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Merge pull request #39 from jvivian/jvivian/issue28
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Add multi-run Analysis Dashboard Page (Fixes #28)
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jvivian authored Feb 28, 2024
2 parents a07cac6 + ccf8ee5 commit 7c30242
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42 changes: 40 additions & 2 deletions coverage.xml
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132 changes: 132 additions & 0 deletions covid19_drdfm/data/example-data/test-all-global-2/AK/df.tsv

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65 changes: 65 additions & 0 deletions covid19_drdfm/data/example-data/test-all-global-2/AK/model.csv
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Model Specification: Dynamic Factor Model
Model: ,Dynamic Factor Model , # of observed variables: ,48
,+ 8 factors in 7 blocks, # of factor blocks: ,7
,+ AR(1) idiosyncratic , Idiosyncratic disturbances:,AR(1)
Sample:,2012-02-01 00:00:00 , Standardize variables: ,True
,- 2022-12-01 00:00:00 , ,
Observed variables / factor loadings
Dep. variable,Global.1,Global.2,Pandemic,Response,Uncat,Consumption,Employment,Inflation
GDP ,X ,X , , ,X , , ,
TBill1mo ,X ,X , , ,X , , ,
TBill6mo ,X ,X , , ,X , , ,
TBill1yr ,X ,X , , ,X , , ,
TBill5yr ,X ,X , , ,X , , ,
TBill10yr ,X ,X , , ,X , , ,
TBill30yr ,X ,X , , ,X , , ,
FixAss ,X ,X , , ,X , , ,
RPFI ,X ,X , , ,X , , ,
Prod ,X ,X , , ,X , , ,
FFR ,X ,X , , ,X , , ,
UI ,X ,X , , , , ,X ,
Employment1 ,X ,X , , , , ,X ,
Employment2 ,X ,X , , , , ,X ,
PartR ,X ,X , , , , ,X ,
UR ,X ,X , , , , ,X ,
Cons1 ,X ,X , , , ,X , ,
Cons3 ,X ,X , , , ,X , ,
Cons4 ,X ,X , , , ,X , ,
Cons5 ,X ,X , , , ,X , ,
Cons2 ,X ,X , , , ,X , ,
CPIU ,X ,X , , , , , ,X
PCEC ,X ,X , , , , , ,X
PCE ,X ,X , , , , , ,X
CPI ,X ,X , , , , , ,X
ARP ,X ,X , ,X , , , ,
CARES ,X ,X , ,X , , , ,
PPP ,X ,X , ,X , , , ,
Vax1 ,X ,X , ,X , , , ,
Vax3 ,X ,X , ,X , , , ,
Gather1 ,X ,X , ,X , , , ,
Gather2 ,X ,X , ,X , , , ,
Gather3 ,X ,X , ,X , , , ,
Gather4 ,X ,X , ,X , , , ,
Mask1 ,X ,X , ,X , , , ,
School ,X ,X , ,X , , , ,
Cases5 ,X ,X ,X , , , , ,
Cases2 ,X ,X ,X , , , , ,
Deaths5 ,X ,X ,X , , , , ,
Deaths2 ,X ,X ,X , , , , ,
Cases3 ,X ,X ,X , , , , ,
Deaths3 ,X ,X ,X , , , , ,
Cases4 ,X ,X ,X , , , , ,
Cases1 ,X ,X ,X , , , , ,
Hosp2 ,X ,X ,X , , , , ,
Hosp1 ,X ,X ,X , , , , ,
Deaths4 ,X ,X ,X , , , , ,
Deaths1 ,X ,X ,X , , , , ,
Factor blocks:
block ,order
Global.1, Global.2,1
Pandemic ,1
Response ,1
Uncat ,1
Consumption ,1
Employment ,1
Inflation ,1
85 changes: 85 additions & 0 deletions covid19_drdfm/data/example-data/test-all-global-2/AK/results.csv
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Dynamic Factor Results
Dep. Variable: ,"GDP", and 47 more , No. Observations: ,131
Model: ,Dynamic Factor Model , Log Likelihood ,66.490
,+ 8 factors in 7 blocks, AIC ,385.020
,+ AR(1) idiosyncratic , BIC ,1129.696
Date: ,Tue, 20 Feb 2024 , HQIC ,687.615
Time: ,22:21:06 , EM Iterations ,40
Sample: ,02-01-2012 , ,
,- 12-01-2022 , ,
Covariance Type:,Not computed , ,
Observation equation:
Factor loadings:,Global.1,Global.2,Pandemic,Response,Uncat,Consumption,Employment,Inflation, idiosyncratic: AR(1),var.
