFomcVarDyThreeMPandemic |
0.1 | FOMC_2020_2021.var_dy_bp2.3m |
\evFomcVarDyTwoYPandemic |
2.4 | FOMC_2020_2021.var_dy_bp2.2 |
\evFomcVarDyFiveYPandemic |
2.5 | FOMC_2020_2021.var_dy_bp2.5 |
\evFomcVarDyTenYPandemic |
2.2 | FOMC_2020_2021.var_dy_bp2.10 |
\evFomcVarDyThirtyYPandemic |
2.7 | FOMC_2020_2021.var_dy_bp2.30 |
\evFomcPreDriftLevelPandemic |
0.01 | FOMC_2020_2021.pre24h_mean_dL_bp |
\evFomcPreDriftLoLevelPandemic |
$-$1.39 | CI lo |
\evFomcPreDriftHiLevelPandemic |
1.49 | CI hi |
\evFomcPreDriftSlopePandemic |
$-$0.04 | FOMC_2020_2021.pre24h_mean_dS_bp |
\evFomcPreDriftLoSlopePandemic |
$-$1.44 | CI lo |
\evFomcPreDriftHiSlopePandemic |
1.46 | CI hi |
\evFomcPreDriftShortRatePandemic |
$-$0.03 | FOMC_2020_2021.pre24h_mean_dSR_bp |
\evFomcPreDriftLoShortRatePandemic |
$-$0.28 | CI lo |
\evFomcPreDriftHiShortRatePandemic |
0.20 | CI hi |
\evFomcPreDriftTenYPandemic |
0.11 | FOMC_2020_2021.pre24h_mean_dy10_bp |
\evFomcPreDriftLoTenYPandemic |
$-$1.04 | CI lo |
\evFomcPreDriftHiTenYPandemic |
1.21 | CI hi |
\evFomcSdLevelRecent |
1.9 | event_summary.json FOMC_2022_2026.sd_dL_bp |
\evFomcRatioLevelRecent |
2.2 | FOMC_2022_2026.ratio_sd_vs_placebo_dL |
\evFomcSdSlopeRecent |
2.0 | event_summary.json FOMC_2022_2026.sd_dS_bp |
\evFomcRatioSlopeRecent |
2.2 | FOMC_2022_2026.ratio_sd_vs_placebo_dS |
\evFomcSdCurvRecent |
18.8 | event_summary.json FOMC_2022_2026.sd_dC_bp |
\evFomcRatioCurvRecent |
6.3 | FOMC_2022_2026.ratio_sd_vs_placebo_dC |
\evFomcSdShortRateRecent |
0.48 | event_summary.json FOMC_2022_2026.sd_dSR_bp |
\evFomcRatioShortRateRecent |
2.5 | FOMC_2022_2026.ratio_sd_vs_placebo_dSR |
\evFomcSdTwoYRecent |
5.2 | event_summary.json FOMC_2022_2026.sd_dy2_bp |
\evFomcRatioTwoYRecent |
5.1 | FOMC_2022_2026.ratio_sd_vs_placebo_dy2 |
\evFomcSdTenYRecent |
2.4 | event_summary.json FOMC_2022_2026.sd_dy10_bp |
\evFomcRatioTenYRecent |
2.6 | FOMC_2022_2026.ratio_sd_vs_placebo_dy10 |
\evFomcRvShareLevelRecent |
12.2% | FOMC_2022_2026.rvshare_dL[0] |
\evFomcRvShareLoLevelRecent |
10.0 | FOMC_2022_2026.rvshare_dL CI lo |
\evFomcRvShareHiLevelRecent |
14.4 | FOMC_2022_2026.rvshare_dL CI hi |
\evFomcRvShareMedianLevelRecent |
11.0% | FOMC_2022_2026.rvshare_dL_median |
\evFomcRvShareSlopeRecent |
11.6% | FOMC_2022_2026.rvshare_dS[0] |
\evFomcRvShareLoSlopeRecent |
9.7 | FOMC_2022_2026.rvshare_dS CI lo |
\evFomcRvShareHiSlopeRecent |
13.7 | FOMC_2022_2026.rvshare_dS CI hi |
\evFomcRvShareMedianSlopeRecent |
10.4% | FOMC_2022_2026.rvshare_dS_median |
\evFomcRvShareCurvRecent |
27.3% | FOMC_2022_2026.rvshare_dC[0] |
\evFomcRvShareLoCurvRecent |
21.2 | FOMC_2022_2026.rvshare_dC CI lo |
\evFomcRvShareHiCurvRecent |
33.3 | FOMC_2022_2026.rvshare_dC CI hi |
\evFomcRvShareMedianCurvRecent |
23.4% | FOMC_2022_2026.rvshare_dC_median |
\evFomcNRecent |
39 | FOMC_2022_2026.n_events |
\evFomcNPlaceboRecent |
115 | FOMC_2022_2026.n_placebo |
\evFomcVarDyThreeMRecent |
1.9 | FOMC_2022_2026.var_dy_bp2.3m |
\evFomcVarDyTwoYRecent |
26.8 | FOMC_2022_2026.var_dy_bp2.2 |
\evFomcVarDyFiveYRecent |
17.4 | FOMC_2022_2026.var_dy_bp2.5 |
\evFomcVarDyTenYRecent |
6.0 | FOMC_2022_2026.var_dy_bp2.10 |
\evFomcVarDyThirtyYRecent |
2.8 | FOMC_2022_2026.var_dy_bp2.30 |
\evFomcPreDriftLevelRecent |
$-$1.42 | FOMC_2022_2026.pre24h_mean_dL_bp |
\evFomcPreDriftLoLevelRecent |
$-$2.52 | CI lo |
\evFomcPreDriftHiLevelRecent |
$-$0.43 | CI hi |
\evFomcPreDriftSlopeRecent |
1.33 | FOMC_2022_2026.pre24h_mean_dS_bp |
\evFomcPreDriftLoSlopeRecent |
0.25 | CI lo |
\evFomcPreDriftHiSlopeRecent |
2.51 | CI hi |
\evFomcPreDriftShortRateRecent |
$-$0.08 | FOMC_2022_2026.pre24h_mean_dSR_bp |
\evFomcPreDriftLoShortRateRecent |
$-$0.35 | CI lo |
\evFomcPreDriftHiShortRateRecent |
0.18 | CI hi |
\evFomcPreDriftTenYRecent |
$-$1.22 | FOMC_2022_2026.pre24h_mean_dy10_bp |
\evFomcPreDriftLoTenYRecent |
$-$2.55 | CI lo |
\evFomcPreDriftHiTenYRecent |
0.00 | CI hi |
\evCpiSdLevelAll |
2.8 | event_summary.json CPI_all.sd_dL_bp |
\evCpiRatioLevelAll |
1.9 | CPI_all.ratio_sd_vs_placebo_dL |
\evCpiSdSlopeAll |
3.0 | event_summary.json CPI_all.sd_dS_bp |
\evCpiRatioSlopeAll |
2.0 | CPI_all.ratio_sd_vs_placebo_dS |
\evCpiSdCurvAll |
14.9 | event_summary.json CPI_all.sd_dC_bp |
\evCpiRatioCurvAll |
4.2 | CPI_all.ratio_sd_vs_placebo_dC |
\evCpiSdShortRateAll |
0.50 | event_summary.json CPI_all.sd_dSR_bp |
\evCpiRatioShortRateAll |
1.9 | CPI_all.ratio_sd_vs_placebo_dSR |
\evCpiSdTwoYAll |
5.1 | event_summary.json CPI_all.sd_dy2_bp |
\evCpiRatioTwoYAll |
4.2 | CPI_all.ratio_sd_vs_placebo_dy2 |
\evCpiSdTenYAll |
3.8 | event_summary.json CPI_all.sd_dy10_bp |
\evCpiRatioTenYAll |
2.8 | CPI_all.ratio_sd_vs_placebo_dy10 |
\evCpiRvShareLevelAll |
16.0% | CPI_all.rvshare_dL[0] |
\evCpiRvShareLoLevelAll |
14.4 | CPI_all.rvshare_dL CI lo |
\evCpiRvShareHiLevelAll |
17.7 | CPI_all.rvshare_dL CI hi |
\evCpiRvShareMedianLevelAll |
11.7% | CPI_all.rvshare_dL_median |
\evCpiRvShareSlopeAll |
16.9% | CPI_all.rvshare_dS[0] |
\evCpiRvShareLoSlopeAll |
15.1 | CPI_all.rvshare_dS CI lo |
\evCpiRvShareHiSlopeAll |
18.8 | CPI_all.rvshare_dS CI hi |
\evCpiRvShareMedianSlopeAll |
12.7% | CPI_all.rvshare_dS_median |
\evCpiRvShareCurvAll |
20.7% | CPI_all.rvshare_dC[0] |
\evCpiRvShareLoCurvAll |
17.6 | CPI_all.rvshare_dC CI lo |
\evCpiRvShareHiCurvAll |
23.8 | CPI_all.rvshare_dC CI hi |
\evCpiRvShareMedianCurvAll |
10.8% | CPI_all.rvshare_dC_median |
\evCpiNAll |
187 | CPI_all.n_events |
\evCpiNPlaceboAll |
561 | CPI_all.n_placebo |
\evCpiVarDyThreeMAll |
1.4 | CPI_all.var_dy_bp2.3m |
\evCpiVarDyTwoYAll |
25.5 | CPI_all.var_dy_bp2.2 |
\evCpiVarDyFiveYAll |
24.0 | CPI_all.var_dy_bp2.5 |
\evCpiVarDyTenYAll |
14.7 | CPI_all.var_dy_bp2.10 |
