spb/wp47_uqo

1# WP47 numeric macros (paper/numbers.tex)23Generated 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.45| Macro | Value | Source |6|---|---|---|7| `\barsZT` | 4.33 | returns_diagnostics.json bars/1e6 |8| `\sdOneMinZT` | 0.44 | returns_diagnostics.json sd_1m_bp |9| `\barsZF` | 5.62 | returns_diagnostics.json bars/1e6 |10| `\sdOneMinZF` | 0.81 | returns_diagnostics.json sd_1m_bp |11| `\barsZN` | 6.03 | returns_diagnostics.json bars/1e6 |12| `\sdOneMinZN` | 1.30 | returns_diagnostics.json sd_1m_bp |13| `\barsTN` | 3.06 | returns_diagnostics.json bars/1e6 |14| `\sdOneMinTN` | 1.48 | returns_diagnostics.json sd_1m_bp |15| `\barsUS` | 5.60 | returns_diagnostics.json bars/1e6 |16| `\sdOneMinUS` | 2.32 | returns_diagnostics.json sd_1m_bp |17| `\barsUB` | 4.44 | returns_diagnostics.json bars/1e6 |18| `\sdOneMinUB` | 2.97 | returns_diagnostics.json sd_1m_bp |19| `\nMinutes` | 6.47 | returns_diagnostics.json panel.minutes/1e6 (millions) |20| `\nYieldDays` | 4,715 | returns_diagnostics.json panel.yield_days |21| `\sampleFirst` | 2008-01-01 | panel.first |22| `\sampleLast` | 2026-11-06 | panel.last |23| `\nFomcScheduled` | 150 | events.csv |24| `\nFomcUnscheduled` | 4 | events.csv |25| `\nCpi` | 225 | events.csv |26| `\nEmp` | 226 | events.csv |27| `\nDailyDaysFromTwoThousandEight` | 4,715 | daily_factors_cmt.csv rows >= 2008 with a level estimate |28| `\dsdLevel` | 6.2 | daily_factors_summary.json dfactor_sd_bp |29| `\gswCorrLevel` | 0.96 | corr_with_gsw_dfactors |30| `\dsdSlope` | 7.3 | daily_factors_summary.json dfactor_sd_bp |31| `\gswCorrSlope` | 0.79 | corr_with_gsw_dfactors |32| `\dsdCurv` | 16.8 | daily_factors_summary.json dfactor_sd_bp |33| `\gswCorrCurv` | 0.70 | corr_with_gsw_dfactors |34| `\lambdaDL` | 0.7308 | lambda_dl |35| `\lambdaHat` | 0.491 | lambda_hat_2008_2026 |36| `\fitRmse` | 12.0 | rmse_fit_bp |37| `\nDailyDays` | 4,966 | n_days |38| `\corrLevelSlopeDaily` | $-$0.82 | corr_dfactors level-slope |39| `\fidLevelFull` | 0.95 | mimicking_fidelity.json full_2011_2026.level.r2_oos |40| `\fidSlopeLevelFull` | 1.00 | full_2011_2026.level.slope |41| `\fidRmseLevelFull` | 1.3 | full_2011_2026.level.rmse_bp |42| `\fidSlopeFull` | 0.82 | mimicking_fidelity.json full_2011_2026.slope.r2_oos |43| `\fidSlopeSlopeFull` | 0.99 | full_2011_2026.slope.slope |44| `\fidRmseSlopeFull` | 2.7 | full_2011_2026.slope.rmse_bp |45| `\fidCurvFull` | 0.75 | mimicking_fidelity.json full_2011_2026.curvature.r2_oos |46| `\fidSlopeCurvFull` | 1.03 | full_2011_2026.curvature.slope |47| `\fidRmseCurvFull` | 7.7 | full_2011_2026.curvature.rmse_bp |48| `\fidLevelZlb` | 0.95 | mimicking_fidelity.json 2011_2015_ZLB.level.r2_oos |49| `\fidSlopeLevelZlb` | 0.98 | 2011_2015_ZLB.level.slope |50| `\fidRmseLevelZlb` | 1.4 | 2011_2015_ZLB.level.rmse_bp |51| `\fidSlopeZlb` | 0.92 | mimicking_fidelity.json 2011_2015_ZLB.slope.r2_oos |52| `\fidSlopeSlopeZlb` | 0.98 | 2011_2015_ZLB.slope.slope |53| `\fidRmseSlopeZlb` | 1.9 | 2011_2015_ZLB.slope.rmse_bp |54| `\fidCurvZlb` | 0.79 | mimicking_fidelity.json 2011_2015_ZLB.curvature.r2_oos |55| `\fidSlopeCurvZlb` | 1.00 | 2011_2015_ZLB.curvature.slope |56| `\fidRmseCurvZlb` | 4.8 | 2011_2015_ZLB.curvature.rmse_bp |57| `\fidLevelMid` | 0.94 | mimicking_fidelity.json 2016_2019.level.r2_oos |58| `\fidSlopeLevelMid` | 0.95 | 2016_2019.level.slope |59| `\fidRmseLevelMid` | 1.0 | 2016_2019.level.rmse_bp |60| `\fidSlopeMid` | 0.79 | mimicking_fidelity.json 2016_2019.slope.r2_oos |61| `\fidSlopeSlopeMid` | 0.95 | 2016_2019.slope.slope |62| `\fidRmseSlopeMid` | 2.3 | 2016_2019.slope.rmse_bp |63| `\fidCurvMid` | 0.66 | mimicking_fidelity.json 2016_2019.curvature.r2_oos |64| `\fidSlopeCurvMid` | 1.07 | 2016_2019.curvature.slope |65| `\fidRmseCurvMid` | 6.0 | 2016_2019.curvature.rmse_bp |66| `\fidLevelPandemic` | 0.94 | mimicking_fidelity.json 2020_2021.level.r2_oos |67| `\fidSlopeLevelPandemic` | 1.00 | 2020_2021.level.slope |68| `\fidRmseLevelPandemic` | 1.5 | 2020_2021.level.rmse_bp |69| `\fidSlopePandemic` | 0.83 | mimicking_fidelity.json 2020_2021.slope.r2_oos |70| `\fidSlopeSlopePandemic` | 0.96 | 2020_2021.slope.slope |71| `\fidRmseSlopePandemic` | 2.7 | 2020_2021.slope.rmse_bp |72| `\fidCurvPandemic` | 0.57 | mimicking_fidelity.json 2020_2021.curvature.r2_oos |73| `\fidSlopeCurvPandemic` | 0.81 | 2020_2021.curvature.slope |74| `\fidRmseCurvPandemic` | 6.9 | 2020_2021.curvature.rmse_bp |75| `\fidLevelRecent` | 0.95 | mimicking_fidelity.json 2022_2026.level.r2_oos |76| `\fidSlopeLevelRecent` | 1.04 | 2022_2026.level.slope |77| `\fidRmseLevelRecent` | 1.4 | 2022_2026.level.rmse_bp |78| `\fidSlopeRecent` | 0.73 | mimicking_fidelity.json 2022_2026.slope.r2_oos |79| `\fidSlopeSlopeRecent` | 1.04 | 2022_2026.slope.slope |80| `\fidRmseSlopeRecent` | 3.7 | 2022_2026.slope.rmse_bp |81| `\fidCurvRecent` | 0.78 | mimicking_fidelity.json 2022_2026.curvature.r2_oos |82| `\fidSlopeCurvRecent` | 1.05 | 2022_2026.curvature.slope |83| `\fidRmseCurvRecent` | 11.0 | 2022_2026.curvature.rmse_bp |84| `\fidGswLevelFull` | 0.95 | mimicking_fidelity_robustness.json gsw.full |85| `\fidCeilLevelFull` | 0.99 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.full |86| `\fidSrThreeLevelFull` | 0.95 | mimicking_fidelity_robustness.json cmt_with_sr3.full |87| `\fidTwoYLevelFull` | 0.95 | targets_and_spanning.json cmt_2y_plus.full |88| `\fidOneYLevelFull` | 0.95 | mimicking_fidelity_robustness.json cmt_1y_plus.full |89| `\fidGswSlopeFull` | 0.83 | mimicking_fidelity_robustness.json gsw.full |90| `\fidCeilSlopeFull` | 0.85 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.full |91| `\fidSrThreeSlopeFull` | 0.76 | mimicking_fidelity_robustness.json cmt_with_sr3.full |92| `\fidTwoYSlopeFull` | 0.70 | targets_and_spanning.json cmt_2y_plus.full |93| `\fidOneYSlopeFull` | 0.74 | mimicking_fidelity_robustness.json cmt_1y_plus.full |94| `\fidGswCurvFull` | 0.86 | mimicking_fidelity_robustness.json gsw.full |95| `\fidCeilCurvFull` | 0.84 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.full |96| `\fidSrThreeCurvFull` | 0.78 | mimicking_fidelity_robustness.json cmt_with_sr3.full |97| `\fidTwoYCurvFull` | 0.76 | targets_and_spanning.json cmt_2y_plus.full |98| `\fidOneYCurvFull` | 0.79 | mimicking_fidelity_robustness.json cmt_1y_plus.full |99| `\fidGswLevelZlb` | 0.94 | mimicking_fidelity_robustness.json gsw.2011_2015 |100| `\fidCeilLevelZlb` | 0.99 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.2011_2015 |101| `\fidTwoYLevelZlb` | 0.95 | targets_and_spanning.json cmt_2y_plus.2011_2015 |102| `\fidOneYLevelZlb` | 0.95 | mimicking_fidelity_robustness.json cmt_1y_plus.2011_2015 |103| `\fidGswSlopeZlb` | 0.85 | mimicking_fidelity_robustness.json gsw.2011_2015 |104| `\fidCeilSlopeZlb` | 0.96 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.2011_2015 |105| `\fidTwoYSlopeZlb` | 0.75 | targets_and_spanning.json cmt_2y_plus.2011_2015 |106| `\fidOneYSlopeZlb` | 0.87 | mimicking_fidelity_robustness.json cmt_1y_plus.2011_2015 |107| `\fidGswCurvZlb` | 0.81 | mimicking_fidelity_robustness.json gsw.2011_2015 |108| `\fidCeilCurvZlb` | 0.91 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.2011_2015 |109| `\fidTwoYCurvZlb` | 0.75 | targets_and_spanning.json cmt_2y_plus.2011_2015 |110| `\fidOneYCurvZlb` | 0.81 | mimicking_fidelity_robustness.json cmt_1y_plus.2011_2015 |111| `\fidGswLevelMid` | 0.96 | mimicking_fidelity_robustness.json gsw.2016_2019 |112| `\fidCeilLevelMid` | 0.98 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.2016_2019 |113| `\fidTwoYLevelMid` | 0.95 | targets_and_spanning.json cmt_2y_plus.2016_2019 |114| `\fidOneYLevelMid` | 0.94 | mimicking_fidelity_robustness.json cmt_1y_plus.2016_2019 |115| `\fidGswSlopeMid` | 0.80 | mimicking_fidelity_robustness.json gsw.2016_2019 |116| `\fidCeilSlopeMid` | 0.82 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.2016_2019 |117| `\fidTwoYSlopeMid` | 0.50 | targets_and_spanning.json cmt_2y_plus.2016_2019 |118| `\fidOneYSlopeMid` | 0.67 | mimicking_fidelity_robustness.json cmt_1y_plus.2016_2019 |119| `\fidGswCurvMid` | 0.89 | mimicking_fidelity_robustness.json gsw.2016_2019 |120| `\fidCeilCurvMid` | 0.75 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.2016_2019 |121| `\fidTwoYCurvMid` | 0.66 | targets_and_spanning.json cmt_2y_plus.2016_2019 |122| `\fidOneYCurvMid` | 0.75 | mimicking_fidelity_robustness.json cmt_1y_plus.2016_2019 |123| `\fidGswLevelPandemic` | 0.96 | mimicking_fidelity_robustness.json gsw.2020_2021 |124| `\fidCeilLevelPandemic` | 0.99 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.2020_2021 |125| `\fidSrThreeLevelPandemic` | 0.95 | mimicking_fidelity_robustness.json cmt_with_sr3.2020_2021 |126| `\fidTwoYLevelPandemic` | 0.93 | targets_and_spanning.json cmt_2y_plus.2020_2021 |127| `\fidOneYLevelPandemic` | 0.94 | mimicking_fidelity_robustness.json cmt_1y_plus.2020_2021 |128| `\fidGswSlopePandemic` | 0.81 | mimicking_fidelity_robustness.json gsw.2020_2021 |129| `\fidCeilSlopePandemic` | 0.82 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.2020_2021 |130| `\fidSrThreeSlopePandemic` | 0.93 | mimicking_fidelity_robustness.json cmt_with_sr3.2020_2021 |131| `\fidTwoYSlopePandemic` | 0.67 | targets_and_spanning.json cmt_2y_plus.2020_2021 |132| `\fidOneYSlopePandemic` | 0.71 | mimicking_fidelity_robustness.json cmt_1y_plus.2020_2021 |133| `\fidGswCurvPandemic` | 0.77 | mimicking_fidelity_robustness.json gsw.2020_2021 |134| `\fidCeilCurvPandemic` | 0.82 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.2020_2021 |135| `\fidSrThreeCurvPandemic` | 0.75 | mimicking_fidelity_robustness.json cmt_with_sr3.2020_2021 |136| `\fidTwoYCurvPandemic` | 0.71 | targets_and_spanning.json cmt_2y_plus.2020_2021 |137| `\fidOneYCurvPandemic` | 0.61 | mimicking_fidelity_robustness.json cmt_1y_plus.2020_2021 |138| `\fidGswLevelRecent` | 0.96 | mimicking_fidelity_robustness.json gsw.2022_2026 |139| `\fidCeilLevelRecent` | 0.97 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.2022_2026 |140| `\fidSrThreeLevelRecent` | 0.95 | mimicking_fidelity_robustness.json cmt_with_sr3.2022_2026 |141| `\fidTwoYLevelRecent` | 0.96 | targets_and_spanning.json cmt_2y_plus.2022_2026 |142| `\fidOneYLevelRecent` | 0.96 | mimicking_fidelity_robustness.json cmt_1y_plus.2022_2026 |143| `\fidGswSlopeRecent` | 0.82 | mimicking_fidelity_robustness.json gsw.2022_2026 |144| `\fidCeilSlopeRecent` | 0.76 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.2022_2026 |145| `\fidSrThreeSlopeRecent` | 0.74 | mimicking_fidelity_robustness.json cmt_with_sr3.2022_2026 |146| `\fidTwoYSlopeRecent` | 0.71 | targets_and_spanning.json cmt_2y_plus.2022_2026 |147| `\fidOneYSlopeRecent` | 0.66 | mimicking_fidelity_robustness.json cmt_1y_plus.2022_2026 |148| `\fidGswCurvRecent` | 0.91 | mimicking_fidelity_robustness.json gsw.2022_2026 |149| `\fidCeilCurvRecent` | 0.85 | targets_and_spanning.json ceiling_cash_2_5_10_30_for_cmt.2022_2026 |150| `\fidSrThreeCurvRecent` | 0.78 | mimicking_fidelity_robustness.json cmt_with_sr3.2022_2026 |151| `\fidTwoYCurvRecent` | 0.81 | targets_and_spanning.json cmt_2y_plus.2022_2026 |152| `\fidOneYCurvRecent` | 0.83 | mimicking_fidelity_robustness.json cmt_1y_plus.2022_2026 |153| `\fidInsampleLevel` | 0.95 | mimicking_fidelity.json insample_2016_2026_six_roots.r2 |154| `\fidInsampleSlope` | 0.77 | mimicking_fidelity.json insample_2016_2026_six_roots.r2 |155| `\fidInsampleCurv` | 0.76 | mimicking_fidelity.json insample_2016_2026_six_roots.r2 |156| `\fidInsampleN` | 2,707 | insample n |157| `\fidSlopeWorstYear` | 2023 | by_year |158| `\fidSlopeWorstYearValue` | 0.61 | by_year |159| `\fidSlopeBestYear` | 2014 | by_year |160| `\fidSlopeBestYearValue` | 0.94 | by_year |161| `\fidLevelMinYear` | 0.93 | by_year min level r2 |162| `\nQuarters` | 64 | mimicking_weights_quarterly.json |163| `\lastQuarter` | 2026Q4 |  |164| `\firstQuarterFiveRoots` | 2012Q4 | first quarter with 5 roots |165| `\firstQuarterSixRoots` | 2018Q4 | first quarter with 6 roots |166| `\quartersIncludedZT` | 64 | roots per quarter |167| `\quartersIncludedZF` | 64 | roots per quarter |168| `\quartersIncludedZN` | 64 | roots per quarter |169| `\quartersIncludedTN` | 33 | roots per quarter |170| `\quartersIncludedUS` | 64 | roots per quarter |171| `\quartersIncludedUB` | 57 | roots per quarter |172| `\pcShareOne` | 0.969 | leave_one_out_spanning 1m 08-16ET pc_share_3 |173| `\looZTOne` | 0.54 | 1m 08-16ET ZT |174| `\looZNOne` | 0.69 | 1m 08-16ET ZN |175| `\looMinOne` | 0.54 | 1m 08-16ET min |176| `\looMaxOne` | 0.80 | 1m 08-16ET max |177| `\pcShareFive` | 0.989 | leave_one_out_spanning 5m 08-16ET pc_share_3 |178| `\looZTFive` | 0.72 | 5m 08-16ET ZT |179| `\looZNFive` | 0.90 | 5m 08-16ET ZN |180| `\looMinFive` | 0.72 | 5m 08-16ET min |181| `\looMaxFive` | 0.93 | 5m 08-16ET max |182| `\pcShareThirty` | 0.995 | leave_one_out_spanning 30m 08-16ET pc_share_3 |183| `\looZTThirty` | 0.81 | 30m 08-16ET ZT |184| `\looZNThirty` | 0.97 | 30m 08-16ET ZN |185| `\looMinThirty` | 0.81 | 30m 08-16ET min |186| `\looMaxThirty` | 0.97 | 30m 08-16ET max |187| `\evFomcSdLevelAll` | 2.9 | event_summary.json FOMC_all.sd_dL_bp |188| `\evFomcRatioLevelAll` | 3.2 | FOMC_all.ratio_sd_vs_placebo_dL |189| `\evFomcSdSlopeAll` | 3.2 | event_summary.json FOMC_all.sd_dS_bp |190| `\evFomcRatioSlopeAll` | 3.4 | FOMC_all.ratio_sd_vs_placebo_dS |191| `\evFomcSdCurvAll` | 15.0 | event_summary.json FOMC_all.sd_dC_bp |192| `\evFomcRatioCurvAll` | 6.4 | FOMC_all.ratio_sd_vs_placebo_dC |193| `\evFomcSdShortRateAll` | 0.99 | event_summary.json FOMC_all.sd_dSR_bp |194| `\evFomcRatioShortRateAll` | 4.9 | FOMC_all.ratio_sd_vs_placebo_dSR |195| `\evFomcSdTwoYAll` | 4.0 | event_summary.json FOMC_all.sd_dy2_bp |196| `\evFomcRatioTwoYAll` | 5.3 | FOMC_all.ratio_sd_vs_placebo_dy2 |197| `\evFomcSdTenYAll` | 2.9 | event_summary.json FOMC_all.sd_dy10_bp |198| `\evFomcRatioTenYAll` | 3.4 | FOMC_all.ratio_sd_vs_placebo_dy10 |199| `\evFomcRvShareLevelAll` | 18.5\% | FOMC_all.rvshare_dL[0] |200| `\evFomcRvShareLoLevelAll` | 16.5 | FOMC_all.rvshare_dL CI lo |201| `\evFomcRvShareHiLevelAll` | 20.6 | FOMC_all.rvshare_dL CI hi |202| `\evFomcRvShareMedianLevelAll` | 15.0\% | FOMC_all.rvshare_dL_median |203| `\evFomcRvShareSlopeAll` | 19.9\% | FOMC_all.rvshare_dS[0] |204| `\evFomcRvShareLoSlopeAll` | 17.5 | FOMC_all.rvshare_dS CI lo |205| `\evFomcRvShareHiSlopeAll` | 22.5 | FOMC_all.rvshare_dS CI hi |206| `\evFomcRvShareMedianSlopeAll` | 16.2\% | FOMC_all.rvshare_dS_median |207| `\evFomcRvShareCurvAll` | 26.7\% | FOMC_all.rvshare_dC[0] |208| `\evFomcRvShareLoCurvAll` | 23.2 | FOMC_all.rvshare_dC CI lo |209| `\evFomcRvShareHiCurvAll` | 30.1 | FOMC_all.rvshare_dC CI hi |210| `\evFomcRvShareMedianCurvAll` | 21.8\% | FOMC_all.rvshare_dC_median |211| `\evFomcNAll` | 126 | FOMC_all.n_events |212| `\evFomcNPlaceboAll` | 376 | FOMC_all.n_placebo |213| `\evFomcVarDyThreeMAll` | 0.7 | FOMC_all.var_dy_bp2.3m |214| `\evFomcVarDyTwoYAll` | 16.0 | FOMC_all.var_dy_bp2.2 |215| `\evFomcVarDyFiveYAll` | 13.4 | FOMC_all.var_dy_bp2.5 |216| `\evFomcVarDyTenYAll` | 8.1 | FOMC_all.var_dy_bp2.10 |217| `\evFomcVarDyThirtyYAll` | 7.4 | FOMC_all.var_dy_bp2.30 |218| `\evFomcPreDriftLevelAll` | $-$0.55 | FOMC_all.pre24h_mean_dL_bp |219| `\evFomcPreDriftLoLevelAll` | $-$1.25 | CI lo |220| `\evFomcPreDriftHiLevelAll` | 0.12 | CI hi |221| `\evFomcPreDriftSlopeAll` | 0.49 | FOMC_all.pre24h_mean_dS_bp |222| `\evFomcPreDriftLoSlopeAll` | $-$0.26 | CI lo |223| `\evFomcPreDriftHiSlopeAll` | 1.23 | CI hi |224| `\evFomcPreDriftShortRateAll` | $-$0.06 | FOMC_all.pre24h_mean_dSR_bp |225| `\evFomcPreDriftLoShortRateAll` | $-$0.18 | CI lo |226| `\evFomcPreDriftHiShortRateAll` | 0.07 | CI hi |227| `\evFomcPreDriftTenYAll` | $-$0.41 | FOMC_all.pre24h_mean_dy10_bp |228| `\evFomcPreDriftLoTenYAll` | $-$1.06 | CI lo |229| `\evFomcPreDriftHiTenYAll` | 0.22 | CI hi |230| `\evFomcSdLevelZlb` | 4.3 | event_summary.json FOMC_2011_2015.sd_dL_bp |231| `\evFomcRatioLevelZlb` | 4.1 | FOMC_2011_2015.ratio_sd_vs_placebo_dL |232| `\evFomcSdSlopeZlb` | 4.8 | event_summary.json FOMC_2011_2015.sd_dS_bp |233| `\evFomcRatioSlopeZlb` | 4.5 | FOMC_2011_2015.ratio_sd_vs_placebo_dS |234| `\evFomcSdCurvZlb` | 15.6 | event_summary.json FOMC_2011_2015.sd_dC_bp |235| `\evFomcRatioCurvZlb` | 7.2 | FOMC_2011_2015.ratio_sd_vs_placebo_dC |236| `\evFomcSdShortRateZlb` | 1.39 | event_summary.json FOMC_2011_2015.sd_dSR_bp |237| `\evFomcRatioShortRateZlb` | 6.2 | FOMC_2011_2015.ratio_sd_vs_placebo_dSR |238| `\evFomcSdTwoYZlb` | 3.9 | event_summary.json FOMC_2011_2015.sd_dy2_bp |239| `\evFomcRatioTwoYZlb` | 7.7 | FOMC_2011_2015.ratio_sd_vs_placebo_dy2 |240| `\evFomcSdTenYZlb` | 3.7 | event_summary.json FOMC_2011_2015.sd_dy10_bp |241| `\evFomcRatioTenYZlb` | 4.6 | FOMC_2011_2015.ratio_sd_vs_placebo_dy10 |242| `\evFomcRvShareLevelZlb` | 25.4\% | FOMC_2011_2015.rvshare_dL[0] |243| `\evFomcRvShareLoLevelZlb` | 21.1 | FOMC_2011_2015.rvshare_dL CI lo |244| `\evFomcRvShareHiLevelZlb` | 30.0 | FOMC_2011_2015.rvshare_dL CI hi |245| `\evFomcRvShareMedianLevelZlb` | 23.3\% | FOMC_2011_2015.rvshare_dL_median |246| `\evFomcRvShareSlopeZlb` | 28.1\% | FOMC_2011_2015.rvshare_dS[0] |247| `\evFomcRvShareLoSlopeZlb` | 23.4 | FOMC_2011_2015.rvshare_dS CI lo |248| `\evFomcRvShareHiSlopeZlb` | 32.9 | FOMC_2011_2015.rvshare_dS CI hi |249| `\evFomcRvShareMedianSlopeZlb` | 26.0\% | FOMC_2011_2015.rvshare_dS_median |250| `\evFomcRvShareCurvZlb` | 29.3\% | FOMC_2011_2015.rvshare_dC[0] |251| `\evFomcRvShareLoCurvZlb` | 22.9 | FOMC_2011_2015.rvshare_dC CI lo |252| `\evFomcRvShareHiCurvZlb` | 36.3 | FOMC_2011_2015.rvshare_dC CI hi |253| `\evFomcRvShareMedianCurvZlb` | 26.7\% | FOMC_2011_2015.rvshare_dC_median |254| `\evFomcNZlb` | 39 | FOMC_2011_2015.n_events |255| `\evFomcNPlaceboZlb` | 114 | FOMC_2011_2015.n_placebo |256| `\evFomcVarDyThreeMZlb` | 0.1 | FOMC_2011_2015.var_dy_bp2.3m |257| `\evFomcVarDyTwoYZlb` | 15.1 | FOMC_2011_2015.var_dy_bp2.2 |258| `\evFomcVarDyFiveYZlb` | 16.1 | FOMC_2011_2015.var_dy_bp2.5 |259| `\evFomcVarDyTenYZlb` | 14.0 | FOMC_2011_2015.var_dy_bp2.10 |260| `\evFomcVarDyThirtyYZlb` | 16.1 | FOMC_2011_2015.var_dy_bp2.30 |261| `\evFomcPreDriftLevelZlb` | 1.08 | FOMC_2011_2015.pre24h_mean_dL_bp |262| `\evFomcPreDriftLoLevelZlb` | $-$0.52 | CI lo |263| `\evFomcPreDriftHiLevelZlb` | 2.51 | CI hi |264| `\evFomcPreDriftSlopeZlb` | $-$1.06 | FOMC_2011_2015.pre24h_mean_dS_bp |265| `\evFomcPreDriftLoSlopeZlb` | $-$2.69 | CI lo |266| `\evFomcPreDriftHiSlopeZlb` | 0.48 | CI hi |267| `\evFomcPreDriftShortRateZlb` | 0.02 | FOMC_2011_2015.pre24h_mean_dSR_bp |268| `\evFomcPreDriftLoShortRateZlb` | $-$0.23 | CI lo |269| `\evFomcPreDriftHiShortRateZlb` | 0.28 | CI hi |270| `\evFomcPreDriftTenYZlb` | 0.84 | FOMC_2011_2015.pre24h_mean_dy10_bp |271| `\evFomcPreDriftLoTenYZlb` | $-$0.40 | CI lo |272| `\evFomcPreDriftHiTenYZlb` | 2.05 | CI hi |273| `\evFomcSdLevelMid` | 2.0 | event_summary.json FOMC_2016_2019.sd_dL_bp |274| `\evFomcRatioLevelMid` | 3.1 | FOMC_2016_2019.ratio_sd_vs_placebo_dL |275| `\evFomcSdSlopeMid` | 2.4 | event_summary.json FOMC_2016_2019.sd_dS_bp |276| `\evFomcRatioSlopeMid` | 3.2 | FOMC_2016_2019.ratio_sd_vs_placebo_dS |277| `\evFomcSdCurvMid` | 11.9 | event_summary.json FOMC_2016_2019.sd_dC_bp |278| `\evFomcRatioCurvMid` | 5.5 | FOMC_2016_2019.ratio_sd_vs_placebo_dC |279| `\evFomcSdShortRateMid` | 0.93 | event_summary.json FOMC_2016_2019.sd_dSR_bp |280| `\evFomcRatioShortRateMid` | 5.4 | FOMC_2016_2019.ratio_sd_vs_placebo_dSR |281| `\evFomcSdTwoYMid` | 3.3 | event_summary.json FOMC_2016_2019.sd_dy2_bp |282| `\evFomcRatioTwoYMid` | 4.7 | FOMC_2016_2019.ratio_sd_vs_placebo_dy2 |283| `\evFomcSdTenYMid` | 2.4 | event_summary.json FOMC_2016_2019.sd_dy10_bp |284| `\evFomcRatioTenYMid` | 3.5 | FOMC_2016_2019.ratio_sd_vs_placebo_dy10 |285| `\evFomcRvShareLevelMid` | 19.4\% | FOMC_2016_2019.rvshare_dL[0] |286| `\evFomcRvShareLoLevelMid` | 16.1 | FOMC_2016_2019.rvshare_dL CI lo |287| `\evFomcRvShareHiLevelMid` | 23.1 | FOMC_2016_2019.rvshare_dL CI hi |288| `\evFomcRvShareMedianLevelMid` | 15.3\% | FOMC_2016_2019.rvshare_dL_median |289| `\evFomcRvShareSlopeMid` | 21.7\% | FOMC_2016_2019.rvshare_dS[0] |290| `\evFomcRvShareLoSlopeMid` | 17.9 | FOMC_2016_2019.rvshare_dS CI lo |291| `\evFomcRvShareHiSlopeMid` | 25.9 | FOMC_2016_2019.rvshare_dS CI hi |292| `\evFomcRvShareMedianSlopeMid` | 18.8\% | FOMC_2016_2019.rvshare_dS_median |293| `\evFomcRvShareCurvMid` | 27.6\% | FOMC_2016_2019.rvshare_dC[0] |294| `\evFomcRvShareLoCurvMid` | 20.6 | FOMC_2016_2019.rvshare_dC CI lo |295| `\evFomcRvShareHiCurvMid` | 35.1 | FOMC_2016_2019.rvshare_dC CI hi |296| `\evFomcRvShareMedianCurvMid` | 22.8\% | FOMC_2016_2019.rvshare_dC_median |297| `\evFomcNMid` | 33 | FOMC_2016_2019.n_events |298| `\evFomcNPlaceboMid` | 99 | FOMC_2016_2019.n_placebo |299| `\evFomcVarDyThreeMMid` | 0.1 | FOMC_2016_2019.var_dy_bp2.3m |300| `\evFomcVarDyTwoYMid` | 10.9 | FOMC_2016_2019.var_dy_bp2.2 |301| `\evFomcVarDyFiveYMid` | 10.2 | FOMC_2016_2019.var_dy_bp2.5 |302| `\evFomcVarDyTenYMid` | 5.9 | FOMC_2016_2019.var_dy_bp2.10 |303| `\evFomcVarDyThirtyYMid` | 4.0 | FOMC_2016_2019.var_dy_bp2.30 |304| `\evFomcPreDriftLevelMid` | $-$1.70 | FOMC_2016_2019.pre24h_mean_dL_bp |305| `\evFomcPreDriftLoLevelMid` | $-$2.77 | CI lo |306| `\evFomcPreDriftHiLevelMid` | $-$0.63 | CI hi |307| `\evFomcPreDriftSlopeMid` | 1.57 | FOMC_2016_2019.pre24h_mean_dS_bp |308| `\evFomcPreDriftLoSlopeMid` | 0.45 | CI lo |309| `\evFomcPreDriftHiSlopeMid` | 2.85 | CI hi |310| `\evFomcPreDriftShortRateMid` | $-$0.13 | FOMC_2016_2019.pre24h_mean_dSR_bp |311| `\evFomcPreDriftLoShortRateMid` | $-$0.32 | CI lo |312| `\evFomcPreDriftHiShortRateMid` | 0.07 | CI hi |313| `\evFomcPreDriftTenYMid` | $-$1.16 | FOMC_2016_2019.pre24h_mean_dy10_bp |314| `\evFomcPreDriftLoTenYMid` | $-$2.17 | CI lo |315| `\evFomcPreDriftHiTenYMid` | $-$0.24 | CI hi |316| `\evFomcSdLevelPandemic` | 1.8 | event_summary.json FOMC_2020_2021.sd_dL_bp |317| `\evFomcRatioLevelPandemic` | 1.6 | FOMC_2020_2021.ratio_sd_vs_placebo_dL |318| `\evFomcSdSlopePandemic` | 1.9 | event_summary.json FOMC_2020_2021.sd_dS_bp |319| `\evFomcRatioSlopePandemic` | 1.5 | FOMC_2020_2021.ratio_sd_vs_placebo_dS |320| `\evFomcSdCurvPandemic` | 7.3 | event_summary.json FOMC_2020_2021.sd_dC_bp |321| `\evFomcRatioCurvPandemic` | 5.1 | FOMC_2020_2021.ratio_sd_vs_placebo_dC |322| `\evFomcSdShortRatePandemic` | 0.96 | event_summary.json FOMC_2020_2021.sd_dSR_bp |323| `\evFomcRatioShortRatePandemic` | 4.0 | FOMC_2020_2021.ratio_sd_vs_placebo_dSR |324| `\evFomcSdTwoYPandemic` | 1.5 | event_summary.json FOMC_2020_2021.sd_dy2_bp |325| `\evFomcRatioTwoYPandemic` | 2.7 | FOMC_2020_2021.ratio_sd_vs_placebo_dy2 |326| `\evFomcSdTenYPandemic` | 1.5 | event_summary.json FOMC_2020_2021.sd_dy10_bp |327| `\evFomcRatioTenYPandemic` | 1.5 | FOMC_2020_2021.ratio_sd_vs_placebo_dy10 |328| `\evFomcRvShareLevelPandemic` | 15.1\% | FOMC_2020_2021.rvshare_dL[0] |329| `\evFomcRvShareLoLevelPandemic` | 11.0 | FOMC_2020_2021.rvshare_dL CI lo |330| `\evFomcRvShareHiLevelPandemic` | 19.1 | FOMC_2020_2021.rvshare_dL CI hi |331| `\evFomcRvShareMedianLevelPandemic` | 15.1\% | FOMC_2020_2021.rvshare_dL_median |332| `\evFomcRvShareSlopePandemic` | 16.1\% | FOMC_2020_2021.rvshare_dS[0] |333| `\evFomcRvShareLoSlopePandemic` | 11.6 | FOMC_2020_2021.rvshare_dS CI lo |334| `\evFomcRvShareHiSlopePandemic` | 20.5 | FOMC_2020_2021.rvshare_dS CI hi |335| `\evFomcRvShareMedianSlopePandemic` | 16.2\% | FOMC_2020_2021.rvshare_dS_median |336| `\evFomcRvShareCurvPandemic` | 16.2\% | FOMC_2020_2021.rvshare_dC[0] |337| `\evFomcRvShareLoCurvPandemic` | 9.0 | FOMC_2020_2021.rvshare_dC CI lo |338| `\evFomcRvShareHiCurvPandemic` | 23.6 | FOMC_2020_2021.rvshare_dC CI hi |339| `\evFomcRvShareMedianCurvPandemic` | 10.1\% | FOMC_2020_2021.rvshare_dC_median |340| `\evFomcNPandemic` | 15 | FOMC_2020_2021.n_events |341| `\evFomcNPlaceboPandemic` | 48 | FOMC_2020_2021.n_placebo |342| `\evFomcVarDyThreeMPandemic` | 0.1 | FOMC_2020_2021.var_dy_bp2.3m |343| `\evFomcVarDyTwoYPandemic` | 2.4 | FOMC_2020_2021.var_dy_bp2.2 |344| `\evFomcVarDyFiveYPandemic` | 2.5 | FOMC_2020_2021.var_dy_bp2.5 |345| `\evFomcVarDyTenYPandemic` | 2.2 | FOMC_2020_2021.var_dy_bp2.10 |346| `\evFomcVarDyThirtyYPandemic` | 2.7 | FOMC_2020_2021.var_dy_bp2.30 |347| `\evFomcPreDriftLevelPandemic` | 0.01 | FOMC_2020_2021.pre24h_mean_dL_bp |348| `\evFomcPreDriftLoLevelPandemic` | $-$1.39 | CI lo |349| `\evFomcPreDriftHiLevelPandemic` | 1.49 | CI hi |350| `\evFomcPreDriftSlopePandemic` | $-$0.04 | FOMC_2020_2021.pre24h_mean_dS_bp |351| `\evFomcPreDriftLoSlopePandemic` | $-$1.44 | CI lo |352| `\evFomcPreDriftHiSlopePandemic` | 1.46 | CI hi |353| `\evFomcPreDriftShortRatePandemic` | $-$0.03 | FOMC_2020_2021.pre24h_mean_dSR_bp |354| `\evFomcPreDriftLoShortRatePandemic` | $-$0.28 | CI lo |355| `\evFomcPreDriftHiShortRatePandemic` | 0.20 | CI hi |356| `\evFomcPreDriftTenYPandemic` | 0.11 | FOMC_2020_2021.pre24h_mean_dy10_bp |357| `\evFomcPreDriftLoTenYPandemic` | $-$1.04 | CI lo |358| `\evFomcPreDriftHiTenYPandemic` | 1.21 | CI hi |359| `\evFomcSdLevelRecent` | 1.9 | event_summary.json FOMC_2022_2026.sd_dL_bp |360| `\evFomcRatioLevelRecent` | 2.2 | FOMC_2022_2026.ratio_sd_vs_placebo_dL |361| `\evFomcSdSlopeRecent` | 2.0 | event_summary.json FOMC_2022_2026.sd_dS_bp |362| `\evFomcRatioSlopeRecent` | 2.2 | FOMC_2022_2026.ratio_sd_vs_placebo_dS |363| `\evFomcSdCurvRecent` | 18.8 | event_summary.json FOMC_2022_2026.sd_dC_bp |364| `\evFomcRatioCurvRecent` | 6.3 | FOMC_2022_2026.ratio_sd_vs_placebo_dC |365| `\evFomcSdShortRateRecent` | 0.48 | event_summary.json FOMC_2022_2026.sd_dSR_bp |366| `\evFomcRatioShortRateRecent` | 2.5 | FOMC_2022_2026.ratio_sd_vs_placebo_dSR |367| `\evFomcSdTwoYRecent` | 5.2 | event_summary.json FOMC_2022_2026.sd_dy2_bp |368| `\evFomcRatioTwoYRecent` | 5.1 | FOMC_2022_2026.ratio_sd_vs_placebo_dy2 |369| `\evFomcSdTenYRecent` | 2.4 | event_summary.json FOMC_2022_2026.sd_dy10_bp |370| `\evFomcRatioTenYRecent` | 2.6 | FOMC_2022_2026.ratio_sd_vs_placebo_dy10 |371| `\evFomcRvShareLevelRecent` | 12.2\% | FOMC_2022_2026.rvshare_dL[0] |372| `\evFomcRvShareLoLevelRecent` | 10.0 | FOMC_2022_2026.rvshare_dL CI lo |373| `\evFomcRvShareHiLevelRecent` | 14.4 | FOMC_2022_2026.rvshare_dL CI hi |374| `\evFomcRvShareMedianLevelRecent` | 11.0\% | FOMC_2022_2026.rvshare_dL_median |375| `\evFomcRvShareSlopeRecent` | 11.6\% | FOMC_2022_2026.rvshare_dS[0] |376| `\evFomcRvShareLoSlopeRecent` | 9.7 | FOMC_2022_2026.rvshare_dS CI lo |377| `\evFomcRvShareHiSlopeRecent` | 13.7 | FOMC_2022_2026.rvshare_dS CI hi |378| `\evFomcRvShareMedianSlopeRecent` | 10.4\% | FOMC_2022_2026.rvshare_dS_median |379| `\evFomcRvShareCurvRecent` | 27.3\% | FOMC_2022_2026.rvshare_dC[0] |380| `\evFomcRvShareLoCurvRecent` | 21.2 | FOMC_2022_2026.rvshare_dC CI lo |381| `\evFomcRvShareHiCurvRecent` | 33.3 | FOMC_2022_2026.rvshare_dC CI hi |382| `\evFomcRvShareMedianCurvRecent` | 23.4\% | FOMC_2022_2026.rvshare_dC_median |383| `\evFomcNRecent` | 39 | FOMC_2022_2026.n_events |384| `\evFomcNPlaceboRecent` | 115 | FOMC_2022_2026.n_placebo |385| `\evFomcVarDyThreeMRecent` | 1.9 | FOMC_2022_2026.var_dy_bp2.3m |386| `\evFomcVarDyTwoYRecent` | 26.8 | FOMC_2022_2026.var_dy_bp2.2 |387| `\evFomcVarDyFiveYRecent` | 17.4 | FOMC_2022_2026.var_dy_bp2.5 |388| `\evFomcVarDyTenYRecent` | 6.0 | FOMC_2022_2026.var_dy_bp2.10 |389| `\evFomcVarDyThirtyYRecent` | 2.8 | FOMC_2022_2026.var_dy_bp2.30 |390| `\evFomcPreDriftLevelRecent` | $-$1.42 | FOMC_2022_2026.pre24h_mean_dL_bp |391| `\evFomcPreDriftLoLevelRecent` | $-$2.52 | CI lo |392| `\evFomcPreDriftHiLevelRecent` | $-$0.43 | CI hi |393| `\evFomcPreDriftSlopeRecent` | 1.33 | FOMC_2022_2026.pre24h_mean_dS_bp |394| `\evFomcPreDriftLoSlopeRecent` | 0.25 | CI lo |395| `\evFomcPreDriftHiSlopeRecent` | 2.51 | CI hi |396| `\evFomcPreDriftShortRateRecent` | $-$0.08 | FOMC_2022_2026.pre24h_mean_dSR_bp |397| `\evFomcPreDriftLoShortRateRecent` | $-$0.35 | CI lo |398| `\evFomcPreDriftHiShortRateRecent` | 0.18 | CI hi |399| `\evFomcPreDriftTenYRecent` | $-$1.22 | FOMC_2022_2026.pre24h_mean_dy10_bp |400| `\evFomcPreDriftLoTenYRecent` | $-$2.55 | CI lo |401| `\evFomcPreDriftHiTenYRecent` | 0.00 | CI hi |402| `\evCpiSdLevelAll` | 2.8 | event_summary.json CPI_all.sd_dL_bp |403| `\evCpiRatioLevelAll` | 1.9 | CPI_all.ratio_sd_vs_placebo_dL |404| `\evCpiSdSlopeAll` | 3.0 | event_summary.json CPI_all.sd_dS_bp |405| `\evCpiRatioSlopeAll` | 2.0 | CPI_all.ratio_sd_vs_placebo_dS |406| `\evCpiSdCurvAll` | 14.9 | event_summary.json CPI_all.sd_dC_bp |407| `\evCpiRatioCurvAll` | 4.2 | CPI_all.ratio_sd_vs_placebo_dC |408| `\evCpiSdShortRateAll` | 0.50 | event_summary.json CPI_all.sd_dSR_bp |409| `\evCpiRatioShortRateAll` | 1.9 | CPI_all.ratio_sd_vs_placebo_dSR |410| `\evCpiSdTwoYAll` | 5.1 | event_summary.json CPI_all.sd_dy2_bp |411| `\evCpiRatioTwoYAll` | 4.2 | CPI_all.ratio_sd_vs_placebo_dy2 |412| `\evCpiSdTenYAll` | 3.8 | event_summary.json CPI_all.sd_dy10_bp |413| `\evCpiRatioTenYAll` | 2.8 | CPI_all.ratio_sd_vs_placebo_dy10 |414| `\evCpiRvShareLevelAll` | 16.0\% | CPI_all.rvshare_dL[0] |415| `\evCpiRvShareLoLevelAll` | 14.4 | CPI_all.rvshare_dL CI lo |416| `\evCpiRvShareHiLevelAll` | 17.7 | CPI_all.rvshare_dL CI hi |417| `\evCpiRvShareMedianLevelAll` | 11.7\% | CPI_all.rvshare_dL_median |418| `\evCpiRvShareSlopeAll` | 16.9\% | CPI_all.rvshare_dS[0] |419| `\evCpiRvShareLoSlopeAll` | 15.1 | CPI_all.rvshare_dS CI lo |420| `\evCpiRvShareHiSlopeAll` | 18.8 | CPI_all.rvshare_dS CI hi |421| `\evCpiRvShareMedianSlopeAll` | 12.7\% | CPI_all.rvshare_dS_median |422| `\evCpiRvShareCurvAll` | 20.7\% | CPI_all.rvshare_dC[0] |423| `\evCpiRvShareLoCurvAll` | 17.6 | CPI_all.rvshare_dC CI lo |424| `\evCpiRvShareHiCurvAll` | 23.8 | CPI_all.rvshare_dC CI hi |425| `\evCpiRvShareMedianCurvAll` | 10.8\% | CPI_all.rvshare_dC_median |426| `\evCpiNAll` | 187 | CPI_all.n_events |427| `\evCpiNPlaceboAll` | 561 | CPI_all.n_placebo |428| `\evCpiVarDyThreeMAll` | 1.4 | CPI_all.var_dy_bp2.3m |429| `\evCpiVarDyTwoYAll` | 25.5 | CPI_all.var_dy_bp2.2 |430| `\evCpiVarDyFiveYAll` | 24.0 | CPI_all.var_dy_bp2.5 |431| `\evCpiVarDyTenYAll` | 14.7 | CPI_all.var_dy_bp2.10 |432| `\evCpiVarDyThirtyYAll` | 9.4 | CPI_all.var_dy_bp2.30 |433| `\evCpiPreDriftLevelAll` | $-$0.23 | CPI_all.pre24h_mean_dL_bp |434| `\evCpiPreDriftLoLevelAll` | $-$0.94 | CI lo |435| `\evCpiPreDriftHiLevelAll` | 0.50 | CI hi |436| `\evCpiPreDriftSlopeAll` | 0.23 | CPI_all.pre24h_mean_dS_bp |437| `\evCpiPreDriftLoSlopeAll` | $-$0.52 | CI lo |438| `\evCpiPreDriftHiSlopeAll` | 0.98 | CI hi |439| `\evCpiPreDriftShortRateAll` | 0.00 | CPI_all.pre24h_mean_dSR_bp |440| `\evCpiPreDriftLoShortRateAll` | $-$0.11 | CI lo |441| `\evCpiPreDriftHiShortRateAll` | 0.12 | CI hi |442| `\evCpiPreDriftTenYAll` | $-$0.01 | CPI_all.pre24h_mean_dy10_bp |443| `\evCpiPreDriftLoTenYAll` | $-$0.62 | CI lo |444| `\evCpiPreDriftHiTenYAll` | 0.61 | CI hi |445| `\evCpiSdLevelZlb` | 2.2 | event_summary.json CPI_2011_2015.sd_dL_bp |446| `\evCpiRatioLevelZlb` | 1.4 | CPI_2011_2015.ratio_sd_vs_placebo_dL |447| `\evCpiSdSlopeZlb` | 2.4 | event_summary.json CPI_2011_2015.sd_dS_bp |448| `\evCpiRatioSlopeZlb` | 1.5 | CPI_2011_2015.ratio_sd_vs_placebo_dS |449| `\evCpiSdCurvZlb` | 3.4 | event_summary.json CPI_2011_2015.sd_dC_bp |450| `\evCpiRatioCurvZlb` | 1.2 | CPI_2011_2015.ratio_sd_vs_placebo_dC |451| `\evCpiSdShortRateZlb` | 0.38 | event_summary.json CPI_2011_2015.sd_dSR_bp |452| `\evCpiRatioShortRateZlb` | 1.3 | CPI_2011_2015.ratio_sd_vs_placebo_dSR |453| `\evCpiSdTwoYZlb` | 1.3 | event_summary.json CPI_2011_2015.sd_dy2_bp |454| `\evCpiRatioTwoYZlb` | 1.6 | CPI_2011_2015.ratio_sd_vs_placebo_dy2 |455| `\evCpiSdTenYZlb` | 1.9 | event_summary.json CPI_2011_2015.sd_dy10_bp |456| `\evCpiRatioTenYZlb` | 1.5 | CPI_2011_2015.ratio_sd_vs_placebo_dy10 |457| `\evCpiRvShareLevelZlb` | 11.6\% | CPI_2011_2015.rvshare_dL[0] |458| `\evCpiRvShareLoLevelZlb` | 9.9 | CPI_2011_2015.rvshare_dL CI lo |459| `\evCpiRvShareHiLevelZlb` | 13.4 | CPI_2011_2015.rvshare_dL CI hi |460| `\evCpiRvShareMedianLevelZlb` | 9.3\% | CPI_2011_2015.rvshare_dL_median |461| `\evCpiRvShareSlopeZlb` | 12.7\% | CPI_2011_2015.rvshare_dS[0] |462| `\evCpiRvShareLoSlopeZlb` | 10.6 | CPI_2011_2015.rvshare_dS CI lo |463| `\evCpiRvShareHiSlopeZlb` | 14.9 | CPI_2011_2015.rvshare_dS CI hi |464| `\evCpiRvShareMedianSlopeZlb` | 9.6\% | CPI_2011_2015.rvshare_dS_median |465| `\evCpiRvShareCurvZlb` | 7.4\% | CPI_2011_2015.rvshare_dC[0] |466| `\evCpiRvShareLoCurvZlb` | 6.3 | CPI_2011_2015.rvshare_dC CI lo |467| `\evCpiRvShareHiCurvZlb` | 8.6 | CPI_2011_2015.rvshare_dC CI hi |468| `\evCpiRvShareMedianCurvZlb` | 5.9\% | CPI_2011_2015.rvshare_dC_median |469| `\evCpiNZlb` | 60 | CPI_2011_2015.n_events |470| `\evCpiNPlaceboZlb` | 180 | CPI_2011_2015.n_placebo |471| `\evCpiVarDyThreeMZlb` | 0.0 | CPI_2011_2015.var_dy_bp2.3m |472| `\evCpiVarDyTwoYZlb` | 1.6 | CPI_2011_2015.var_dy_bp2.2 |473| `\evCpiVarDyFiveYZlb` | 2.9 | CPI_2011_2015.var_dy_bp2.5 |474| `\evCpiVarDyTenYZlb` | 3.7 | CPI_2011_2015.var_dy_bp2.10 |475| `\evCpiVarDyThirtyYZlb` | 4.5 | CPI_2011_2015.var_dy_bp2.30 |476| `\evCpiPreDriftLevelZlb` | 1.43 | CPI_2011_2015.pre24h_mean_dL_bp |477| `\evCpiPreDriftLoLevelZlb` | $-$0.10 | CI lo |478| `\evCpiPreDriftHiLevelZlb` | 2.96 | CI hi |479| `\evCpiPreDriftSlopeZlb` | $-$1.50 | CPI_2011_2015.pre24h_mean_dS_bp |480| `\evCpiPreDriftLoSlopeZlb` | $-$3.13 | CI lo |481| `\evCpiPreDriftHiSlopeZlb` | 0.11 | CI hi |482| `\evCpiPreDriftShortRateZlb` | $-$0.07 | CPI_2011_2015.pre24h_mean_dSR_bp |483| `\evCpiPreDriftLoShortRateZlb` | $-$0.35 | CI lo |484| `\evCpiPreDriftHiShortRateZlb` | 0.18 | CI hi |485| `\evCpiPreDriftTenYZlb` | 1.11 | CPI_2011_2015.pre24h_mean_dy10_bp |486| `\evCpiPreDriftLoTenYZlb` | $-$0.17 | CI lo |487| `\evCpiPreDriftHiTenYZlb` | 2.31 | CI hi |488| `\evCpiSdLevelMid` | 2.0 | event_summary.json CPI_2016_2019.sd_dL_bp |489| `\evCpiRatioLevelMid` | 1.7 | CPI_2016_2019.ratio_sd_vs_placebo_dL |490| `\evCpiSdSlopeMid` | 2.3 | event_summary.json CPI_2016_2019.sd_dS_bp |491| `\evCpiRatioSlopeMid` | 1.8 | CPI_2016_2019.ratio_sd_vs_placebo_dS |492| `\evCpiSdCurvMid` | 5.3 | event_summary.json CPI_2016_2019.sd_dC_bp |493| `\evCpiRatioCurvMid` | 2.0 | CPI_2016_2019.ratio_sd_vs_placebo_dC |494| `\evCpiSdShortRateMid` | 0.43 | event_summary.json CPI_2016_2019.sd_dSR_bp |495| `\evCpiRatioShortRateMid` | 2.2 | CPI_2016_2019.ratio_sd_vs_placebo_dSR |496| `\evCpiSdTwoYMid` | 1.9 | event_summary.json CPI_2016_2019.sd_dy2_bp |497| `\evCpiRatioTwoYMid` | 2.1 | CPI_2016_2019.ratio_sd_vs_placebo_dy2 |498| `\evCpiSdTenYMid` | 2.1 | event_summary.json CPI_2016_2019.sd_dy10_bp |499| `\evCpiRatioTenYMid` | 1.9 | CPI_2016_2019.ratio_sd_vs_placebo_dy10 |500| `\evCpiRvShareLevelMid` | 13.6\% | CPI_2016_2019.rvshare_dL[0] |501| `\evCpiRvShareLoLevelMid` | 11.0 | CPI_2016_2019.rvshare_dL CI lo |502| `\evCpiRvShareHiLevelMid` | 16.4 | CPI_2016_2019.rvshare_dL CI hi |503| `\evCpiRvShareMedianLevelMid` | 10.0\% | CPI_2016_2019.rvshare_dL_median |504| `\evCpiRvShareSlopeMid` | 15.3\% | CPI_2016_2019.rvshare_dS[0] |505| `\evCpiRvShareLoSlopeMid` | 12.4 | CPI_2016_2019.rvshare_dS CI lo |506| `\evCpiRvShareHiSlopeMid` | 18.4 | CPI_2016_2019.rvshare_dS CI hi |507| `\evCpiRvShareMedianSlopeMid` | 11.0\% | CPI_2016_2019.rvshare_dS_median |508| `\evCpiRvShareCurvMid` | 13.9\% | CPI_2016_2019.rvshare_dC[0] |509| `\evCpiRvShareLoCurvMid` | 11.0 | CPI_2016_2019.rvshare_dC CI lo |510| `\evCpiRvShareHiCurvMid` | 16.9 | CPI_2016_2019.rvshare_dC CI hi |511| `\evCpiRvShareMedianCurvMid` | 9.5\% | CPI_2016_2019.rvshare_dC_median |512| `\evCpiNMid` | 47 | CPI_2016_2019.n_events |513| `\evCpiNPlaceboMid` | 141 | CPI_2016_2019.n_placebo |514| `\evCpiVarDyThreeMMid` | 0.0 | CPI_2016_2019.var_dy_bp2.3m |515| `\evCpiVarDyTwoYMid` | 3.6 | CPI_2016_2019.var_dy_bp2.2 |516| `\evCpiVarDyFiveYMid` | 4.8 | CPI_2016_2019.var_dy_bp2.5 |517| `\evCpiVarDyTenYMid` | 4.3 | CPI_2016_2019.var_dy_bp2.10 |518| `\evCpiVarDyThirtyYMid` | 4.1 | CPI_2016_2019.var_dy_bp2.30 |519| `\evCpiPreDriftLevelMid` | $-$0.94 | CPI_2016_2019.pre24h_mean_dL_bp |520| `\evCpiPreDriftLoLevelMid` | $-$2.00 | CI lo |521| `\evCpiPreDriftHiLevelMid` | 0.13 | CI hi |522| `\evCpiPreDriftSlopeMid` | 0.92 | CPI_2016_2019.pre24h_mean_dS_bp |523| `\evCpiPreDriftLoSlopeMid` | $-$0.36 | CI lo |524| `\evCpiPreDriftHiSlopeMid` | 2.07 | CI hi |525| `\evCpiPreDriftShortRateMid` | $-$0.02 | CPI_2016_2019.pre24h_mean_dSR_bp |526| `\evCpiPreDriftLoShortRateMid` | $-$0.29 | CI lo |527| `\evCpiPreDriftHiShortRateMid` | 0.19 | CI hi |528| `\evCpiPreDriftTenYMid` | $-$0.68 | CPI_2016_2019.pre24h_mean_dy10_bp |529| `\evCpiPreDriftLoTenYMid` | $-$1.69 | CI lo |530| `\evCpiPreDriftHiTenYMid` | 0.42 | CI hi |531| `\evCpiSdLevelPandemic` | 1.8 | event_summary.json CPI_2020_2021.sd_dL_bp |532| `\evCpiRatioLevelPandemic` | 1.4 | CPI_2020_2021.ratio_sd_vs_placebo_dL |533| `\evCpiSdSlopePandemic` | 2.1 | event_summary.json CPI_2020_2021.sd_dS_bp |534| `\evCpiRatioSlopePandemic` | 