GDP ,-0.03 ,-0.07 ,. ,. ,-0.12,. ,. ,. ,0.63 ,0.60
TBill1mo ,0.07 ,-0.08 ,. ,. ,0.34 ,. ,. ,. ,0.90 ,0.01
TBill6mo ,0.07 ,-0.11 ,. ,. ,0.35 ,. ,. ,. ,0.83 ,0.00
TBill1yr ,0.07 ,-0.12 ,. ,. ,0.35 ,. ,. ,. ,0.90 ,0.00
TBill5yr ,0.13 ,-0.12 ,. ,. ,0.29 ,. ,. ,. ,0.91 ,0.04
TBill10yr ,0.19 ,-0.09 ,. ,. ,0.19 ,. ,. ,. ,0.87 ,0.11
TBill30yr ,0.21 ,-0.04 ,. ,. ,0.08 ,. ,. ,. ,0.83 ,0.16
FixAss ,-0.01 ,0.06 ,. ,. ,-0.20,. ,. ,. ,0.83 ,0.34
RPFI ,0.04 ,0.11 ,. ,. ,-0.19,. ,. ,. ,0.81 ,0.30
Prod ,0.05 ,0.17 ,. ,. ,-0.13,. ,. ,. ,0.58 ,0.32
FFR ,0.08 ,-0.08 ,. ,. ,0.33 ,. ,. ,. ,0.83 ,0.01
UI ,-0.00 ,0.03 ,. ,. ,. ,. ,-0.51 ,. ,0.45 ,0.41
Employment1 ,0.01 ,-0.01 ,. ,. ,. ,. ,0.57 ,. ,-0.22 ,0.02
Employment2 ,0.01 ,-0.02 ,. ,. ,. ,. ,0.57 ,. ,-0.50 ,0.01
PartR ,0.16 ,0.04 ,. ,. ,. ,. ,0.09 ,. ,0.92 ,0.10
UR ,-0.12 ,0.18 ,. ,. ,. ,. ,-0.13 ,. ,0.80 ,0.13
Cons1 ,0.07 ,-0.16 ,. ,. ,. ,-0.35 ,. ,. ,0.52 ,0.00
Cons3 ,-0.16 ,-0.02 ,. ,. ,. ,-0.34 ,. ,. ,0.57 ,0.21
Cons4 ,-0.05 ,-0.14 ,. ,. ,. ,-0.34 ,. ,. ,0.82 ,0.10
Cons5 ,0.11 ,-0.16 ,. ,. ,. ,-0.30 ,. ,. ,0.53 ,0.01
Cons2 ,-0.12 ,-0.10 ,. ,. ,. ,-0.39 ,. ,. ,0.55 ,0.13
CPIU ,-0.06 ,-0.09 ,. ,. ,. ,. ,. ,-0.47 ,-0.90 ,0.01
PCEC ,-0.08 ,-0.15 ,. ,. ,. ,. ,. ,-0.32 ,0.10 ,0.39
PCE ,-0.07 ,-0.11 ,. ,. ,. ,. ,. ,-0.46 ,0.06 ,0.08
CPI ,-0.05 ,-0.07 ,. ,. ,. ,. ,. ,-0.49 ,0.37 ,0.03
ARP ,-0.09 ,-0.09 ,. ,-0.19 ,. ,. ,. ,. ,0.67 ,0.47
CARES ,-0.19 ,0.13 ,. ,0.22 ,. ,. ,. ,. ,-0.06 ,0.08
PPP ,-0.19 ,0.13 ,. ,0.22 ,. ,. ,. ,. ,-0.06 ,0.08
Vax1 ,-0.10 ,-0.22 ,. ,0.13 ,. ,. ,. ,. ,0.70 ,0.01
Vax3 ,-0.10 ,-0.22 ,. ,0.15 ,. ,. ,. ,. ,0.73 ,0.00
Gather1 ,-0.22 ,0.13 ,. ,0.13 ,. ,. ,. ,. ,0.31 ,0.11