\evCpiVarDyThirtyYAll |
9.4 | CPI_all.var_dy_bp2.30 |
\evCpiPreDriftLevelAll |
$-$0.23 | CPI_all.pre24h_mean_dL_bp |
\evCpiPreDriftLoLevelAll |
$-$0.94 | CI lo |
\evCpiPreDriftHiLevelAll |
0.50 | CI hi |
\evCpiPreDriftSlopeAll |
0.23 | CPI_all.pre24h_mean_dS_bp |
\evCpiPreDriftLoSlopeAll |
$-$0.52 | CI lo |
\evCpiPreDriftHiSlopeAll |
0.98 | CI hi |
\evCpiPreDriftShortRateAll |
0.00 | CPI_all.pre24h_mean_dSR_bp |
\evCpiPreDriftLoShortRateAll |
$-$0.11 | CI lo |
\evCpiPreDriftHiShortRateAll |
0.12 | CI hi |
\evCpiPreDriftTenYAll |
$-$0.01 | CPI_all.pre24h_mean_dy10_bp |
\evCpiPreDriftLoTenYAll |
$-$0.62 | CI lo |
\evCpiPreDriftHiTenYAll |
0.61 | CI hi |
\evCpiSdLevelZlb |
2.2 | event_summary.json CPI_2011_2015.sd_dL_bp |
\evCpiRatioLevelZlb |
1.4 | CPI_2011_2015.ratio_sd_vs_placebo_dL |
\evCpiSdSlopeZlb |
2.4 | event_summary.json CPI_2011_2015.sd_dS_bp |
\evCpiRatioSlopeZlb |
1.5 | CPI_2011_2015.ratio_sd_vs_placebo_dS |
\evCpiSdCurvZlb |
3.4 | event_summary.json CPI_2011_2015.sd_dC_bp |
\evCpiRatioCurvZlb |
1.2 | CPI_2011_2015.ratio_sd_vs_placebo_dC |
\evCpiSdShortRateZlb |
0.38 | event_summary.json CPI_2011_2015.sd_dSR_bp |
\evCpiRatioShortRateZlb |
1.3 | CPI_2011_2015.ratio_sd_vs_placebo_dSR |
\evCpiSdTwoYZlb |
1.3 | event_summary.json CPI_2011_2015.sd_dy2_bp |
\evCpiRatioTwoYZlb |
1.6 | CPI_2011_2015.ratio_sd_vs_placebo_dy2 |
\evCpiSdTenYZlb |
1.9 | event_summary.json CPI_2011_2015.sd_dy10_bp |
\evCpiRatioTenYZlb |
1.5 | CPI_2011_2015.ratio_sd_vs_placebo_dy10 |
\evCpiRvShareLevelZlb |
11.6% | CPI_2011_2015.rvshare_dL[0] |
\evCpiRvShareLoLevelZlb |
9.9 | CPI_2011_2015.rvshare_dL CI lo |
\evCpiRvShareHiLevelZlb |
13.4 | CPI_2011_2015.rvshare_dL CI hi |
\evCpiRvShareMedianLevelZlb |
9.3% | CPI_2011_2015.rvshare_dL_median |
\evCpiRvShareSlopeZlb |
12.7% | CPI_2011_2015.rvshare_dS[0] |
\evCpiRvShareLoSlopeZlb |
10.6 | CPI_2011_2015.rvshare_dS CI lo |
\evCpiRvShareHiSlopeZlb |
14.9 | CPI_2011_2015.rvshare_dS CI hi |
\evCpiRvShareMedianSlopeZlb |
9.6% | CPI_2011_2015.rvshare_dS_median |
\evCpiRvShareCurvZlb |
7.4% | CPI_2011_2015.rvshare_dC[0] |
\evCpiRvShareLoCurvZlb |
6.3 | CPI_2011_2015.rvshare_dC CI lo |
\evCpiRvShareHiCurvZlb |
8.6 | CPI_2011_2015.rvshare_dC CI hi |
\evCpiRvShareMedianCurvZlb |
5.9% | CPI_2011_2015.rvshare_dC_median |
\evCpiNZlb |
60 | CPI_2011_2015.n_events |
\evCpiNPlaceboZlb |
180 | CPI_2011_2015.n_placebo |
\evCpiVarDyThreeMZlb |
0.0 | CPI_2011_2015.var_dy_bp2.3m |
\evCpiVarDyTwoYZlb |
1.6 | CPI_2011_2015.var_dy_bp2.2 |
\evCpiVarDyFiveYZlb |
2.9 | CPI_2011_2015.var_dy_bp2.5 |
\evCpiVarDyTenYZlb |
3.7 | CPI_2011_2015.var_dy_bp2.10 |
\evCpiVarDyThirtyYZlb |
4.5 | CPI_2011_2015.var_dy_bp2.30 |
\evCpiPreDriftLevelZlb |
1.43 | CPI_2011_2015.pre24h_mean_dL_bp |
\evCpiPreDriftLoLevelZlb |
$-$0.10 | CI lo |
\evCpiPreDriftHiLevelZlb |
2.96 | CI hi |
\evCpiPreDriftSlopeZlb |
$-$1.50 | CPI_2011_2015.pre24h_mean_dS_bp |
\evCpiPreDriftLoSlopeZlb |
$-$3.13 | CI lo |
\evCpiPreDriftHiSlopeZlb |
0.11 | CI hi |
\evCpiPreDriftShortRateZlb |
$-$0.07 | CPI_2011_2015.pre24h_mean_dSR_bp |
\evCpiPreDriftLoShortRateZlb |
$-$0.35 | CI lo |
\evCpiPreDriftHiShortRateZlb |
0.18 | CI hi |
\evCpiPreDriftTenYZlb |
1.11 | CPI_2011_2015.pre24h_mean_dy10_bp |
\evCpiPreDriftLoTenYZlb |
$-$0.17 | CI lo |
\evCpiPreDriftHiTenYZlb |
2.31 | CI hi |
\evCpiSdLevelMid |
2.0 | event_summary.json CPI_2016_2019.sd_dL_bp |
\evCpiRatioLevelMid |
1.7 | CPI_2016_2019.ratio_sd_vs_placebo_dL |
\evCpiSdSlopeMid |
2.3 | event_summary.json CPI_2016_2019.sd_dS_bp |
\evCpiRatioSlopeMid |
1.8 | CPI_2016_2019.ratio_sd_vs_placebo_dS |
\evCpiSdCurvMid |
5.3 | event_summary.json CPI_2016_2019.sd_dC_bp |
\evCpiRatioCurvMid |
2.0 | CPI_2016_2019.ratio_sd_vs_placebo_dC |
\evCpiSdShortRateMid |
0.43 | event_summary.json CPI_2016_2019.sd_dSR_bp |
\evCpiRatioShortRateMid |
2.2 | CPI_2016_2019.ratio_sd_vs_placebo_dSR |
\evCpiSdTwoYMid |
1.9 | event_summary.json CPI_2016_2019.sd_dy2_bp |
\evCpiRatioTwoYMid |
2.1 | CPI_2016_2019.ratio_sd_vs_placebo_dy2 |
\evCpiSdTenYMid |
2.1 | event_summary.json CPI_2016_2019.sd_dy10_bp |
\evCpiRatioTenYMid |
1.9 | CPI_2016_2019.ratio_sd_vs_placebo_dy10 |
\evCpiRvShareLevelMid |
13.6% | CPI_2016_2019.rvshare_dL[0] |
\evCpiRvShareLoLevelMid |
11.0 | CPI_2016_2019.rvshare_dL CI lo |
\evCpiRvShareHiLevelMid |
16.4 | CPI_2016_2019.rvshare_dL CI hi |
\evCpiRvShareMedianLevelMid |
10.0% | CPI_2016_2019.rvshare_dL_median |
\evCpiRvShareSlopeMid |
15.3% | CPI_2016_2019.rvshare_dS[0] |
\evCpiRvShareLoSlopeMid |
12.4 | CPI_2016_2019.rvshare_dS CI lo |
\evCpiRvShareHiSlopeMid |
18.4 | CPI_2016_2019.rvshare_dS CI hi |
\evCpiRvShareMedianSlopeMid |
11.0% | CPI_2016_2019.rvshare_dS_median |
\evCpiRvShareCurvMid |
13.9% | CPI_2016_2019.rvshare_dC[0] |
\evCpiRvShareLoCurvMid |
11.0 | CPI_2016_2019.rvshare_dC CI lo |
\evCpiRvShareHiCurvMid |
16.9 | CPI_2016_2019.rvshare_dC CI hi |
\evCpiRvShareMedianCurvMid |
9.5% | CPI_2016_2019.rvshare_dC_median |
\evCpiNMid |
47 | CPI_2016_2019.n_events |
\evCpiNPlaceboMid |
141 | CPI_2016_2019.n_placebo |
\evCpiVarDyThreeMMid |
0.0 | CPI_2016_2019.var_dy_bp2.3m |
\evCpiVarDyTwoYMid |
3.6 | CPI_2016_2019.var_dy_bp2.2 |
\evCpiVarDyFiveYMid |
4.8 | CPI_2016_2019.var_dy_bp2.5 |
\evCpiVarDyTenYMid |
4.3 | CPI_2016_2019.var_dy_bp2.10 |
\evCpiVarDyThirtyYMid |
4.1 | CPI_2016_2019.var_dy_bp2.30 |
\evCpiPreDriftLevelMid |
$-$0.94 | CPI_2016_2019.pre24h_mean_dL_bp |
\evCpiPreDriftLoLevelMid |
$-$2.00 | CI lo |
\evCpiPreDriftHiLevelMid |
0.13 | CI hi |
\evCpiPreDriftSlopeMid |
0.92 | CPI_2016_2019.pre24h_mean_dS_bp |
\evCpiPreDriftLoSlopeMid |
$-$0.36 | CI lo |
\evCpiPreDriftHiSlopeMid |
2.07 | CI hi |
\evCpiPreDriftShortRateMid |
$-$0.02 | CPI_2016_2019.pre24h_mean_dSR_bp |