1.7 | CPI_2020_2021.ratio_sd_vs_placebo_dS |535| `\evCpiSdCurvPandemic` | 5.3 | event_summary.json CPI_2020_2021.sd_dC_bp |536| `\evCpiRatioCurvPandemic` | 1.8 | CPI_2020_2021.ratio_sd_vs_placebo_dC |537| `\evCpiSdShortRatePandemic` | 0.53 | event_summary.json CPI_2020_2021.sd_dSR_bp |538| `\evCpiRatioShortRatePandemic` | 1.8 | CPI_2020_2021.ratio_sd_vs_placebo_dSR |539| `\evCpiSdTwoYPandemic` | 1.5 | event_summary.json CPI_2020_2021.sd_dy2_bp |540| `\evCpiRatioTwoYPandemic` | 1.9 | CPI_2020_2021.ratio_sd_vs_placebo_dy2 |541| `\evCpiSdTenYPandemic` | 1.7 | event_summary.json CPI_2020_2021.sd_dy10_bp |542| `\evCpiRatioTenYPandemic` | 1.6 | CPI_2020_2021.ratio_sd_vs_placebo_dy10 |543| `\evCpiRvShareLevelPandemic` | 11.3\% | CPI_2020_2021.rvshare_dL[0] |544| `\evCpiRvShareLoLevelPandemic` | 8.3 | CPI_2020_2021.rvshare_dL CI lo |545| `\evCpiRvShareHiLevelPandemic` | 14.5 | CPI_2020_2021.rvshare_dL CI hi |546| `\evCpiRvShareMedianLevelPandemic` | 9.2\% | CPI_2020_2021.rvshare_dL_median |547| `\evCpiRvShareSlopePandemic` | 12.1\% | CPI_2020_2021.rvshare_dS[0] |548| `\evCpiRvShareLoSlopePandemic` | 8.5 | CPI_2020_2021.rvshare_dS CI lo |549| `\evCpiRvShareHiSlopePandemic` | 15.8 | CPI_2020_2021.rvshare_dS CI hi |550| `\evCpiRvShareMedianSlopePandemic` | 8.7\% | CPI_2020_2021.rvshare_dS_median |551| `\evCpiRvShareCurvPandemic` | 9.0\% | CPI_2020_2021.rvshare_dC[0] |552| `\evCpiRvShareLoCurvPandemic` | 6.0 | CPI_2020_2021.rvshare_dC CI lo |553| `\evCpiRvShareHiCurvPandemic` | 12.6 | CPI_2020_2021.rvshare_dC CI hi |554| `\evCpiRvShareMedianCurvPandemic` | 5.3\% | CPI_2020_2021.rvshare_dC_median |555| `\evCpiNPandemic` | 23 | CPI_2020_2021.n_events |556| `\evCpiNPlaceboPandemic` | 69 | CPI_2020_2021.n_placebo |557| `\evCpiVarDyThreeMPandemic` | 0.0 | CPI_2020_2021.var_dy_bp2.3m |558| `\evCpiVarDyTwoYPandemic` | 2.4 | CPI_2020_2021.var_dy_bp2.2 |559| `\evCpiVarDyFiveYPandemic` | 3.0 | CPI_2020_2021.var_dy_bp2.5 |560| `\evCpiVarDyTenYPandemic` | 2.8 | CPI_2020_2021.var_dy_bp2.10 |561| `\evCpiVarDyThirtyYPandemic` | 2.9 | CPI_2020_2021.var_dy_bp2.30 |562| `\evCpiPreDriftLevelPandemic` | $-$0.52 | CPI_2020_2021.pre24h_mean_dL_bp |563| `\evCpiPreDriftLoLevelPandemic` | $-$2.05 | CI lo |564| `\evCpiPreDriftHiLevelPandemic` | 0.92 | CI hi |565| `\evCpiPreDriftSlopePandemic` | 0.45 | CPI_2020_2021.pre24h_mean_dS_bp |566| `\evCpiPreDriftLoSlopePandemic` | $-$1.10 | CI lo |567| `\evCpiPreDriftHiSlopePandemic` | 1.91 | CI hi |568| `\evCpiPreDriftShortRatePandemic` | $-$0.07 | CPI_2020_2021.pre24h_mean_dSR_bp |569| `\evCpiPreDriftLoShortRatePandemic` | $-$0.33 | CI lo |570| `\evCpiPreDriftHiShortRatePandemic` | 0.19 | CI hi |571| `\evCpiPreDriftTenYPandemic` | $-$0.15 | CPI_2020_2021.pre24h_mean_dy10_bp |572| `\evCpiPreDriftLoTenYPandemic` | $-$1.27 | CI lo |573| `\evCpiPreDriftHiTenYPandemic` | 0.89 | CI hi |574| `\evCpiSdLevelRecent` | 4.0 | event_summary.json CPI_2022_2026.sd_dL_bp |575| `\evCpiRatioLevelRecent` | 2.3 | CPI_2022_2026.ratio_sd_vs_placebo_dL |576| `\evCpiSdSlopeRecent` | 4.2 | event_summary.json CPI_2022_2026.sd_dS_bp |577| `\evCpiRatioSlopeRecent` | 2.4 | CPI_2022_2026.ratio_sd_vs_placebo_dS |578| `\evCpiSdCurvRecent` | 25.9 | event_summary.json CPI_2022_2026.sd_dC_bp |579| `\evCpiRatioCurvRecent` | 5.1 | CPI_2022_2026.ratio_sd_vs_placebo_dC |580| `\evCpiSdShortRateRecent` | 0.61 | event_summary.json CPI_2022_2026.sd_dSR_bp |581| `\evCpiRatioShortRateRecent` | 2.3 | CPI_2022_2026.ratio_sd_vs_placebo_dSR |582| `\evCpiSdTwoYRecent` | 8.9 | event_summary.json CPI_2022_2026.sd_dy2_bp |583| `\evCpiRatioTwoYRecent` | 4.9 | CPI_2022_2026.ratio_sd_vs_placebo_dy2 |584| `\evCpiSdTenYRecent` | 6.4 | event_summary.json CPI_2022_2026.sd_dy10_bp |585| `\evCpiRatioTenYRecent` | 3.5 | CPI_2022_2026.ratio_sd_vs_placebo_dy10 |586| `\evCpiRvShareLevelRecent` | 24.5\% | CPI_2022_2026.rvshare_dL[0] |587| `\evCpiRvShareLoLevelRecent` | 20.8 | CPI_2022_2026.rvshare_dL CI lo |588| `\evCpiRvShareHiLevelRecent` | 28.1 | CPI_2022_2026.rvshare_dL CI hi |589| `\evCpiRvShareMedianLevelRecent` | 21.1\% | CPI_2022_2026.rvshare_dL_median |590| `\evCpiRvShareSlopeRecent` | 24.5\% | CPI_2022_2026.rvshare_dS[0] |591| `\evCpiRvShareLoSlopeRecent` | 20.8 | CPI_2022_2026.rvshare_dS CI lo |592| `\evCpiRvShareHiSlopeRecent` | 28.7 | CPI_2022_2026.rvshare_dS CI hi |593| `\evCpiRvShareMedianSlopeRecent` | 20.8\% | CPI_2022_2026.rvshare_dS_median |594| `\evCpiRvShareCurvRecent` | 44.8\% | CPI_2022_2026.rvshare_dC[0] |595| `\evCpiRvShareLoCurvRecent` | 39.2 | CPI_2022_2026.rvshare_dC CI lo |596| `\evCpiRvShareHiCurvRecent` | 50.4 | CPI_2022_2026.rvshare_dC CI hi |597| `\evCpiRvShareMedianCurvRecent` | 48.3\% | CPI_2022_2026.rvshare_dC_median |598| `\evCpiNRecent` | 57 | CPI_2022_2026.n_events |599| `\evCpiNPlaceboRecent` | 171 | CPI_2022_2026.n_placebo |600| `\evCpiVarDyThreeMRecent` | 4.4 | CPI_2022_2026.var_dy_bp2.3m |601| `\evCpiVarDyTwoYRecent` | 78.3 | CPI_2022_2026.var_dy_bp2.2 |602| `\evCpiVarDyFiveYRecent` | 71.1 | CPI_2022_2026.var_dy_bp2.5 |603| `\evCpiVarDyTenYRecent` | 40.4 | CPI_2022_2026.var_dy_bp2.10 |604| `\evCpiVarDyThirtyYRecent` | 21.8 | CPI_2022_2026.var_dy_bp2.30 |605| `\evCpiPreDriftLevelRecent` | $-$1.27 | CPI_2022_2026.pre24h_mean_dL_bp |606| `\evCpiPreDriftLoLevelRecent` | $-$2.51 | CI lo |607| `\evCpiPreDriftHiLevelRecent` | $-$0.08 | CI hi |608| `\evCpiPreDriftSlopeRecent` | 1.40 | CPI_2022_2026.pre24h_mean_dS_bp |609| `\evCpiPreDriftLoSlopeRecent` | 0.23 | CI lo |610| `\evCpiPreDriftHiSlopeRecent` | 2.60 | CI hi |611| `\evCpiPreDriftShortRateRecent` | 0.13 | CPI_2022_2026.pre24h_mean_dSR_bp |612| `\evCpiPreDriftLoShortRateRecent` | $-$0.03 | CI lo |613| `\evCpiPreDriftHiShortRateRecent` | 0.31 | CI hi |614| `\evCpiPreDriftTenYRecent` | $-$0.58 | CPI_2022_2026.pre24h_mean_dy10_bp |615| `\evCpiPreDriftLoTenYRecent` | $-$1.76 | CI lo |616| `\evCpiPreDriftHiTenYRecent` | 0.62 | CI hi |617| `\evEmpSdLevelAll` | 4.3 | event_summary.json EMP_all.sd_dL_bp |618| `\evEmpRatioLevelAll` | 3.2 | EMP_all.ratio_sd_vs_placebo_dL |619| `\evEmpSdSlopeAll` | 4.8 | event_summary.json EMP_all.sd_dS_bp |620| `\evEmpRatioSlopeAll` | 3.4 | EMP_all.ratio_sd_vs_placebo_dS |621| `\evEmpSdCurvAll` | 13.8 | event_summary.json EMP_all.sd_dC_bp |622| `\evEmpRatioCurvAll` | 2.9 | EMP_all.ratio_sd_vs_placebo_dC |623| `\evEmpSdShortRateAll` | 0.88 | event_summary.json EMP_all.sd_dSR_bp |624| `\evEmpRatioShortRateAll` | 3.1 | EMP_all.ratio_sd_vs_placebo_dSR |625| `\evEmpSdTwoYAll` | 4.8 | event_summary.json EMP_all.sd_dy2_bp |626| `\evEmpRatioTwoYAll` | 3.3 | EMP_all.ratio_sd_vs_placebo_dy2 |627| `\evEmpSdTenYAll` | 4.6 | event_summary.json EMP_all.sd_dy10_bp |628| `\evEmpRatioTenYAll` | 3.5 | EMP_all.ratio_sd_vs_placebo_dy10 |629| `\evEmpRvShareLevelAll` | 30.4\% | EMP_all.rvshare_dL[0] |630| `\evEmpRvShareLoLevelAll` | 28.0 | EMP_all.rvshare_dL CI lo |631| `\evEmpRvShareHiLevelAll` | 33.3 | EMP_all.rvshare_dL CI hi |632| `\evEmpRvShareMedianLevelAll` | 24.9\% | EMP_all.rvshare_dL_median |633| `\evEmpRvShareSlopeAll` | 33.1\% | EMP_all.rvshare_dS[0] |634| `\evEmpRvShareLoSlopeAll` | 30.5 | EMP_all.rvshare_dS CI lo |635| `\evEmpRvShareHiSlopeAll` | 35.8 | EMP_all.rvshare_dS CI hi |636| `\evEmpRvShareMedianSlopeAll` | 27.8\% | EMP_all.rvshare_dS_median |637| `\evEmpRvShareCurvAll` | 32.0\% | EMP_all.rvshare_dC[0] |638| `\evEmpRvShareLoCurvAll` | 29.2 | EMP_all.rvshare_dC CI lo |639| `\evEmpRvShareHiCurvAll` | 34.9 | EMP_all.rvshare_dC CI hi |640| `\evEmpRvShareMedianCurvAll` | 26.5\% | EMP_all.rvshare_dC_median |641| `\evEmpNAll` | 190 | EMP_all.n_events |642| `\evEmpNPlaceboAll` | 570 | EMP_all.n_placebo |643| `\evEmpVarDyThreeMAll` | 1.0 | EMP_all.var_dy_bp2.3m |644| `\evEmpVarDyTwoYAll` | 22.9 | EMP_all.var_dy_bp2.2 |645| `\evEmpVarDyFiveYAll` | 26.0 | EMP_all.var_dy_bp2.5 |646| `\evEmpVarDyTenYAll` | 21.0 | EMP_all.var_dy_bp2.10 |647| `\evEmpVarDyThirtyYAll` | 18.7 | EMP_all.var_dy_bp2.30 |648| `\evEmpPreDriftLevelAll` | $-$0.19 | EMP_all.pre24h_mean_dL_bp |649| `\evEmpPreDriftLoLevelAll` | $-$0.96 | CI lo |650| `\evEmpPreDriftHiLevelAll` | 0.57 | CI hi |651| `\evEmpPreDriftSlopeAll` | 0.10 | EMP_all.pre24h_mean_dS_bp |652| `\evEmpPreDriftLoSlopeAll` | $-$0.64 | CI lo |653| `\evEmpPreDriftHiSlopeAll` | 0.84 | CI hi |654| `\evEmpPreDriftShortRateAll` | $-$0.09 | EMP_all.pre24h_mean_dSR_bp |655| `\evEmpPreDriftLoShortRateAll` | $-$0.20 | CI lo |656| `\evEmpPreDriftHiShortRateAll` | 0.02 | CI hi |657| `\evEmpPreDriftTenYAll` | $-$0.06 | EMP_all.pre24h_mean_dy10_bp |658| `\evEmpPreDriftLoTenYAll` | $-$0.72 | CI lo |659| `\evEmpPreDriftHiTenYAll` | 0.67 | CI hi |660| `\evEmpSdLevelZlb` | 6.2 | event_summary.json EMP_2011_2015.sd_dL_bp |661| `\evEmpRatioLevelZlb` | 4.3 | EMP_2011_2015.ratio_sd_vs_placebo_dL |662| `\evEmpSdSlopeZlb` | 7.0 | event_summary.json EMP_2011_2015.sd_dS_bp |663| `\evEmpRatioSlopeZlb` | 4.7 | EMP_2011_2015.ratio_sd_vs_placebo_dS |664| `\evEmpSdCurvZlb` | 10.4 | event_summary.json EMP_2011_2015.sd_dC_bp |665| `\evEmpRatioCurvZlb` | 4.6 | EMP_2011_2015.ratio_sd_vs_placebo_dC |666| `\evEmpSdShortRateZlb` | 1.25 | event_summary.json EMP_2011_2015.sd_dSR_bp |667| `\evEmpRatioShortRateZlb` | 5.0 | EMP_2011_2015.ratio_sd_vs_placebo_dSR |668| `\evEmpSdTwoYZlb` | 3.9 | event_summary.json EMP_2011_2015.sd_dy2_bp |669| `\evEmpRatioTwoYZlb` | 6.2 | EMP_2011_2015.ratio_sd_vs_placebo_dy2 |670| `\evEmpSdTenYZlb` | 5.6 | event_summary.json EMP_2011_2015.sd_dy10_bp |671| `\evEmpRatioTenYZlb` | 4.9 | EMP_2011_2015.ratio_sd_vs_placebo_dy10 |672| `\evEmpRvShareLevelZlb` | 44.7\% | EMP_2011_2015.rvshare_dL[0] |673| `\evEmpRvShareLoLevelZlb` | 39.9 | EMP_2011_2015.rvshare_dL CI lo |674| `\evEmpRvShareHiLevelZlb` | 49.8 | EMP_2011_2015.rvshare_dL CI hi |675| `\evEmpRvShareMedianLevelZlb` | 45.7\% | EMP_2011_2015.rvshare_dL_median |676| `\evEmpRvShareSlopeZlb` | 50.1\% | EMP_2011_2015.rvshare_dS[0] |677| `\evEmpRvShareLoSlopeZlb` | 44.9 | EMP_2011_2015.rvshare_dS CI lo |678| `\evEmpRvShareHiSlopeZlb` | 55.2 | EMP_2011_2015.rvshare_dS CI hi |679| `\evEmpRvShareMedianSlopeZlb` | 49.0\% | EMP_2011_2015.rvshare_dS_median |680| `\evEmpRvShareCurvZlb` | 33.2\% | EMP_2011_2015.rvshare_dC[0] |681| `\evEmpRvShareLoCurvZlb` | 28.4 | EMP_2011_2015.rvshare_dC CI lo |682| `\evEmpRvShareHiCurvZlb` | 38.4 | EMP_2011_2015.rvshare_dC CI hi |683| `\evEmpRvShareMedianCurvZlb` | 26.7\% | EMP_2011_2015.rvshare_dC_median |684| `\evEmpNZlb` | 60 | EMP_2011_2015.n_events |685| `\evEmpNPlaceboZlb` | 180 | EMP_2011_2015.n_placebo |686| `\evEmpVarDyThreeMZlb` | 0.1 | EMP_2011_2015.var_dy_bp2.3m |687| `\evEmpVarDyTwoYZlb` | 15.0 | EMP_2011_2015.var_dy_bp2.2 |688| `\evEmpVarDyFiveYZlb` | 26.7 | EMP_2011_2015.var_dy_bp2.5 |689| `\evEmpVarDyTenYZlb` | 31.1 | EMP_2011_2015.var_dy_bp2.10 |690| `\evEmpVarDyThirtyYZlb` | 35.6 | EMP_2011_2015.var_dy_bp2.30 |691| `\evEmpPreDriftLevelZlb` | 0.88 | EMP_2011_2015.pre24h_mean_dL_bp |692| `\evEmpPreDriftLoLevelZlb` | $-$0.46 | CI lo |693| `\evEmpPreDriftHiLevelZlb` | 2.30 | CI hi |694| `\evEmpPreDriftSlopeZlb` | $-$0.95 | EMP_2011_2015.pre24h_mean_dS_bp |695| `\evEmpPreDriftLoSlopeZlb` | $-$2.30 | CI lo |696| `\evEmpPreDriftHiSlopeZlb` | 0.38 | CI hi |697| `\evEmpPreDriftShortRateZlb` | $-$0.06 | EMP_2011_2015.pre24h_mean_dSR_bp |698| `\evEmpPreDriftLoShortRateZlb` | $-$0.26 | CI lo |699| `\evEmpPreDriftHiShortRateZlb` | 0.14 | CI hi |700| `\evEmpPreDriftTenYZlb` | 0.91 | EMP_2011_2015.pre24h_mean_dy10_bp |701| `\evEmpPreDriftLoTenYZlb` | $-$0.18 | CI lo |702| `\evEmpPreDriftHiTenYZlb` | 2.03 | CI hi |703| `\evEmpSdLevelMid` | 2.0 | event_summary.json EMP_2016_2019.sd_dL_bp |704| `\evEmpRatioLevelMid` | 1.7 | EMP_2016_2019.ratio_sd_vs_placebo_dL |705| `\evEmpSdSlopeMid` | 2.4 | event_summary.json EMP_2016_2019.sd_dS_bp |706| `\evEmpRatioSlopeMid` | 1.9 | EMP_2016_2019.ratio_sd_vs_placebo_dS |707| `\evEmpSdCurvMid` | 7.9 | event_summary.json EMP_2016_2019.sd_dC_bp |708| `\evEmpRatioCurvMid` | 2.8 | EMP_2016_2019.ratio_sd_vs_placebo_dC |709| `\evEmpSdShortRateMid` | 0.61 | event_summary.json EMP_2016_2019.sd_dSR_bp |710| `\evEmpRatioShortRateMid` | 2.7 | EMP_2016_2019.ratio_sd_vs_placebo_dSR |711| `\evEmpSdTwoYMid` | 2.6 | event_summary.json EMP_2016_2019.sd_dy2_bp |712| `\evEmpRatioTwoYMid` | 2.6 | EMP_2016_2019.ratio_sd_vs_placebo_dy2 |713| `\evEmpSdTenYMid` | 2.3 | event_summary.json EMP_2016_2019.sd_dy10_bp |714| `\evEmpRatioTenYMid` | 2.1 | EMP_2016_2019.ratio_sd_vs_placebo_dy10 |715| `\evEmpRvShareLevelMid` | 22.6\% | EMP_2016_2019.rvshare_dL[0] |716| `\evEmpRvShareLoLevelMid` | 20.2 | EMP_2016_2019.rvshare_dL CI lo |717| `\evEmpRvShareHiLevelMid` | 25.3 | EMP_2016_2019.rvshare_dL CI hi |718| `\evEmpRvShareMedianLevelMid` | 21.6\% | EMP_2016_2019.rvshare_dL_median |719| `\evEmpRvShareSlopeMid` | 25.8\% | EMP_2016_2019.rvshare_dS[0] |720| `\evEmpRvShareLoSlopeMid` | 23.1 | EMP_2016_2019.rvshare_dS CI lo |721| `\evEmpRvShareHiSlopeMid` | 28.7 | EMP_2016_2019.rvshare_dS CI hi |722| `\evEmpRvShareMedianSlopeMid` | 25.7\% | EMP_2016_2019.rvshare_dS_median |723| `\evEmpRvShareCurvMid` | 24.8\% | EMP_2016_2019.rvshare_dC[0] |724| `\evEmpRvShareLoCurvMid` | 20.8 | EMP_2016_2019.rvshare_dC CI lo |725| `\evEmpRvShareHiCurvMid` | 29.1 | EMP_2016_2019.rvshare_dC CI hi |726| `\evEmpRvShareMedianCurvMid` | 20.4\% | EMP_2016_2019.rvshare_dC_median |727| `\evEmpNMid` | 48 | EMP_2016_2019.n_events |728| `\evEmpNPlaceboMid` | 144 | EMP_2016_2019.n_placebo |729| `\evEmpVarDyThreeMMid` | 0.1 | EMP_2016_2019.var_dy_bp2.3m |730| `\evEmpVarDyTwoYMid` | 6.6 | EMP_2016_2019.var_dy_bp2.2 |731| `\evEmpVarDyFiveYMid` | 7.4 | EMP_2016_2019.var_dy_bp2.5 |732| `\evEmpVarDyTenYMid` | 5.4 | EMP_2016_2019.var_dy_bp2.10 |733| `\evEmpVarDyThirtyYMid` | 4.2 | EMP_2016_2019.var_dy_bp2.30 |734| `\evEmpPreDriftLevelMid` | $-$1.17 | EMP_2016_2019.pre24h_mean_dL_bp |735| `\evEmpPreDriftLoLevelMid` | $-$2.30 | CI lo |736| `\evEmpPreDriftHiLevelMid` | $-$0.12 | CI hi |737| `\evEmpPreDriftSlopeMid` | 1.28 | EMP_2016_2019.pre24h_mean_dS_bp |738| `\evEmpPreDriftLoSlopeMid` | 0.12 | CI lo |739| `\evEmpPreDriftHiSlopeMid` | 2.54 | CI hi |740| `\evEmpPreDriftShortRateMid` | 0.11 | EMP_2016_2019.pre24h_mean_dSR_bp |741| `\evEmpPreDriftLoShortRateMid` | $-$0.04 | CI lo |742| `\evEmpPreDriftHiShortRateMid` | 0.29 | CI hi |743| `\evEmpPreDriftTenYMid` | $-$1.00 | EMP_2016_2019.pre24h_mean_dy10_bp |744| `\evEmpPreDriftLoTenYMid` | $-$2.05 | CI lo |745| `\evEmpPreDriftHiTenYMid` | 0.06 | CI hi |746| `\evEmpSdLevelPandemic` | 2.4 | event_summary.json EMP_2020_2021.sd_dL_bp |747| `\evEmpRatioLevelPandemic` | 2.0 | EMP_2020_2021.ratio_sd_vs_placebo_dL |748| `\evEmpSdSlopePandemic` | 2.7 | event_summary.json EMP_2020_2021.sd_dS_bp |749| `\evEmpRatioSlopePandemic` | 2.3 | EMP_2020_2021.ratio_sd_vs_placebo_dS |750| `\evEmpSdCurvPandemic` | 5.1 | event_summary.json EMP_2020_2021.sd_dC_bp |751| `\evEmpRatioCurvPandemic` | 1.5 | EMP_2020_2021.ratio_sd_vs_placebo_dC |752| `\evEmpSdShortRatePandemic` | 0.69 | event_summary.json EMP_2020_2021.sd_dSR_bp |753| `\evEmpRatioShortRatePandemic` | 2.4 | EMP_2020_2021.ratio_sd_vs_placebo_dSR |754| `\evEmpSdTwoYPandemic` | 1.5 | event_summary.json EMP_2020_2021.sd_dy2_bp |755| `\evEmpRatioTwoYPandemic` | 1.9 | EMP_2020_2021.ratio_sd_vs_placebo_dy2 |756| `\evEmpSdTenYPandemic` | 2.1 | event_summary.json EMP_2020_2021.sd_dy10_bp |757| `\evEmpRatioTenYPandemic` | 2.3 | EMP_2020_2021.ratio_sd_vs_placebo_dy10 |758| `\evEmpRvShareLevelPandemic` | 22.8\% | EMP_2020_2021.rvshare_dL[0] |759| `\evEmpRvShareLoLevelPandemic` | 17.2 | EMP_2020_2021.rvshare_dL CI lo |760| `\evEmpRvShareHiLevelPandemic` | 28.9 | EMP_2020_2021.rvshare_dL CI hi |761| `\evEmpRvShareMedianLevelPandemic` | 20.3\% | EMP_2020_2021.rvshare_dL_median |762| `\evEmpRvShareSlopePandemic` | 23.4\% | EMP_2020_2021.rvshare_dS[0] |763| `\evEmpRvShareLoSlopePandemic` | 17.5 | EMP_2020_2021.rvshare_dS CI lo |764| `\evEmpRvShareHiSlopePandemic` | 30.2 | EMP_2020_2021.rvshare_dS CI hi |765| `\evEmpRvShareMedianSlopePandemic` | 20.3\% | EMP_2020_2021.rvshare_dS_median |766| `\evEmpRvShareCurvPandemic` | 13.3\% | EMP_2020_2021.rvshare_dC[0] |767| `\evEmpRvShareLoCurvPandemic` | 9.5 | EMP_2020_2021.rvshare_dC CI lo |768| `\evEmpRvShareHiCurvPandemic` | 17.7 | EMP_2020_2021.rvshare_dC CI hi |769| `\evEmpRvShareMedianCurvPandemic` | 12.6\% | EMP_2020_2021.rvshare_dC_median |770| `\evEmpNPandemic` | 24 | EMP_2020_2021.n_events |771| `\evEmpNPlaceboPandemic` | 72 | EMP_2020_2021.n_placebo |772| `\evEmpVarDyThreeMPandemic` | 0.1 | EMP_2020_2021.var_dy_bp2.3m |773| `\evEmpVarDyTwoYPandemic` | 2.1 | EMP_2020_2021.var_dy_bp2.2 |774| `\evEmpVarDyFiveYPandemic` | 3.6 | EMP_2020_2021.var_dy_bp2.5 |775| `\evEmpVarDyTenYPandemic` | 4.2 | EMP_2020_2021.var_dy_bp2.10 |776| `\evEmpVarDyThirtyYPandemic` | 5.1 | EMP_2020_2021.var_dy_bp2.30 |777| `\evEmpPreDriftLevelPandemic` | $-$1.24 | EMP_2020_2021.pre24h_mean_dL_bp |778| `\evEmpPreDriftLoLevelPandemic` | $-$4.57 | CI lo |779| `\evEmpPreDriftHiLevelPandemic` | 1.87 | CI hi |780| `\evEmpPreDriftSlopePandemic` | 1.02 | EMP_2020_2021.pre24h_mean_dS_bp |781| `\evEmpPreDriftLoSlopePandemic` | $-$2.04 | CI lo |782| `\evEmpPreDriftHiSlopePandemic` | 4.57 | CI hi |783| `\evEmpPreDriftShortRatePandemic` | $-$0.22 | EMP_2020_2021.pre24h_mean_dSR_bp |784| `\evEmpPreDriftLoShortRatePandemic` | $-$0.53 | CI lo |785| `\evEmpPreDriftHiShortRatePandemic` | 0.04 | CI hi |786| `\evEmpPreDriftTenYPandemic` | $-$0.74 | EMP_2020_2021.pre24h_mean_dy10_bp |787| `\evEmpPreDriftLoTenYPandemic` | $-$3.44 | CI lo |788| `\evEmpPreDriftHiTenYPandemic` | 1.55 | CI hi |789| `\evEmpSdLevelRecent` | 3.7 | event_summary.json EMP_2022_2026.sd_dL_bp |790| `\evEmpRatioLevelRecent` | 2.6 | EMP_2022_2026.ratio_sd_vs_placebo_dL |791| `\evEmpSdSlopeRecent` | 4.1 | event_summary.json EMP_2022_2026.sd_dS_bp |792| `\evEmpRatioSlopeRecent` | 2.6 | EMP_2022_2026.ratio_sd_vs_placebo_dS |793| `\evEmpSdCurvRecent` | 21.3 | event_summary.json EMP_2022_2026.sd_dC_bp |794| `\evEmpRatioCurvRecent` | 2.8 | EMP_2022_2026.ratio_sd_vs_placebo_dC |795| `\evEmpSdShortRateRecent` | 0.67 | event_summary.json EMP_2022_2026.sd_dSR_bp |796| `\evEmpRatioShortRateRecent` | 1.8 | EMP_2022_2026.ratio_sd_vs_placebo_dSR |797| `\evEmpSdTwoYRecent` | 7.3 | event_summary.json EMP_2022_2026.sd_dy2_bp |798| `\evEmpRatioTwoYRecent` | 3.1 | EMP_2022_2026.ratio_sd_vs_placebo_dy2 |799| `\evEmpSdTenYRecent` | 5.4 | event_summary.json EMP_2022_2026.sd_dy10_bp |800| `\evEmpRatioTenYRecent` | 