Gather2 ,-0.21 ,0.13 ,. ,0.18 ,. ,. ,. ,. ,-0.12 ,0.08
Gather3 ,-0.21 ,0.12 ,. ,0.09 ,. ,. ,. ,. ,0.42 ,0.20
Gather4 ,-0.21 ,0.11 ,. ,0.03 ,. ,. ,. ,. ,0.54 ,0.21
Mask1 ,-0.20 ,0.09 ,. ,-0.04 ,. ,. ,. ,. ,0.62 ,0.20
School ,-0.18 ,0.10 ,. ,0.15 ,. ,. ,. ,. ,0.38 ,0.25
Cases5 ,-0.05 ,-0.02 ,-0.40 ,. ,. ,. ,. ,. ,-0.05 ,0.00
Cases2 ,-0.05 ,-0.02 ,-0.40 ,. ,. ,. ,. ,. ,-0.05 ,0.00
Deaths5 ,-0.04 ,0.01 ,-0.13 ,. ,. ,. ,. ,. ,0.04 ,0.94
Deaths2 ,-0.04 ,0.01 ,-0.13 ,. ,. ,. ,. ,. ,0.04 ,0.94
Cases3 ,-0.05 ,-0.02 ,-0.40 ,. ,. ,. ,. ,. ,-0.05 ,0.00
Deaths3 ,-0.23 ,-0.08 ,0.09 ,. ,. ,. ,. ,. ,0.42 ,0.20
Cases4 ,-0.24 ,-0.12 ,-0.07 ,. ,. ,. ,. ,. ,-1.02 ,0.00
Cases1 ,-0.24 ,-0.12 ,-0.06 ,. ,. ,. ,. ,. ,-1.02 ,0.00
Hosp2 ,-0.24 ,-0.11 ,-0.06 ,. ,. ,. ,. ,. ,0.36 ,0.12
Hosp1 ,-0.24 ,-0.11 ,-0.06 ,. ,. ,. ,. ,. ,0.36 ,0.11
Deaths4 ,-0.24 ,-0.12 ,0.06 ,. ,. ,. ,. ,. ,0.23 ,0.06
Deaths1 ,-0.24 ,-0.12 ,0.06 ,. ,. ,. ,. ,. ,0.23 ,0.07
Transition: Factor block 0
,L1.Global.1,L1.Global.2, error covariance,Global.1,Global.2
Global.1,0.94 ,-0.02 ,Global.1 ,1.44 ,0.11
Global.2,0.03 ,1.00 ,Global.2 ,0.11 ,0.89
Transition: Factor block 1
,L1.Pandemic, error variance
Pandemic,-0.25 ,5.74
Transition: Factor block 2
,L1.Response, error variance
Response,0.68 ,2.33
Transition: Factor block 3
,L1.Uncat, error variance
Uncat,0.91 ,1.48
Transition: Factor block 4
,L1.Consumption, error variance
Consumption,0.34 ,3.92
Transition: Factor block 5
,L1.Employment, error variance
Employment,0.01 ,2.93
Transition: Factor block 6
,L1.Inflation, error variance
Inflation,0.44 ,2.80

Warnings:
[1] Covariance matrix not calculated.
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