\evCpiPreDriftLoShortRateMid |
$-$0.29 | CI lo |
\evCpiPreDriftHiShortRateMid |
0.19 | CI hi |
\evCpiPreDriftTenYMid |
$-$0.68 | CPI_2016_2019.pre24h_mean_dy10_bp |
\evCpiPreDriftLoTenYMid |
$-$1.69 | CI lo |
\evCpiPreDriftHiTenYMid |
0.42 | CI hi |
\evCpiSdLevelPandemic |
1.8 | event_summary.json CPI_2020_2021.sd_dL_bp |
\evCpiRatioLevelPandemic |
1.4 | CPI_2020_2021.ratio_sd_vs_placebo_dL |
\evCpiSdSlopePandemic |
2.1 | event_summary.json CPI_2020_2021.sd_dS_bp |
\evCpiRatioSlopePandemic |
1.7 | CPI_2020_2021.ratio_sd_vs_placebo_dS |
\evCpiSdCurvPandemic |
5.3 | event_summary.json CPI_2020_2021.sd_dC_bp |
\evCpiRatioCurvPandemic |
1.8 | CPI_2020_2021.ratio_sd_vs_placebo_dC |
\evCpiSdShortRatePandemic |
0.53 | event_summary.json CPI_2020_2021.sd_dSR_bp |
\evCpiRatioShortRatePandemic |
1.8 | CPI_2020_2021.ratio_sd_vs_placebo_dSR |
\evCpiSdTwoYPandemic |
1.5 | event_summary.json CPI_2020_2021.sd_dy2_bp |
\evCpiRatioTwoYPandemic |
1.9 | CPI_2020_2021.ratio_sd_vs_placebo_dy2 |
\evCpiSdTenYPandemic |
1.7 | event_summary.json CPI_2020_2021.sd_dy10_bp |
\evCpiRatioTenYPandemic |
1.6 | CPI_2020_2021.ratio_sd_vs_placebo_dy10 |
\evCpiRvShareLevelPandemic |
11.3% | CPI_2020_2021.rvshare_dL[0] |
\evCpiRvShareLoLevelPandemic |
8.3 | CPI_2020_2021.rvshare_dL CI lo |
\evCpiRvShareHiLevelPandemic |
14.5 | CPI_2020_2021.rvshare_dL CI hi |
\evCpiRvShareMedianLevelPandemic |
9.2% | CPI_2020_2021.rvshare_dL_median |
\evCpiRvShareSlopePandemic |
12.1% | CPI_2020_2021.rvshare_dS[0] |
\evCpiRvShareLoSlopePandemic |
8.5 | CPI_2020_2021.rvshare_dS CI lo |
\evCpiRvShareHiSlopePandemic |
15.8 | CPI_2020_2021.rvshare_dS CI hi |
\evCpiRvShareMedianSlopePandemic |
8.7% | CPI_2020_2021.rvshare_dS_median |
\evCpiRvShareCurvPandemic |
9.0% | CPI_2020_2021.rvshare_dC[0] |
\evCpiRvShareLoCurvPandemic |
6.0 | CPI_2020_2021.rvshare_dC CI lo |
\evCpiRvShareHiCurvPandemic |
12.6 | CPI_2020_2021.rvshare_dC CI hi |
\evCpiRvShareMedianCurvPandemic |
5.3% | CPI_2020_2021.rvshare_dC_median |
\evCpiNPandemic |
23 | CPI_2020_2021.n_events |
\evCpiNPlaceboPandemic |
69 | CPI_2020_2021.n_placebo |
\evCpiVarDyThreeMPandemic |
0.0 | CPI_2020_2021.var_dy_bp2.3m |
\evCpiVarDyTwoYPandemic |
2.4 | CPI_2020_2021.var_dy_bp2.2 |
\evCpiVarDyFiveYPandemic |
3.0 | CPI_2020_2021.var_dy_bp2.5 |
\evCpiVarDyTenYPandemic |
2.8 | CPI_2020_2021.var_dy_bp2.10 |
\evCpiVarDyThirtyYPandemic |
2.9 | CPI_2020_2021.var_dy_bp2.30 |
\evCpiPreDriftLevelPandemic |
$-$0.52 | CPI_2020_2021.pre24h_mean_dL_bp |
\evCpiPreDriftLoLevelPandemic |
$-$2.05 | CI lo |
\evCpiPreDriftHiLevelPandemic |
0.92 | CI hi |
\evCpiPreDriftSlopePandemic |
0.45 | CPI_2020_2021.pre24h_mean_dS_bp |
\evCpiPreDriftLoSlopePandemic |
$-$1.10 | CI lo |
\evCpiPreDriftHiSlopePandemic |
1.91 | CI hi |
\evCpiPreDriftShortRatePandemic |
$-$0.07 | CPI_2020_2021.pre24h_mean_dSR_bp |
\evCpiPreDriftLoShortRatePandemic |
$-$0.33 | CI lo |
\evCpiPreDriftHiShortRatePandemic |
0.19 | CI hi |
\evCpiPreDriftTenYPandemic |
$-$0.15 | CPI_2020_2021.pre24h_mean_dy10_bp |
\evCpiPreDriftLoTenYPandemic |
$-$1.27 | CI lo |
\evCpiPreDriftHiTenYPandemic |
0.89 | CI hi |
\evCpiSdLevelRecent |
4.0 | event_summary.json CPI_2022_2026.sd_dL_bp |
\evCpiRatioLevelRecent |
2.3 | CPI_2022_2026.ratio_sd_vs_placebo_dL |
\evCpiSdSlopeRecent |
4.2 | event_summary.json CPI_2022_2026.sd_dS_bp |
\evCpiRatioSlopeRecent |
2.4 | CPI_2022_2026.ratio_sd_vs_placebo_dS |
\evCpiSdCurvRecent |
25.9 | event_summary.json CPI_2022_2026.sd_dC_bp |
\evCpiRatioCurvRecent |
5.1 | CPI_2022_2026.ratio_sd_vs_placebo_dC |
\evCpiSdShortRateRecent |
0.61 | event_summary.json CPI_2022_2026.sd_dSR_bp |
\evCpiRatioShortRateRecent |
2.3 | CPI_2022_2026.ratio_sd_vs_placebo_dSR |
\evCpiSdTwoYRecent |
8.9 | event_summary.json CPI_2022_2026.sd_dy2_bp |
\evCpiRatioTwoYRecent |
4.9 | CPI_2022_2026.ratio_sd_vs_placebo_dy2 |
\evCpiSdTenYRecent |
6.4 | event_summary.json CPI_2022_2026.sd_dy10_bp |
\evCpiRatioTenYRecent |
3.5 | CPI_2022_2026.ratio_sd_vs_placebo_dy10 |
\evCpiRvShareLevelRecent |
24.5% | CPI_2022_2026.rvshare_dL[0] |
\evCpiRvShareLoLevelRecent |
20.8 | CPI_2022_2026.rvshare_dL CI lo |
\evCpiRvShareHiLevelRecent |
28.1 | CPI_2022_2026.rvshare_dL CI hi |
\evCpiRvShareMedianLevelRecent |
21.1% | CPI_2022_2026.rvshare_dL_median |
\evCpiRvShareSlopeRecent |
24.5% | CPI_2022_2026.rvshare_dS[0] |
\evCpiRvShareLoSlopeRecent |
20.8 | CPI_2022_2026.rvshare_dS CI lo |
\evCpiRvShareHiSlopeRecent |
28.7 | CPI_2022_2026.rvshare_dS CI hi |
\evCpiRvShareMedianSlopeRecent |
20.8% | CPI_2022_2026.rvshare_dS_median |
\evCpiRvShareCurvRecent |
44.8% | CPI_2022_2026.rvshare_dC[0] |
\evCpiRvShareLoCurvRecent |
39.2 | CPI_2022_2026.rvshare_dC CI lo |
\evCpiRvShareHiCurvRecent |
50.4 | CPI_2022_2026.rvshare_dC CI hi |
\evCpiRvShareMedianCurvRecent |
48.3% | CPI_2022_2026.rvshare_dC_median |
\evCpiNRecent |
57 | CPI_2022_2026.n_events |
\evCpiNPlaceboRecent |
171 | CPI_2022_2026.n_placebo |
\evCpiVarDyThreeMRecent |
4.4 | CPI_2022_2026.var_dy_bp2.3m |
\evCpiVarDyTwoYRecent |
78.3 | CPI_2022_2026.var_dy_bp2.2 |
\evCpiVarDyFiveYRecent |
71.1 | CPI_2022_2026.var_dy_bp2.5 |
\evCpiVarDyTenYRecent |
40.4 | CPI_2022_2026.var_dy_bp2.10 |
\evCpiVarDyThirtyYRecent |
21.8 | CPI_2022_2026.var_dy_bp2.30 |
\evCpiPreDriftLevelRecent |
$-$1.27 | CPI_2022_2026.pre24h_mean_dL_bp |
\evCpiPreDriftLoLevelRecent |
$-$2.51 | CI lo |
\evCpiPreDriftHiLevelRecent |
$-$0.08 | CI hi |
\evCpiPreDriftSlopeRecent |
1.40 | CPI_2022_2026.pre24h_mean_dS_bp |
\evCpiPreDriftLoSlopeRecent |
0.23 | CI lo |
\evCpiPreDriftHiSlopeRecent |
2.60 | CI hi |
\evCpiPreDriftShortRateRecent |
0.13 | CPI_2022_2026.pre24h_mean_dSR_bp |
\evCpiPreDriftLoShortRateRecent |
