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Merge pull request #39 from jvivian/jvivian/issue28
Add multi-run Analysis Dashboard Page (Fixes #28)
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covid19_drdfm/data/example-data/test-all-global-2/AK/df.tsv
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covid19_drdfm/data/example-data/test-all-global-2/AK/filtered-factors.csv
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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 |
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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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