3.1 | EMP_2022_2026.ratio_sd_vs_placebo_dy10 |801| `\evEmpRvShareLevelRecent` | 25.3\% | EMP_2022_2026.rvshare_dL[0] |802| `\evEmpRvShareLoLevelRecent` | 22.0 | EMP_2022_2026.rvshare_dL CI lo |803| `\evEmpRvShareHiLevelRecent` | 29.0 | EMP_2022_2026.rvshare_dL CI hi |804| `\evEmpRvShareMedianLevelRecent` | 22.7\% | EMP_2022_2026.rvshare_dL_median |805| `\evEmpRvShareSlopeRecent` | 25.5\% | EMP_2022_2026.rvshare_dS[0] |806| `\evEmpRvShareLoSlopeRecent` | 22.2 | EMP_2022_2026.rvshare_dS CI lo |807| `\evEmpRvShareHiSlopeRecent` | 28.9 | EMP_2022_2026.rvshare_dS CI hi |808| `\evEmpRvShareMedianSlopeRecent` | 23.4\% | EMP_2022_2026.rvshare_dS_median |809| `\evEmpRvShareCurvRecent` | 44.6\% | EMP_2022_2026.rvshare_dC[0] |810| `\evEmpRvShareLoCurvRecent` | 39.1 | EMP_2022_2026.rvshare_dC CI lo |811| `\evEmpRvShareHiCurvRecent` | 50.3 | EMP_2022_2026.rvshare_dC CI hi |812| `\evEmpRvShareMedianCurvRecent` | 44.2\% | EMP_2022_2026.rvshare_dC_median |813| `\evEmpNRecent` | 58 | EMP_2022_2026.n_events |814| `\evEmpNPlaceboRecent` | 174 | EMP_2022_2026.n_placebo |815| `\evEmpVarDyThreeMRecent` | 3.0 | EMP_2022_2026.var_dy_bp2.3m |816| `\evEmpVarDyTwoYRecent` | 52.8 | EMP_2022_2026.var_dy_bp2.2 |817| `\evEmpVarDyFiveYRecent` | 48.9 | EMP_2022_2026.var_dy_bp2.5 |818| `\evEmpVarDyTenYRecent` | 29.0 | EMP_2022_2026.var_dy_bp2.10 |819| `\evEmpVarDyThirtyYRecent` | 17.2 | EMP_2022_2026.var_dy_bp2.30 |820| `\evEmpPreDriftLevelRecent` | $-$0.07 | EMP_2022_2026.pre24h_mean_dL_bp |821| `\evEmpPreDriftLoLevelRecent` | $-$1.30 | CI lo |822| `\evEmpPreDriftHiLevelRecent` | 1.17 | CI hi |823| `\evEmpPreDriftSlopeRecent` | $-$0.16 | EMP_2022_2026.pre24h_mean_dS_bp |824| `\evEmpPreDriftLoSlopeRecent` | $-$1.46 | CI lo |825| `\evEmpPreDriftHiSlopeRecent` | 1.01 | CI hi |826| `\evEmpPreDriftShortRateRecent` | $-$0.23 | EMP_2022_2026.pre24h_mean_dSR_bp |827| `\evEmpPreDriftLoShortRateRecent` | $-$0.44 | CI lo |828| `\evEmpPreDriftHiShortRateRecent` | $-$0.02 | CI hi |829| `\evEmpPreDriftTenYRecent` | $-$0.01 | EMP_2022_2026.pre24h_mean_dy10_bp |830| `\evEmpPreDriftLoTenYRecent` | $-$1.57 | CI lo |831| `\evEmpPreDriftHiTenYRecent` | 1.38 | CI hi |832| `\rvShareBenchRatioMin` | 7 | min all-sample rvshare / benchmark |833| `\rvShareBenchRatioMax` | 15 | max all-sample rvshare / benchmark |834| `\benchmarkShare` | 2.2 | event_summary.json benchmark_share_30min x100 |835| `\windowPre` | 5 | window_minutes |836| `\windowPost` | 25 | window_minutes |837| `\rcLSOneFull` | $-$0.93 | realized_correlations.json full.1m.LS |838| `\rcLCOneFull` | $-$0.26 | realized_correlations.json full.1m.LC |839| `\rcSCOneFull` | 0.11 | realized_correlations.json full.1m.SC |840| `\rcLSFiveFull` | $-$0.97 | realized_correlations.json full.5m.LS |841| `\rcLCFiveFull` | $-$0.14 | realized_correlations.json full.5m.LC |842| `\rcSCFiveFull` | 0.05 | realized_correlations.json full.5m.SC |843| `\rcLSThirtyFull` | $-$0.98 | realized_correlations.json full.30m.LS |844| `\rcLCThirtyFull` | $-$0.11 | realized_correlations.json full.30m.LC |845| `\rcSCThirtyFull` | 0.03 | realized_correlations.json full.30m.SC |846| `\rcLSDailyFull` | $-$0.89 | daily_fred.full.LS |847| `\rcLCDailyFull` | $-$0.13 | daily_fred.full.LC |848| `\rcSCDailyFull` | $-$0.11 | daily_fred.full.SC |849| `\rcLSOneZlb` | $-$0.95 | realized_correlations.json 2011_2015.1m.LS |850| `\rcLCOneZlb` | $-$0.54 | realized_correlations.json 2011_2015.1m.LC |851| `\rcSCOneZlb` | 0.37 | realized_correlations.json 2011_2015.1m.SC |852| `\rcLSFiveZlb` | $-$0.98 | realized_correlations.json 2011_2015.5m.LS |853| `\rcLCFiveZlb` | $-$0.46 | realized_correlations.json 2011_2015.5m.LC |854| `\rcSCFiveZlb` | 0.32 | realized_correlations.json 2011_2015.5m.SC |855| `\rcLSThirtyZlb` | $-$0.99 | realized_correlations.json 2011_2015.30m.LS |856| `\rcLCThirtyZlb` | $-$0.42 | realized_correlations.json 2011_2015.30m.LC |857| `\rcSCThirtyZlb` | 0.30 | realized_correlations.json 2011_2015.30m.SC |858| `\rcLSDailyZlb` | $-$0.97 | daily_fred.2011_2015.LS |859| `\rcLCDailyZlb` | $-$0.44 | daily_fred.2011_2015.LC |860| `\rcSCDailyZlb` | 0.28 | daily_fred.2011_2015.SC |861| `\rcLSOneMid` | $-$0.97 | realized_correlations.json 2016_2019.1m.LS |862| `\rcLCOneMid` | $-$0.25 | realized_correlations.json 2016_2019.1m.LC |863| `\rcSCOneMid` | 0.07 | realized_correlations.json 2016_2019.1m.SC |864| `\rcLSFiveMid` | $-$0.99 | realized_correlations.json 2016_2019.5m.LS |865| `\rcLCFiveMid` | $-$0.08 | realized_correlations.json 2016_2019.5m.LC |866| `\rcSCFiveMid` | $-$0.06 | realized_correlations.json 2016_2019.5m.SC |867| `\rcLSThirtyMid` | $-$0.99 | realized_correlations.json 2016_2019.30m.LS |868| `\rcLCThirtyMid` | $-$0.01 | realized_correlations.json 2016_2019.30m.LC |869| `\rcSCThirtyMid` | $-$0.11 | realized_correlations.json 2016_2019.30m.SC |870| `\rcLSDailyMid` | $-$0.87 | daily_fred.2016_2019.LS |871| `\rcLCDailyMid` | 0.03 | daily_fred.2016_2019.LC |872| `\rcSCDailyMid` | $-$0.31 | daily_fred.2016_2019.SC |873| `\rcLSOnePandemic` | $-$0.93 | realized_correlations.json 2020_2021.1m.LS |874| `\rcLCOnePandemic` | $-$0.39 | realized_correlations.json 2020_2021.1m.LC |875| `\rcSCOnePandemic` | 0.12 | realized_correlations.json 2020_2021.1m.SC |876| `\rcLSFivePandemic` | $-$0.97 | realized_correlations.json 2020_2021.5m.LS |877| `\rcLCFivePandemic` | $-$0.44 | realized_correlations.json 2020_2021.5m.LC |878| `\rcSCFivePandemic` | 0.28 | realized_correlations.json 2020_2021.5m.SC |879| `\rcLSThirtyPandemic` | $-$0.99 | realized_correlations.json 2020_2021.30m.LS |880| `\rcLCThirtyPandemic` | $-$0.48 | realized_correlations.json 2020_2021.30m.LC |881| `\rcSCThirtyPandemic` | 0.37 | realized_correlations.json 2020_2021.30m.SC |882| `\rcLSDailyPandemic` | $-$0.91 | daily_fred.2020_2021.LS |883| `\rcLCDailyPandemic` | $-$0.51 | daily_fred.2020_2021.LC |884| `\rcSCDailyPandemic` | 0.31 | daily_fred.2020_2021.SC |885| `\rcLSOneRecent` | $-$0.88 | realized_correlations.json 2022_2026.1m.LS |886| `\rcLCOneRecent` | $-$0.06 | realized_correlations.json 2022_2026.1m.LC |887| `\rcSCOneRecent` | $-$0.04 | realized_correlations.json 2022_2026.1m.SC |888| `\rcLSFiveRecent` | $-$0.95 | realized_correlations.json 2022_2026.5m.LS |889| `\rcLCFiveRecent` | 0.08 | realized_correlations.json 2022_2026.5m.LC |890| `\rcSCFiveRecent` | $-$0.13 | realized_correlations.json 2022_2026.5m.SC |891| `\rcLSThirtyRecent` | $-$0.98 | realized_correlations.json 2022_2026.30m.LS |892| `\rcLCThirtyRecent` | 0.12 | realized_correlations.json 2022_2026.30m.LC |893| `\rcSCThirtyRecent` | $-$0.16 | realized_correlations.json 2022_2026.30m.SC |894| `\rcLSDailyRecent` | $-$0.82 | daily_fred.2022_2026.LS |895| `\rcLCDailyRecent` | 0.04 | daily_fred.2022_2026.LC |896| `\rcSCDailyRecent` | $-$0.30 | daily_fred.2022_2026.SC |897| `\noiseCorrLS` | $-$0.84 | noise_benchmark.json mean_noise_corr_LS |898| `\noiseCorrLC` | $-$0.76 | noise_benchmark.json mean_noise_corr_LC |899| `\noiseCorrSC` | 0.57 | noise_benchmark.json mean_noise_corr_SC |900| `\noiseSdLevel` | 0.09 | mean_noise_sd_bp_per_min |901| `\noiseSdSlope` | 0.11 | mean_noise_sd_bp_per_min |902| `\noiseSdCurv` | 0.40 | mean_noise_sd_bp_per_min |903| `\rvMeanLevelOne` | 40 | rv_mean_bp2.1m.L |904| `\rvMeanSlopeOne` | 46 | rv_mean_bp2.1m.S |905| `\rvMeanCurvOne` | 351 | rv_mean_bp2.1m.C |906| `\rvMeanLevelFive` | 35 | rv_mean_bp2.5m.L |907| `\rvMeanSlopeFive` | 38 | rv_mean_bp2.5m.S |908| `\rvMeanCurvFive` | 231 | rv_mean_bp2.5m.C |909| `\rvMeanLevelThirty` | 33 | rv_mean_bp2.30m.L |910| `\rvMeanSlopeThirty` | 35 | rv_mean_bp2.30m.S |911| `\rvMeanCurvThirty` | 194 | rv_mean_bp2.30m.C |912| `\rvSignatureLevel` | 1.24 | rv 1m / rv 30m level |913| `\rvSignatureCurv` | 1.81 | rv 1m / rv 30m curvature |914| `\harQlikeLevelHOne` | 4.256 | har_forecasts.json level.h1.har.qlike |915| `\garchQlikeLevelHOne` | 4.317 | level.h1.garch.qlike |916| `\harDmLevelHOne` | $-$2.89 | level.h1.dm_qlike_har_vs_garch |917| `\harDmRollLevelHOne` | $-$5.33 | level.h1.dm_qlike_har_vs_roll22 |918| `\harHolmPLevelHOne` | 0.0120 | Holm-adjusted p of DM har vs garch |919| `\harMseGainLevelHOne` | 37.1 | 1 - mse_har/mse_garch, percent |920| `\harRtwoLevelHOne` | 0.64 | level.h1.har.r2_log |921| `\garchRtwoLevelHOne` | 0.44 | level.h1.garch.r2_log |922| `\harQlikeLevelHFive` | 5.899 | har_forecasts.json level.h5.har.qlike |923| `\garchQlikeLevelHFive` | 5.957 | level.h5.garch.qlike |924| `\harDmLevelHFive` | $-$2.19 | level.h5.dm_qlike_har_vs_garch |925| `\harDmRollLevelHFive` | $-$3.96 | level.h5.dm_qlike_har_vs_roll22 |926| `\harHolmPLevelHFive` | 0.0573 | Holm-adjusted p of DM har vs garch |927| `\harMseGainLevelHFive` | 27.6 | 1 - mse_har/mse_garch, percent |928| `\harRtwoLevelHFive` | 0.65 | level.h5.har.r2_log |929| `\garchRtwoLevelHFive` | 0.47 | level.h5.garch.r2_log |930| `\harQlikeLevelHTwentyTwo` | 7.462 | har_forecasts.json level.h22.har.qlike |931| `\garchQlikeLevelHTwentyTwo` | 7.502 | level.h22.garch.qlike |932| `\harDmLevelHTwentyTwo` | $-$1.74 | level.h22.dm_qlike_har_vs_garch |933| `\harDmRollLevelHTwentyTwo` | $-$3.38 | level.h22.dm_qlike_har_vs_roll22 |934| `\harHolmPLevelHTwentyTwo` | 0.0826 | Holm-adjusted p of DM har vs garch |935| `\harMseGainLevelHTwentyTwo` | 