$-$0.03 | CI lo |
\evCpiPreDriftHiShortRateRecent |
0.31 | CI hi |
\evCpiPreDriftTenYRecent |
$-$0.58 | CPI_2022_2026.pre24h_mean_dy10_bp |
\evCpiPreDriftLoTenYRecent |
$-$1.76 | CI lo |
\evCpiPreDriftHiTenYRecent |
0.62 | CI hi |
\evEmpSdLevelAll |
4.3 | event_summary.json EMP_all.sd_dL_bp |
\evEmpRatioLevelAll |
3.2 | EMP_all.ratio_sd_vs_placebo_dL |
\evEmpSdSlopeAll |
4.8 | event_summary.json EMP_all.sd_dS_bp |
\evEmpRatioSlopeAll |
3.4 | EMP_all.ratio_sd_vs_placebo_dS |
\evEmpSdCurvAll |
13.8 | event_summary.json EMP_all.sd_dC_bp |
\evEmpRatioCurvAll |
2.9 | EMP_all.ratio_sd_vs_placebo_dC |
\evEmpSdShortRateAll |
0.88 | event_summary.json EMP_all.sd_dSR_bp |
\evEmpRatioShortRateAll |
3.1 | EMP_all.ratio_sd_vs_placebo_dSR |
\evEmpSdTwoYAll |
4.8 | event_summary.json EMP_all.sd_dy2_bp |
\evEmpRatioTwoYAll |
3.3 | EMP_all.ratio_sd_vs_placebo_dy2 |
\evEmpSdTenYAll |
4.6 | event_summary.json EMP_all.sd_dy10_bp |
\evEmpRatioTenYAll |
3.5 | EMP_all.ratio_sd_vs_placebo_dy10 |
\evEmpRvShareLevelAll |
30.4% | EMP_all.rvshare_dL[0] |
\evEmpRvShareLoLevelAll |
28.0 | EMP_all.rvshare_dL CI lo |
\evEmpRvShareHiLevelAll |
33.3 | EMP_all.rvshare_dL CI hi |
\evEmpRvShareMedianLevelAll |
24.9% | EMP_all.rvshare_dL_median |
\evEmpRvShareSlopeAll |
33.1% | EMP_all.rvshare_dS[0] |
\evEmpRvShareLoSlopeAll |
30.5 | EMP_all.rvshare_dS CI lo |
\evEmpRvShareHiSlopeAll |
35.8 | EMP_all.rvshare_dS CI hi |
\evEmpRvShareMedianSlopeAll |
27.8% | EMP_all.rvshare_dS_median |
\evEmpRvShareCurvAll |
32.0% | EMP_all.rvshare_dC[0] |
\evEmpRvShareLoCurvAll |
29.2 | EMP_all.rvshare_dC CI lo |
\evEmpRvShareHiCurvAll |
34.9 | EMP_all.rvshare_dC CI hi |
\evEmpRvShareMedianCurvAll |
26.5% | EMP_all.rvshare_dC_median |
\evEmpNAll |
190 | EMP_all.n_events |
\evEmpNPlaceboAll |
570 | EMP_all.n_placebo |
\evEmpVarDyThreeMAll |
1.0 | EMP_all.var_dy_bp2.3m |
\evEmpVarDyTwoYAll |
22.9 | EMP_all.var_dy_bp2.2 |
\evEmpVarDyFiveYAll |
26.0 | EMP_all.var_dy_bp2.5 |
\evEmpVarDyTenYAll |
21.0 | EMP_all.var_dy_bp2.10 |
\evEmpVarDyThirtyYAll |
18.7 | EMP_all.var_dy_bp2.30 |
\evEmpPreDriftLevelAll |
$-$0.19 | EMP_all.pre24h_mean_dL_bp |
\evEmpPreDriftLoLevelAll |
$-$0.96 | CI lo |
\evEmpPreDriftHiLevelAll |
0.57 | CI hi |
\evEmpPreDriftSlopeAll |
0.10 | EMP_all.pre24h_mean_dS_bp |
\evEmpPreDriftLoSlopeAll |
$-$0.64 | CI lo |
\evEmpPreDriftHiSlopeAll |
0.84 | CI hi |
\evEmpPreDriftShortRateAll |
$-$0.09 | EMP_all.pre24h_mean_dSR_bp |
\evEmpPreDriftLoShortRateAll |
$-$0.20 | CI lo |
\evEmpPreDriftHiShortRateAll |
0.02 | CI hi |
\evEmpPreDriftTenYAll |
$-$0.06 | EMP_all.pre24h_mean_dy10_bp |
\evEmpPreDriftLoTenYAll |
$-$0.72 | CI lo |
\evEmpPreDriftHiTenYAll |
0.67 | CI hi |
\evEmpSdLevelZlb |
6.2 | event_summary.json EMP_2011_2015.sd_dL_bp |
\evEmpRatioLevelZlb |
4.3 | EMP_2011_2015.ratio_sd_vs_placebo_dL |
\evEmpSdSlopeZlb |
7.0 | event_summary.json EMP_2011_2015.sd_dS_bp |
\evEmpRatioSlopeZlb |
4.7 | EMP_2011_2015.ratio_sd_vs_placebo_dS |
\evEmpSdCurvZlb |
10.4 | event_summary.json EMP_2011_2015.sd_dC_bp |
\evEmpRatioCurvZlb |
4.6 | EMP_2011_2015.ratio_sd_vs_placebo_dC |
\evEmpSdShortRateZlb |
1.25 | event_summary.json EMP_2011_2015.sd_dSR_bp |
\evEmpRatioShortRateZlb |
5.0 | EMP_2011_2015.ratio_sd_vs_placebo_dSR |
\evEmpSdTwoYZlb |
3.9 | event_summary.json EMP_2011_2015.sd_dy2_bp |
\evEmpRatioTwoYZlb |
6.2 | EMP_2011_2015.ratio_sd_vs_placebo_dy2 |
\evEmpSdTenYZlb |
5.6 | event_summary.json EMP_2011_2015.sd_dy10_bp |
\evEmpRatioTenYZlb |
4.9 | EMP_2011_2015.ratio_sd_vs_placebo_dy10 |
\evEmpRvShareLevelZlb |
44.7% | EMP_2011_2015.rvshare_dL[0] |
\evEmpRvShareLoLevelZlb |
39.9 | EMP_2011_2015.rvshare_dL CI lo |
\evEmpRvShareHiLevelZlb |
49.8 | EMP_2011_2015.rvshare_dL CI hi |
\evEmpRvShareMedianLevelZlb |
45.7% | EMP_2011_2015.rvshare_dL_median |
\evEmpRvShareSlopeZlb |
50.1% | EMP_2011_2015.rvshare_dS[0] |
\evEmpRvShareLoSlopeZlb |
44.9 | EMP_2011_2015.rvshare_dS CI lo |
\evEmpRvShareHiSlopeZlb |
55.2 | EMP_2011_2015.rvshare_dS CI hi |
\evEmpRvShareMedianSlopeZlb |
49.0% | EMP_2011_2015.rvshare_dS_median |
\evEmpRvShareCurvZlb |
33.2% | EMP_2011_2015.rvshare_dC[0] |
\evEmpRvShareLoCurvZlb |
28.4 | EMP_2011_2015.rvshare_dC CI lo |
\evEmpRvShareHiCurvZlb |
38.4 | EMP_2011_2015.rvshare_dC CI hi |
\evEmpRvShareMedianCurvZlb |
26.7% | EMP_2011_2015.rvshare_dC_median |
\evEmpNZlb |
60 | EMP_2011_2015.n_events |
\evEmpNPlaceboZlb |
180 | EMP_2011_2015.n_placebo |
\evEmpVarDyThreeMZlb |
0.1 | EMP_2011_2015.var_dy_bp2.3m |
\evEmpVarDyTwoYZlb |
15.0 | EMP_2011_2015.var_dy_bp2.2 |
\evEmpVarDyFiveYZlb |
26.7 | EMP_2011_2015.var_dy_bp2.5 |
\evEmpVarDyTenYZlb |
31.1 | EMP_2011_2015.var_dy_bp2.10 |
\evEmpVarDyThirtyYZlb |
35.6 | EMP_2011_2015.var_dy_bp2.30 |
\evEmpPreDriftLevelZlb |
0.88 | EMP_2011_2015.pre24h_mean_dL_bp |
\evEmpPreDriftLoLevelZlb |
$-$0.46 | CI lo |
\evEmpPreDriftHiLevelZlb |
2.30 | CI hi |
\evEmpPreDriftSlopeZlb |
$-$0.95 | EMP_2011_2015.pre24h_mean_dS_bp |
\evEmpPreDriftLoSlopeZlb |
$-$2.30 | CI lo |
\evEmpPreDriftHiSlopeZlb |
0.38 | CI hi |
\evEmpPreDriftShortRateZlb |
$-$0.06 | EMP_2011_2015.pre24h_mean_dSR_bp |
\evEmpPreDriftLoShortRateZlb |
$-$0.26 | CI lo |
\evEmpPreDriftHiShortRateZlb |
0.14 | CI hi |
\evEmpPreDriftTenYZlb |
0.91 | EMP_2011_2015.pre24h_mean_dy10_bp |
\evEmpPreDriftLoTenYZlb |
$-$0.18 | CI lo |
\evEmpPreDriftHiTenYZlb |
2.03 | CI hi |
\evEmpSdLevelMid |
2.0 | event_summary.json EMP_2016_2019.sd_dL_bp |
\evEmpRatioLevelMid |
1.7 | EMP_2016_2019.ratio_sd_vs_placebo_dL |
\evEmpSdSlopeMid |
2.4 | event_summary.json EMP_2016_2019.sd_dS_bp |
\evEmpRatioSlopeMid |
1.9 | EMP_2016_2019.ratio_sd_vs_placebo_dS |
\evEmpSdCurvMid |
7.9 | event_summary.json EMP_2016_2019.sd_dC_bp |
\evEmpRatioCurvMid |
2.8 | EMP_2016_2019.ratio_sd_vs_placebo_dC |
\evEmpSdShortRateMid |
0.61 | event_summary.json EMP_2016_2019.sd_dSR_bp |
\evEmpRatioShortRateMid |
2.7 | EMP_2016_2019.ratio_sd_vs_placebo_dSR |
\evEmpSdTwoYMid |
2.6 | event_summary.json EMP_2016_2019.sd_dy2_bp |
\evEmpRatioTwoYMid |
2.6 | EMP_2016_2019.ratio_sd_vs_placebo_dy2 |
\evEmpSdTenYMid |
2.3 | event_summary.json EMP_2016_2019.sd_dy10_bp |
\evEmpRatioTenYMid |
2.1 | EMP_2016_2019.ratio_sd_vs_placebo_dy10 |
\evEmpRvShareLevelMid |
22.6% | EMP_2016_2019.rvshare_dL[0] |
\evEmpRvShareLoLevelMid |
20.2 | EMP_2016_2019.rvshare_dL CI lo |
\evEmpRvShareHiLevelMid |
25.3 | EMP_2016_2019.rvshare_dL CI hi |
\evEmpRvShareMedianLevelMid |
21.6% | EMP_2016_2019.rvshare_dL_median |
\evEmpRvShareSlopeMid |
25.8% | EMP_2016_2019.rvshare_dS[0] |
\evEmpRvShareLoSlopeMid |
23.1 | EMP_2016_2019.rvshare_dS CI lo |
\evEmpRvShareHiSlopeMid |
28.7 | EMP_2016_2019.rvshare_dS CI hi |
\evEmpRvShareMedianSlopeMid |
25.7% | EMP_2016_2019.rvshare_dS_median |
\evEmpRvShareCurvMid |
24.8% | EMP_2016_2019.rvshare_dC[0] |
\evEmpRvShareLoCurvMid |
20.8 | EMP_2016_2019.rvshare_dC CI lo |
\evEmpRvShareHiCurvMid |
29.1 | EMP_2016_2019.rvshare_dC CI hi |
\evEmpRvShareMedianCurvMid |
20.4% | EMP_2016_2019.rvshare_dC_median |
\evEmpNMid |
48 | EMP_2016_2019.n_events |
\evEmpNPlaceboMid |
144 | EMP_2016_2019.n_placebo |
\evEmpVarDyThreeMMid |
0.1 | EMP_2016_2019.var_dy_bp2.3m |
\evEmpVarDyTwoYMid |
6.6 | EMP_2016_2019.var_dy_bp2.2 |
\evEmpVarDyFiveYMid |
7.4 | EMP_2016_2019.var_dy_bp2.5 |
\evEmpVarDyTenYMid |
5.4 | EMP_2016_2019.var_dy_bp2.10 |
\evEmpVarDyThirtyYMid |
4.2 | EMP_2016_2019.var_dy_bp2.30 |
\evEmpPreDriftLevelMid |
$-$1.17 | EMP_2016_2019.pre24h_mean_dL_bp |
\evEmpPreDriftLoLevelMid |
$-$2.30 | CI lo |
\evEmpPreDriftHiLevelMid |
$-$0.12 | CI hi |
\evEmpPreDriftSlopeMid |
1.28 | EMP_2016_2019.pre24h_mean_dS_bp |
\evEmpPreDriftLoSlopeMid |
0.12 | CI lo |
\evEmpPreDriftHiSlopeMid |
2.54 | CI hi |
\evEmpPreDriftShortRateMid |
0.11 | EMP_2016_2019.pre24h_mean_dSR_bp |
\evEmpPreDriftLoShortRateMid |
$-$0.04 | CI lo |
\evEmpPreDriftHiShortRateMid |
0.29 | CI hi |
\evEmpPreDriftTenYMid |
$-$1.00 | EMP_2016_2019.pre24h_mean_dy10_bp |
\evEmpPreDriftLoTenYMid |
$-$2.05 | CI lo |
\evEmpPreDriftHiTenYMid |
0.06 | CI hi |
\evEmpSdLevelPandemic |
2.4 | event_summary.json EMP_2020_2021.sd_dL_bp |
\evEmpRatioLevelPandemic |
2.0 | EMP_2020_2021.ratio_sd_vs_placebo_dL |
\evEmpSdSlopePandemic |
2.7 | event_summary.json EMP_2020_2021.sd_dS_bp |
\evEmpRatioSlopePandemic |
2.3 | EMP_2020_2021.ratio_sd_vs_placebo_dS |
\evEmpSdCurvPandemic |
5.1 | event_summary.json EMP_2020_2021.sd_dC_bp |
\evEmpRatioCurvPandemic |
1.5 | EMP_2020_2021.ratio_sd_vs_placebo_dC |
\evEmpSdShortRatePandemic |
0.69 | event_summary.json EMP_2020_2021.sd_dSR_bp |
\evEmpRatioShortRatePandemic |
2.4 | EMP_2020_2021.ratio_sd_vs_placebo_dSR |
\evEmpSdTwoYPandemic |
1.5 | event_summary.json EMP_2020_2021.sd_dy2_bp |
\evEmpRatioTwoYPandemic |
1.9 | EMP_2020_2021.ratio_sd_vs_placebo_dy2 |
\evEmpSdTenYPandemic |
2.1 | event_summary.json EMP_2020_2021.sd_dy10_bp |
\evEmpRatioTenYPandemic |
2.3 | EMP_2020_2021.ratio_sd_vs_placebo_dy10 |
\evEmpRvShareLevelPandemic |
22.8% | EMP_2020_2021.rvshare_dL[0] |
\evEmpRvShareLoLevelPandemic |
17.2 | EMP_2020_2021.rvshare_dL CI lo |
\evEmpRvShareHiLevelPandemic |
28.9 | EMP_2020_2021.rvshare_dL CI hi |
\evEmpRvShareMedianLevelPandemic |
20.3% | EMP_2020_2021.rvshare_dL_median |
\evEmpRvShareSlopePandemic |
23.4% | EMP_2020_2021.rvshare_dS[0] |
\evEmpRvShareLoSlopePandemic |
17.5 | EMP_2020_2021.rvshare_dS CI lo |
\evEmpRvShareHiSlopePandemic |
30.2 | EMP_2020_2021.rvshare_dS CI hi |
\evEmpRvShareMedianSlopePandemic |
20.3% | EMP_2020_2021.rvshare_dS_median |
\evEmpRvShareCurvPandemic |
13.3% | EMP_2020_2021.rvshare_dC[0] |
\evEmpRvShareLoCurvPandemic |
9.5 | EMP_2020_2021.rvshare_dC CI lo |
\evEmpRvShareHiCurvPandemic |
17.7 | EMP_2020_2021.rvshare_dC CI hi |
\evEmpRvShareMedianCurvPandemic |
12.6% | EMP_2020_2021.rvshare_dC_median |
\evEmpNPandemic |
24 | EMP_2020_2021.n_events |
\evEmpNPlaceboPandemic |
72 | EMP_2020_2021.n_placebo |
\evEmpVarDyThreeMPandemic |
0.1 | EMP_2020_2021.var_dy_bp2.3m |
\evEmpVarDyTwoYPandemic |
2.1 | EMP_2020_2021.var_dy_bp2.2 |
\evEmpVarDyFiveYPandemic |
3.6 | EMP_2020_2021.var_dy_bp2.5 |
\evEmpVarDyTenYPandemic |
4.2 | EMP_2020_2021.var_dy_bp2.10 |
\evEmpVarDyThirtyYPandemic |
5.1 | EMP_2020_2021.var_dy_bp2.30 |
\evEmpPreDriftLevelPandemic |
$-$1.24 | EMP_2020_2021.pre24h_mean_dL_bp |
\evEmpPreDriftLoLevelPandemic |
$-$4.57 | CI lo |
\evEmpPreDriftHiLevelPandemic |
1.87 | CI hi |
\evEmpPreDriftSlopePandemic |
1.02 | EMP_2020_2021.pre24h_mean_dS_bp |
\evEmpPreDriftLoSlopePandemic |
$-$2.04 | CI lo |
\evEmpPreDriftHiSlopePandemic |
4.57 | CI hi |
\evEmpPreDriftShortRatePandemic |
$-$0.22 | EMP_2020_2021.pre24h_mean_dSR_bp |
\evEmpPreDriftLoShortRatePandemic |
$-$0.53 | CI lo |
\evEmpPreDriftHiShortRatePandemic |
0.04 | CI hi |
\evEmpPreDriftTenYPandemic |
$-$0.74 | EMP_2020_2021.pre24h_mean_dy10_bp |
\evEmpPreDriftLoTenYPandemic |
$-$3.44 | CI lo |
\evEmpPreDriftHiTenYPandemic |
1.55 | CI hi |
\evEmpSdLevelRecent |
3.7 | event_summary.json EMP_2022_2026.sd_dL_bp |
\evEmpRatioLevelRecent |
2.6 | EMP_2022_2026.ratio_sd_vs_placebo_dL |
\evEmpSdSlopeRecent |
4.1 | event_summary.json EMP_2022_2026.sd_dS_bp |
\evEmpRatioSlopeRecent |
2.6 | EMP_2022_2026.ratio_sd_vs_placebo_dS |
\evEmpSdCurvRecent |
21.3 | event_summary.json EMP_2022_2026.sd_dC_bp |
\evEmpRatioCurvRecent |
2.8 | EMP_2022_2026.ratio_sd_vs_placebo_dC |
\evEmpSdShortRateRecent |
0.67 | event_summary.json EMP_2022_2026.sd_dSR_bp |