8.7 | 1 - mse_har/mse_garch, percent |936| `\harRtwoLevelHTwentyTwo` | 0.48 | level.h22.har.r2_log |937| `\garchRtwoLevelHTwentyTwo` | 0.36 | level.h22.garch.r2_log |938| `\harQlikeSlopeHOne` | 4.380 | har_forecasts.json slope.h1.har.qlike |939| `\garchQlikeSlopeHOne` | 4.462 | slope.h1.garch.qlike |940| `\harDmSlopeHOne` | $-$3.65 | slope.h1.dm_qlike_har_vs_garch |941| `\harDmRollSlopeHOne` | $-$5.85 | slope.h1.dm_qlike_har_vs_roll22 |942| `\harHolmPSlopeHOne` | 0.0023 | Holm-adjusted p of DM har vs garch |943| `\harMseGainSlopeHOne` | 42.5 | 1 - mse_har/mse_garch, percent |944| `\harRtwoSlopeHOne` | 0.62 | slope.h1.har.r2_log |945| `\garchRtwoSlopeHOne` | 0.22 | slope.h1.garch.r2_log |946| `\harQlikeSlopeHFive` | 6.021 | har_forecasts.json slope.h5.har.qlike |947| `\garchQlikeSlopeHFive` | 6.092 | slope.h5.garch.qlike |948| `\harDmSlopeHFive` | $-$3.13 | slope.h5.dm_qlike_har_vs_garch |949| `\harDmRollSlopeHFive` | $-$5.50 | slope.h5.dm_qlike_har_vs_roll22 |950| `\harHolmPSlopeHFive` | 0.0120 | Holm-adjusted p of DM har vs garch |951| `\harMseGainSlopeHFive` | 35.9 | 1 - mse_har/mse_garch, percent |952| `\harRtwoSlopeHFive` | 0.63 | slope.h5.har.r2_log |953| `\garchRtwoSlopeHFive` | 0.25 | slope.h5.garch.r2_log |954| `\harQlikeSlopeHTwentyTwo` | 7.574 | har_forecasts.json slope.h22.har.qlike |955| `\garchQlikeSlopeHTwentyTwo` | 7.620 | slope.h22.garch.qlike |956| `\harDmSlopeHTwentyTwo` | $-$3.03 | slope.h22.dm_qlike_har_vs_garch |957| `\harDmRollSlopeHTwentyTwo` | $-$4.60 | slope.h22.dm_qlike_har_vs_roll22 |958| `\harHolmPSlopeHTwentyTwo` | 0.0120 | Holm-adjusted p of DM har vs garch |959| `\harMseGainSlopeHTwentyTwo` | 18.4 | 1 - mse_har/mse_garch, percent |960| `\harRtwoSlopeHTwentyTwo` | 0.46 | slope.h22.har.r2_log |961| `\garchRtwoSlopeHTwentyTwo` | 0.16 | slope.h22.garch.r2_log |962| `\harQlikeCurvHOne` | 6.220 | har_forecasts.json curvature.h1.har.qlike |963| `\garchQlikeCurvHOne` | 6.284 | curvature.h1.garch.qlike |964| `\harDmCurvHOne` | $-$3.14 | curvature.h1.dm_qlike_har_vs_garch |965| `\harDmRollCurvHOne` | $-$5.55 | curvature.h1.dm_qlike_har_vs_roll22 |966| `\harHolmPCurvHOne` | 0.0120 | Holm-adjusted p of DM har vs garch |967| `\harMseGainCurvHOne` | 24.8 | 1 - mse_har/mse_garch, percent |968| `\harRtwoCurvHOne` | 0.70 | curvature.h1.har.r2_log |969| `\garchRtwoCurvHOne` | 0.58 | curvature.h1.garch.r2_log |970| `\harQlikeCurvHFive` | 7.889 | har_forecasts.json curvature.h5.har.qlike |971| `\garchQlikeCurvHFive` | 7.946 | curvature.h5.garch.qlike |972| `\harDmCurvHFive` | $-$3.40 | curvature.h5.dm_qlike_har_vs_garch |973| `\harDmRollCurvHFive` | $-$5.56 | curvature.h5.dm_qlike_har_vs_roll22 |974| `\harHolmPCurvHFive` | 0.0053 | Holm-adjusted p of DM har vs garch |975| `\harMseGainCurvHFive` | 29.6 | 1 - mse_har/mse_garch, percent |976| `\harRtwoCurvHFive` | 0.74 | curvature.h5.har.r2_log |977| `\garchRtwoCurvHFive` | 0.65 | curvature.h5.garch.r2_log |978| `\harQlikeCurvHTwentyTwo` | 9.473 | har_forecasts.json curvature.h22.har.qlike |979| `\garchQlikeCurvHTwentyTwo` | 9.538 | curvature.h22.garch.qlike |980| `\harDmCurvHTwentyTwo` | $-$3.11 | curvature.h22.dm_qlike_har_vs_garch |981| `\harDmRollCurvHTwentyTwo` | $-$3.72 | curvature.h22.dm_qlike_har_vs_roll22 |982| `\harHolmPCurvHTwentyTwo` | 0.0120 | Holm-adjusted p of DM har vs garch |983| `\harMseGainCurvHTwentyTwo` | 39.3 | 1 - mse_har/mse_garch, percent |984| `\harRtwoCurvHTwentyTwo` | 0.70 | curvature.h22.har.r2_log |985| `\garchRtwoCurvHTwentyTwo` | 0.60 | curvature.h22.garch.r2_log |986| `\harCoefDLevel` | 0.34 | har_coef_h1_full.d |987| `\harCoefWLevel` | 0.42 | har_coef_h1_full.w |988| `\harCoefMLevel` | 0.16 | har_coef_h1_full.m |989| `\harRtwoFullLevel` | 0.64 | har_r2_h1_full |990| `\harCoefDSlope` | 0.33 | har_coef_h1_full.d |991| `\harCoefWSlope` | 0.43 | har_coef_h1_full.w |992| `\harCoefMSlope` | 0.17 | har_coef_h1_full.m |993| `\harRtwoFullSlope` | 0.61 | har_r2_h1_full |994| `\harCoefDCurv` | 0.32 | har_coef_h1_full.d |995| `\harCoefWCurv` | 0.34 | har_coef_h1_full.w |996| `\harCoefMCurv` | 0.29 | har_coef_h1_full.m |997| `\harRtwoFullCurv` | 0.69 | har_r2_h1_full |998| `\harOosStart` | 2016-01-04 | period |999| `\harOosEnd` | 2026-11-04 | period |1000| `\harN` | 2,710 | n |1001| `\harHolmBelowFive` | 7 | number of Holm-adjusted p < 0.05 among the 9 DM har vs garch tests |1002| `\harHolmBelowTen` | 9 | number < 0.10 |1003| `\harDmRollMinAbs` | 3.38 | min |DM| har vs roll |1004| `\etfCorrLevelOne` | 0.62 | etf_crossval.json corr_1m.dL |1005| `\etfBetaLevelOne` | 0.62 | beta_fut_on_etf_1m.dL |1006| `\etfCorrSlopeOne` | 0.11 | etf_crossval.json corr_1m.dS |1007| `\etfBetaSlopeOne` | 0.02 | beta_fut_on_etf_1m.dS |1008| `\etfCorrCurvOne` | 0.17 | etf_crossval.json corr_1m.dC |1009| `\etfBetaCurvOne` | 0.04 | beta_fut_on_etf_1m.dC |1010| `\etfCorrLevelFive` | 0.77 | etf_crossval.json corr_5m.dL |1011| `\etfBetaLevelFive` | 0.75 | beta_fut_on_etf_5m.dL |1012| `\etfCorrSlopeFive` | 0.30 | etf_crossval.json corr_5m.dS |1013| `\etfBetaSlopeFive` | 0.07 | beta_fut_on_etf_5m.dS |1014| `\etfCorrCurvFive` | 0.33 | etf_crossval.json corr_5m.dC |1015| `\etfBetaCurvFive` | 0.10 | beta_fut_on_etf_5m.dC |1016| `\etfCorrLevelThirty` | 0.89 | etf_crossval.json corr_30m.dL |1017| `\etfBetaLevelThirty` | 0.82 | beta_fut_on_etf_30m.dL |1018| `\etfCorrSlopeThirty` | 0.51 | etf_crossval.json corr_30m.dS |1019| `\etfBetaSlopeThirty` | 0.16 | beta_fut_on_etf_30m.dS |1020| `\etfCorrCurvThirty` | 0.52 | etf_crossval.json corr_30m.dC |1021| `\etfBetaCurvThirty` | 0.21 | beta_fut_on_etf_30m.dC |1022| `\etfCorrFiveLevelZlb` | 0.69 | corr_5m_by_period.2011_2015.dL |1023| `\etfCorrFiveSlopeZlb` | 0.29 | corr_5m_by_period.2011_2015.dS |1024| `\etfCorrFiveCurvZlb` | 0.24 | corr_5m_by_period.2011_2015.dC |1025| `\etfCorrFiveLevelMid` | 0.73 | corr_5m_by_period.2016_2019.dL |1026| `\etfCorrFiveSlopeMid` | 0.24 | corr_5m_by_period.2016_2019.dS |1027| `\etfCorrFiveCurvMid` | 0.27 | corr_5m_by_period.2016_2019.dC |1028| `\etfCorrFiveLevelPandemic` | 0.78 | corr_5m_by_period.2020_2021.dL |1029| `\etfCorrFiveSlopePandemic` | 0.28 | corr_5m_by_period.2020_2021.dS |1030| `\etfCorrFiveCurvPandemic` | 0.43 | corr_5m_by_period.2020_2021.dC |1031| `\etfCorrFiveLevelRecent` | 0.89 | corr_5m_by_period.2022_2026.dL |1032| `\etfCorrFiveSlopeRecent` | 0.39 | corr_5m_by_period.2022_2026.dS |1033| `\etfCorrFiveCurvRecent` | 0.50 | corr_5m_by_period.2022_2026.dC |1034| `\etfFomcCorrLevel` | 0.89 | fomc_window_corr_etf_vs_fut |1035| `\etfDailyCorrLevel` | 0.95 | daily_regular_hours_corr |1036| `\etfFomcCorrSlope` | 0.76 | fomc_window_corr_etf_vs_fut |1037| `\etfDailyCorrSlope` | 0.67 | daily_regular_hours_corr |1038| `\etfFomcCorrCurv` | 0.84 | fomc_window_corr_etf_vs_fut |1039| `\etfDailyCorrCurv` | 0.66 | daily_regular_hours_corr |1040| `\etfFomcN` | 126 | fomc_windows_n |1041| `\etfMinutes` | 1,540,740 | n_minutes_overlap |1042| `\etfFirst` | 2011-01-03 | first |1043| `\fomcRvShareLevel` | 18.5\% | alias of evFomcRvShare<F>All |1044| `\cpiRvShareLevel` | 16.0\% | alias |1045| `\empRvShareLevel` | 30.4\% | alias |1046| `\harDmLevelOne` | $-$2.89 | alias of harDmLevelHOne |1047| `\harDmLevelFive` | $-$2.19 | alias of harDmLevelHFive |1048| `\harDmLevelTwentyTwo` | $-$1.74 | alias of harDmLevelHTwentyTwo |1049| `\fomcRvShareSlope` | 19.9\% | alias of evFomcRvShare<F>All |1050| `\cpiRvShareSlope` | 16.9\% | alias |1051| `\empRvShareSlope` | 33.1\% | alias |1052| `\harDmSlopeOne` | $-$3.65 | alias of harDmSlopeHOne |1053| `\harDmSlopeFive` | $-$3.13 | alias of harDmSlopeHFive |1054| `\harDmSlopeTwentyTwo` | $-$3.03 | alias of harDmSlopeHTwentyTwo |1055| `\fomcRvShareCurv` | 26.7\% | alias of evFomcRvShare<F>All |1056| `\cpiRvShareCurv` | 20.7\% | alias |1057| `\empRvShareCurv` | 32.0\% | alias |1058| `\harDmCurvOne` | $-$3.14 | alias of harDmCurvHOne |1059| `\harDmCurvFive` | $-$3.40 | alias of harDmCurvHFive |1060| `\harDmCurvTwentyTwo` | $-$3.11 | alias of harDmCurvHTwentyTwo |1061| `\fomcRvShareLevelPct` | 18.5\% | event_summary.json FOMC_all rvshare in percent, half-up (same rounding as Table eventsb) |1062| `\cpiRvShareLevelPct` | 16.0\% | event_summary.json CPI_all rvshare in percent, half-up (same rounding as Table eventsb) |1063| `\empRvShareLevelPct` | 30.4\% | event_summary.json EMP_all rvshare in percent, half-up (same rounding as Table eventsb) |1064| `\fomcRvShareSlopePct` | 19.9\% | event_summary.json FOMC_all rvshare in percent, half-up (same rounding as Table eventsb) |1065| `\cpiRvShareSlopePct` | 16.9\% | event_summary.json CPI_all rvshare in percent, half-up (same rounding as Table eventsb) |1066| `\empRvShareSlopePct` | 33.1\% | event_summary.json EMP_all rvshare in percent, half-up (same rounding as Table eventsb) |1067| `\fomcRvShareCurvPct` | 26.7\% | event_summary.json FOMC_all rvshare in percent, half-up (same rounding as Table eventsb) |1068| `\cpiRvShareCurvPct` | 20.7\% | event_summary.json CPI_all rvshare in percent, half-up (same rounding as Table eventsb) |1069| `\empRvShareCurvPct` | 32.0\% | event_summary.json EMP_all rvshare in percent, half-up (same rounding as Table eventsb) |1070| `\nReferences` | 52 | references_verification.json n_verified |1071