\evEmpRatioShortRateRecent |
1.8 | EMP_2022_2026.ratio_sd_vs_placebo_dSR |
\evEmpSdTwoYRecent |
7.3 | event_summary.json EMP_2022_2026.sd_dy2_bp |
\evEmpRatioTwoYRecent |
3.1 | EMP_2022_2026.ratio_sd_vs_placebo_dy2 |
\evEmpSdTenYRecent |
5.4 | event_summary.json EMP_2022_2026.sd_dy10_bp |
\evEmpRatioTenYRecent |
3.1 | EMP_2022_2026.ratio_sd_vs_placebo_dy10 |
\evEmpRvShareLevelRecent |
25.3% | EMP_2022_2026.rvshare_dL[0] |
\evEmpRvShareLoLevelRecent |
22.0 | EMP_2022_2026.rvshare_dL CI lo |
\evEmpRvShareHiLevelRecent |
29.0 | EMP_2022_2026.rvshare_dL CI hi |
\evEmpRvShareMedianLevelRecent |
22.7% | EMP_2022_2026.rvshare_dL_median |
\evEmpRvShareSlopeRecent |
25.5% | EMP_2022_2026.rvshare_dS[0] |
\evEmpRvShareLoSlopeRecent |
22.2 | EMP_2022_2026.rvshare_dS CI lo |
\evEmpRvShareHiSlopeRecent |
28.9 | EMP_2022_2026.rvshare_dS CI hi |
\evEmpRvShareMedianSlopeRecent |
23.4% | EMP_2022_2026.rvshare_dS_median |
\evEmpRvShareCurvRecent |
44.6% | EMP_2022_2026.rvshare_dC[0] |
\evEmpRvShareLoCurvRecent |
39.1 | EMP_2022_2026.rvshare_dC CI lo |
\evEmpRvShareHiCurvRecent |
50.3 | EMP_2022_2026.rvshare_dC CI hi |
\evEmpRvShareMedianCurvRecent |
44.2% | EMP_2022_2026.rvshare_dC_median |
\evEmpNRecent |
58 | EMP_2022_2026.n_events |
\evEmpNPlaceboRecent |
174 | EMP_2022_2026.n_placebo |
\evEmpVarDyThreeMRecent |
3.0 | EMP_2022_2026.var_dy_bp2.3m |
\evEmpVarDyTwoYRecent |
52.8 | EMP_2022_2026.var_dy_bp2.2 |
\evEmpVarDyFiveYRecent |
48.9 | EMP_2022_2026.var_dy_bp2.5 |
\evEmpVarDyTenYRecent |
29.0 | EMP_2022_2026.var_dy_bp2.10 |
\evEmpVarDyThirtyYRecent |
17.2 | EMP_2022_2026.var_dy_bp2.30 |
\evEmpPreDriftLevelRecent |
$-$0.07 | EMP_2022_2026.pre24h_mean_dL_bp |
\evEmpPreDriftLoLevelRecent |
$-$1.30 | CI lo |
\evEmpPreDriftHiLevelRecent |
1.17 | CI hi |
\evEmpPreDriftSlopeRecent |
$-$0.16 | EMP_2022_2026.pre24h_mean_dS_bp |
\evEmpPreDriftLoSlopeRecent |
$-$1.46 | CI lo |
\evEmpPreDriftHiSlopeRecent |
1.01 | CI hi |
\evEmpPreDriftShortRateRecent |
$-$0.23 | EMP_2022_2026.pre24h_mean_dSR_bp |
\evEmpPreDriftLoShortRateRecent |
$-$0.44 | CI lo |
\evEmpPreDriftHiShortRateRecent |
$-$0.02 | CI hi |
\evEmpPreDriftTenYRecent |
$-$0.01 | EMP_2022_2026.pre24h_mean_dy10_bp |
\evEmpPreDriftLoTenYRecent |
$-$1.57 | CI lo |
\evEmpPreDriftHiTenYRecent |
1.38 | CI hi |
\rvShareBenchRatioMin |
7 | min all-sample rvshare / benchmark |
\rvShareBenchRatioMax |
15 | max all-sample rvshare / benchmark |
\benchmarkShare |
2.2 | event_summary.json benchmark_share_30min x100 |
\windowPre |
5 | window_minutes |
\windowPost |
25 | window_minutes |
\rcLSOneFull |
$-$0.93 | realized_correlations.json full.1m.LS |
\rcLCOneFull |
$-$0.26 | realized_correlations.json full.1m.LC |
\rcSCOneFull |
0.11 | realized_correlations.json full.1m.SC |
\rcLSFiveFull |
$-$0.97 | realized_correlations.json full.5m.LS |
\rcLCFiveFull |
$-$0.14 | realized_correlations.json full.5m.LC |
\rcSCFiveFull |
0.05 | realized_correlations.json full.5m.SC |
\rcLSThirtyFull |
$-$0.98 | realized_correlations.json full.30m.LS |
\rcLCThirtyFull |
$-$0.11 | realized_correlations.json full.30m.LC |
\rcSCThirtyFull |
0.03 | realized_correlations.json full.30m.SC |
\rcLSDailyFull |
$-$0.89 | daily_fred.full.LS |
\rcLCDailyFull |
$-$0.13 | daily_fred.full.LC |
\rcSCDailyFull |
$-$0.11 | daily_fred.full.SC |
\rcLSOneZlb |
$-$0.95 | realized_correlations.json 2011_2015.1m.LS |
\rcLCOneZlb |
$-$0.54 | realized_correlations.json 2011_2015.1m.LC |
\rcSCOneZlb |
0.37 | realized_correlations.json 2011_2015.1m.SC |
\rcLSFiveZlb |
$-$0.98 | realized_correlations.json 2011_2015.5m.LS |
\rcLCFiveZlb |
$-$0.46 | realized_correlations.json 2011_2015.5m.LC |
\rcSCFiveZlb |
0.32 | realized_correlations.json 2011_2015.5m.SC |
\rcLSThirtyZlb |
$-$0.99 | realized_correlations.json 2011_2015.30m.LS |
\rcLCThirtyZlb |
$-$0.42 | realized_correlations.json 2011_2015.30m.LC |
\rcSCThirtyZlb |
0.30 | realized_correlations.json 2011_2015.30m.SC |
\rcLSDailyZlb |
$-$0.97 | daily_fred.2011_2015.LS |
\rcLCDailyZlb |
$-$0.44 | daily_fred.2011_2015.LC |
\rcSCDailyZlb |
0.28 | daily_fred.2011_2015.SC |
\rcLSOneMid |
$-$0.97 | realized_correlations.json 2016_2019.1m.LS |
\rcLCOneMid |
$-$0.25 | realized_correlations.json 2016_2019.1m.LC |
\rcSCOneMid |
0.07 | realized_correlations.json 2016_2019.1m.SC |
\rcLSFiveMid |
$-$0.99 | realized_correlations.json 2016_2019.5m.LS |
\rcLCFiveMid |
$-$0.08 | realized_correlations.json 2016_2019.5m.LC |
\rcSCFiveMid |
$-$0.06 | realized_correlations.json 2016_2019.5m.SC |
\rcLSThirtyMid |
$-$0.99 | realized_correlations.json 2016_2019.30m.LS |
\rcLCThirtyMid |
$-$0.01 | realized_correlations.json 2016_2019.30m.LC |
\rcSCThirtyMid |
$-$0.11 | realized_correlations.json 2016_2019.30m.SC |
\rcLSDailyMid |
$-$0.87 | daily_fred.2016_2019.LS |
\rcLCDailyMid |
0.03 | daily_fred.2016_2019.LC |
\rcSCDailyMid |
$-$0.31 | daily_fred.2016_2019.SC |
\rcLSOnePandemic |
$-$0.93 | realized_correlations.json 2020_2021.1m.LS |
\rcLCOnePandemic |
$-$0.39 | realized_correlations.json 2020_2021.1m.LC |
\rcSCOnePandemic |
0.12 | realized_correlations.json 2020_2021.1m.SC |
\rcLSFivePandemic |
$-$0.97 | realized_correlations.json 2020_2021.5m.LS |
\rcLCFivePandemic |
$-$0.44 | realized_correlations.json 2020_2021.5m.LC |
\rcSCFivePandemic |
0.28 | realized_correlations.json 2020_2021.5m.SC |
\rcLSThirtyPandemic |
$-$0.99 | realized_correlations.json 2020_2021.30m.LS |
\rcLCThirtyPandemic |
$-$0.48 | realized_correlations.json 2020_2021.30m.LC |
\rcSCThirtyPandemic |
0.37 | realized_correlations.json 2020_2021.30m.SC |
\rcLSDailyPandemic |
$-$0.91 | daily_fred.2020_2021.LS |
\rcLCDailyPandemic |
$-$0.51 | daily_fred.2020_2021.LC |
\rcSCDailyPandemic |
0.31 | daily_fred.2020_2021.SC |
\rcLSOneRecent |
$-$0.88 | realized_correlations.json 2022_2026.1m.LS |
\rcLCOneRecent |
$-$0.06 | realized_correlations.json 2022_2026.1m.LC |
\rcSCOneRecent |
$-$0.04 | realized_correlations.json 2022_2026.1m.SC |
\rcLSFiveRecent |
$-$0.95 | realized_correlations.json 2022_2026.5m.LS |
\rcLCFiveRecent |
0.08 | realized_correlations.json 2022_2026.5m.LC |
\rcSCFiveRecent |
$-$0.13 | realized_correlations.json 2022_2026.5m.SC |
\rcLSThirtyRecent |
$-$0.98 | realized_correlations.json 2022_2026.30m.LS |
\rcLCThirtyRecent |
0.12 | realized_correlations.json 2022_2026.30m.LC |
\rcSCThirtyRecent |
$-$0.16 | realized_correlations.json 2022_2026.30m.SC |
\rcLSDailyRecent |
$-$0.82 | daily_fred.2022_2026.LS |
\rcLCDailyRecent |
0.04 | daily_fred.2022_2026.LC |
\rcSCDailyRecent |
$-$0.30 | daily_fred.2022_2026.SC |
\noiseCorrLS |
$-$0.84 | noise_benchmark.json mean_noise_corr_LS |
\noiseCorrLC |
$-$0.76 | noise_benchmark.json mean_noise_corr_LC |
\noiseCorrSC |
0.57 | noise_benchmark.json mean_noise_corr_SC |
\noiseSdLevel |
0.09 | mean_noise_sd_bp_per_min |
\noiseSdSlope |
0.11 | mean_noise_sd_bp_per_min |
\noiseSdCurv |
0.40 | mean_noise_sd_bp_per_min |
\rvMeanLevelOne |
40 | rv_mean_bp2.1m.L |
\rvMeanSlopeOne |
46 | rv_mean_bp2.1m.S |
\rvMeanCurvOne |
351 | rv_mean_bp2.1m.C |
\rvMeanLevelFive |
35 | rv_mean_bp2.5m.L |
\rvMeanSlopeFive |
38 | rv_mean_bp2.5m.S |
\rvMeanCurvFive |
231 | rv_mean_bp2.5m.C |
\rvMeanLevelThirty |
33 | rv_mean_bp2.30m.L |
\rvMeanSlopeThirty |
35 | rv_mean_bp2.30m.S |
\rvMeanCurvThirty |
194 | rv_mean_bp2.30m.C |
\rvSignatureLevel |
1.24 | rv 1m / rv 30m level |
\rvSignatureCurv |
1.81 | rv 1m / rv 30m curvature |
\harQlikeLevelHOne |
4.256 | har_forecasts.json level.h1.har.qlike |
\garchQlikeLevelHOne |
4.317 | level.h1.garch.qlike |
\harDmLevelHOne |
$-$2.89 | level.h1.dm_qlike_har_vs_garch |
\harDmRollLevelHOne |
$-$5.33 | level.h1.dm_qlike_har_vs_roll22 |
\harHolmPLevelHOne |
0.0120 | Holm-adjusted p of DM har vs garch |
\harMseGainLevelHOne |
37.1 | 1 - mse_har/mse_garch, percent |
\harRtwoLevelHOne |
0.64 | level.h1.har.r2_log |
\garchRtwoLevelHOne |
0.44 | level.h1.garch.r2_log |
\harQlikeLevelHFive |
5.899 | har_forecasts.json level.h5.har.qlike |
\garchQlikeLevelHFive |
5.957 | level.h5.garch.qlike |
\harDmLevelHFive |
$-$2.19 | level.h5.dm_qlike_har_vs_garch |
\harDmRollLevelHFive |
$-$3.96 | level.h5.dm_qlike_har_vs_roll22 |
\harHolmPLevelHFive |
0.0573 | Holm-adjusted p of DM har vs garch |
\harMseGainLevelHFive |
27.6 | 1 - mse_har/mse_garch, percent |
\harRtwoLevelHFive |
0.65 | level.h5.har.r2_log |
\garchRtwoLevelHFive |
0.47 | level.h5.garch.r2_log |
\harQlikeLevelHTwentyTwo |
7.462 | har_forecasts.json level.h22.har.qlike |
\garchQlikeLevelHTwentyTwo |
7.502 | level.h22.garch.qlike |
\harDmLevelHTwentyTwo |
$-$1.74 | level.h22.dm_qlike_har_vs_garch |
\harDmRollLevelHTwentyTwo |
$-$3.38 | level.h22.dm_qlike_har_vs_roll22 |
\harHolmPLevelHTwentyTwo |
0.0826 | Holm-adjusted p of DM har vs garch |
\harMseGainLevelHTwentyTwo |
8.7 | 1 - mse_har/mse_garch, percent |
\harRtwoLevelHTwentyTwo |
0.48 | level.h22.har.r2_log |
\garchRtwoLevelHTwentyTwo |
0.36 | level.h22.garch.r2_log |
\harQlikeSlopeHOne |
4.380 | har_forecasts.json slope.h1.har.qlike |
\garchQlikeSlopeHOne |
4.462 | slope.h1.garch.qlike |
\harDmSlopeHOne |
$-$3.65 | slope.h1.dm_qlike_har_vs_garch |
\harDmRollSlopeHOne |
$-$5.85 | slope.h1.dm_qlike_har_vs_roll22 |
\harHolmPSlopeHOne |
0.0023 | Holm-adjusted p of DM har vs garch |
\harMseGainSlopeHOne |
42.5 | 1 - mse_har/mse_garch, percent |
\harRtwoSlopeHOne |
0.62 | slope.h1.har.r2_log |
\garchRtwoSlopeHOne |
0.22 | slope.h1.garch.r2_log |
\harQlikeSlopeHFive |
6.021 | har_forecasts.json slope.h5.har.qlike |
\garchQlikeSlopeHFive |
6.092 | slope.h5.garch.qlike |
\harDmSlopeHFive |
$-$3.13 | slope.h5.dm_qlike_har_vs_garch |
\harDmRollSlopeHFive |
$-$5.50 | slope.h5.dm_qlike_har_vs_roll22 |
\harHolmPSlopeHFive |
0.0120 | Holm-adjusted p of DM har vs garch |
\harMseGainSlopeHFive |
35.9 | 1 - mse_har/mse_garch, percent |
\harRtwoSlopeHFive |
0.63 | slope.h5.har.r2_log |
\garchRtwoSlopeHFive |
0.25 | slope.h5.garch.r2_log |
\harQlikeSlopeHTwentyTwo |
7.574 | har_forecasts.json slope.h22.har.qlike |
\garchQlikeSlopeHTwentyTwo |
7.620 | slope.h22.garch.qlike |
\harDmSlopeHTwentyTwo |
$-$3.03 | slope.h22.dm_qlike_har_vs_garch |
\harDmRollSlopeHTwentyTwo |
$-$4.60 | slope.h22.dm_qlike_har_vs_roll22 |
\harHolmPSlopeHTwentyTwo |
0.0120 | Holm-adjusted p of DM har vs garch |
\harMseGainSlopeHTwentyTwo |
18.4 | 1 - mse_har/mse_garch, percent |
\harRtwoSlopeHTwentyTwo |
0.46 | slope.h22.har.r2_log |
\garchRtwoSlopeHTwentyTwo |
0.16 | slope.h22.garch.r2_log |
\harQlikeCurvHOne |
6.220 | har_forecasts.json curvature.h1.har.qlike |
\garchQlikeCurvHOne |
6.284 | curvature.h1.garch.qlike |
\harDmCurvHOne |
$-$3.14 | curvature.h1.dm_qlike_har_vs_garch |
\harDmRollCurvHOne |
$-$5.55 | curvature.h1.dm_qlike_har_vs_roll22 |
\harHolmPCurvHOne |
0.0120 | Holm-adjusted p of DM har vs garch |
\harMseGainCurvHOne |
24.8 | 1 - mse_har/mse_garch, percent |
\harRtwoCurvHOne |
0.70 | curvature.h1.har.r2_log |
\garchRtwoCurvHOne |
0.58 | curvature.h1.garch.r2_log |
\harQlikeCurvHFive |
7.889 | har_forecasts.json curvature.h5.har.qlike |
\garchQlikeCurvHFive |
7.946 | curvature.h5.garch.qlike |
\harDmCurvHFive |
$-$3.40 | curvature.h5.dm_qlike_har_vs_garch |
\harDmRollCurvHFive |
$-$5.56 | curvature.h5.dm_qlike_har_vs_roll22 |
\harHolmPCurvHFive |
0.0053 | Holm-adjusted p of DM har vs garch |
\harMseGainCurvHFive |
29.6 | 1 - mse_har/mse_garch, percent |
\harRtwoCurvHFive |
0.74 | curvature.h5.har.r2_log |
\garchRtwoCurvHFive |
0.65 | curvature.h5.garch.r2_log |
\harQlikeCurvHTwentyTwo |
9.473 | har_forecasts.json curvature.h22.har.qlike |
\garchQlikeCurvHTwentyTwo |
9.538 | curvature.h22.garch.qlike |
\harDmCurvHTwentyTwo |
$-$3.11 | curvature.h22.dm_qlike_har_vs_garch |
\harDmRollCurvHTwentyTwo |
$-$3.72 | curvature.h22.dm_qlike_har_vs_roll22 |
\harHolmPCurvHTwentyTwo |
0.0120 | Holm-adjusted p of DM har vs garch |
\harMseGainCurvHTwentyTwo |
39.3 | 1 - mse_har/mse_garch, percent |
\harRtwoCurvHTwentyTwo |
0.70 | curvature.h22.har.r2_log |
\garchRtwoCurvHTwentyTwo |
0.60 | curvature.h22.garch.r2_log |
\harCoefDLevel |
0.34 | har_coef_h1_full.d |
\harCoefWLevel |
0.42 | har_coef_h1_full.w |
\harCoefMLevel |
0.16 | har_coef_h1_full.m |
\harRtwoFullLevel |
0.64 | har_r2_h1_full |
\harCoefDSlope |
0.33 | har_coef_h1_full.d |
\harCoefWSlope |
0.43 | har_coef_h1_full.w |
\harCoefMSlope |
0.17 | har_coef_h1_full.m |
\harRtwoFullSlope |
0.61 | har_r2_h1_full |
\harCoefDCurv |
0.32 | har_coef_h1_full.d |
\harCoefWCurv |
0.34 | har_coef_h1_full.w |
\harCoefMCurv |
0.29 | har_coef_h1_full.m |
\harRtwoFullCurv |
0.69 | har_r2_h1_full |
\harOosStart |
2016-01-04 | period |
\harOosEnd |
2026-11-04 | period |
\harN |
2,710 | n |
\harHolmBelowFive |
7 | number of Holm-adjusted p < 0.05 among the 9 DM har vs garch tests |
\harHolmBelowTen |
9 | number < 0.10 |
\harDmRollMinAbs |
3.38 | min |
\etfCorrLevelOne |
0.62 | etf_crossval.json corr_1m.dL |
\etfBetaLevelOne |
0.62 | beta_fut_on_etf_1m.dL |
\etfCorrSlopeOne |
0.11 | etf_crossval.json corr_1m.dS |
\etfBetaSlopeOne |
0.02 | beta_fut_on_etf_1m.dS |
\etfCorrCurvOne |
0.17 | etf_crossval.json corr_1m.dC |
\etfBetaCurvOne |
0.04 | beta_fut_on_etf_1m.dC |
\etfCorrLevelFive |
0.77 | etf_crossval.json corr_5m.dL |
\etfBetaLevelFive |
0.75 | beta_fut_on_etf_5m.dL |
\etfCorrSlopeFive |
0.30 | etf_crossval.json corr_5m.dS |
\etfBetaSlopeFive |
0.07 | beta_fut_on_etf_5m.dS |
\etfCorrCurvFive |
0.33 | etf_crossval.json corr_5m.dC |
\etfBetaCurvFive |
0.10 | beta_fut_on_etf_5m.dC |
\etfCorrLevelThirty |
0.89 | etf_crossval.json corr_30m.dL |
\etfBetaLevelThirty |
0.82 | beta_fut_on_etf_30m.dL |
\etfCorrSlopeThirty |
0.51 | etf_crossval.json corr_30m.dS |
\etfBetaSlopeThirty |
0.16 | beta_fut_on_etf_30m.dS |
\etfCorrCurvThirty |
0.52 | etf_crossval.json corr_30m.dC |
\etfBetaCurvThirty |
0.21 | beta_fut_on_etf_30m.dC |
\etfCorrFiveLevelZlb |
0.69 | corr_5m_by_period.2011_2015.dL |
\etfCorrFiveSlopeZlb |
0.29 | corr_5m_by_period.2011_2015.dS |
\etfCorrFiveCurvZlb |
0.24 | corr_5m_by_period.2011_2015.dC |
\etfCorrFiveLevelMid |
0.73 | corr_5m_by_period.2016_2019.dL |
\etfCorrFiveSlopeMid |
0.24 | corr_5m_by_period.2016_2019.dS |
\etfCorrFiveCurvMid |
0.27 | corr_5m_by_period.2016_2019.dC |
\etfCorrFiveLevelPandemic |
0.78 | corr_5m_by_period.2020_2021.dL |
\etfCorrFiveSlopePandemic |
0.28 | corr_5m_by_period.2020_2021.dS |
\etfCorrFiveCurvPandemic |
0.43 | corr_5m_by_period.2020_2021.dC |
\etfCorrFiveLevelRecent |
0.89 | corr_5m_by_period.2022_2026.dL |
\etfCorrFiveSlopeRecent |
0.39 | corr_5m_by_period.2022_2026.dS |
\etfCorrFiveCurvRecent |
0.50 | corr_5m_by_period.2022_2026.dC |
\etfFomcCorrLevel |
0.89 | fomc_window_corr_etf_vs_fut |
\etfDailyCorrLevel |
0.95 | daily_regular_hours_corr |
\etfFomcCorrSlope |
0.76 | fomc_window_corr_etf_vs_fut |
\etfDailyCorrSlope |
0.67 | daily_regular_hours_corr |
\etfFomcCorrCurv |
0.84 | fomc_window_corr_etf_vs_fut |
\etfDailyCorrCurv |
0.66 | daily_regular_hours_corr |
\etfFomcN |
126 | fomc_windows_n |
\etfMinutes |
1,540,740 | n_minutes_overlap |
\etfFirst |
2011-01-03 | first |
\fomcRvShareLevel |
18.5% | alias of evFomcRvShareAll |
\cpiRvShareLevel |
16.0% | alias |
\empRvShareLevel |
30.4% | alias |
\harDmLevelOne |
$-$2.89 | alias of harDmLevelHOne |
\harDmLevelFive |
$-$2.19 | alias of harDmLevelHFive |
\harDmLevelTwentyTwo |
$-$1.74 | alias of harDmLevelHTwentyTwo |
\fomcRvShareSlope |
19.9% | alias of evFomcRvShareAll |
\cpiRvShareSlope |
16.9% | alias |
\empRvShareSlope |
33.1% | alias |
\harDmSlopeOne |
$-$3.65 | alias of harDmSlopeHOne |
\harDmSlopeFive |
$-$3.13 | alias of harDmSlopeHFive |
\harDmSlopeTwentyTwo |
$-$3.03 | alias of harDmSlopeHTwentyTwo |
\fomcRvShareCurv |
26.7% | alias of evFomcRvShareAll |
\cpiRvShareCurv |
20.7% | alias |
\empRvShareCurv |
32.0% | alias |
\harDmCurvOne |
$-$3.14 | alias of harDmCurvHOne |
\harDmCurvFive |
$-$3.40 | alias of harDmCurvHFive |
\harDmCurvTwentyTwo |
$-$3.11 | alias of harDmCurvHTwentyTwo |
\fomcRvShareLevelPct |
18.5% | event_summary.json FOMC_all rvshare in percent, half-up (same rounding as Table eventsb) |
\cpiRvShareLevelPct |
16.0% | event_summary.json CPI_all rvshare in percent, half-up (same rounding as Table eventsb) |
\empRvShareLevelPct |
30.4% | event_summary.json EMP_all rvshare in percent, half-up (same rounding as Table eventsb) |
\fomcRvShareSlopePct |
19.9% | event_summary.json FOMC_all rvshare in percent, half-up (same rounding as Table eventsb) |
\cpiRvShareSlopePct |
16.9% | event_summary.json CPI_all rvshare in percent, half-up (same rounding as Table eventsb) |
\empRvShareSlopePct |
33.1% | event_summary.json EMP_all rvshare in percent, half-up (same rounding as Table eventsb) |
\fomcRvShareCurvPct |
26.7% | event_summary.json FOMC_all rvshare in percent, half-up (same rounding as Table eventsb) |
\cpiRvShareCurvPct |
20.7% | event_summary.json CPI_all rvshare in percent, half-up (same rounding as Table eventsb) |
\empRvShareCurvPct |
32.0% | event_summary.json EMP_all rvshare in percent, half-up (same rounding as Table eventsb) |
\nReferences |
52 | references_verification.json n_verified |