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jvivian committed Oct 28, 2024
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37 changes: 37 additions & 0 deletions DFM-results-no-batchvar/df.csv
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Time,Pandemic_10,Pandemic_9,Pandemic_1,Pandemic_7,Factor
1/1/2020,0.0,0.0,0.0,0.0,0.2045454545
2/1/2020,0.0,0.0,0.0,0.0,0.0
3/1/2020,0.0058740602,0.0397350993,0.0042229655,0.0609357998,0.0
4/1/2020,0.0693139098,0.0198675497,0.0024131231,0.0282916213,0.0619834711
5/1/2020,0.1379229323,0.0264900662,0.0025728151,0.0304678999,0.0289256198
6/1/2020,0.1734022556,0.0264900662,0.0108767976,0.0631120783,0.0309917355
7/1/2020,0.4814379699,0.1059602649,0.040277864,0.1828073993,0.0640495868
8/1/2020,0.313674812,0.1258278146,0.0370130504,0.204570185,0.1838842975
9/1/2020,0.1459116541,0.1125827815,0.0532484009,0.1566920566,0.2045454545
10/1/2020,0.0773026316,0.3112582781,0.1582192571,0.4243743199,0.1570247934
11/1/2020,0.155075188,0.5894039735,0.3026162868,0.752992383,0.423553719
12/1/2020,0.5227913534,0.5033112583,0.1744191205,0.5571273123,0.7541322314
1/1/2021,1.0,0.178807947,0.0982904087,0.2176278564,0.5578512397
2/1/2021,0.6719924812,0.0993377483,0.0558034724,0.1523394995,0.2190082645
3/1/2021,0.2319078947,0.1125827815,0.072748565,0.2241566921,0.152892562
4/1/2021,0.0838815789,0.0066225166,0.0778320928,0.289445049,0.2252066116
5/1/2021,0.0714285714,0.1390728477,0.0299511165,0.1284004353,0.2892561983
6/1/2021,0.0723684211,0.0529801325,0.0149666865,0.0957562568,0.1301652893
7/1/2021,0.0728383459,0.0794701987,0.0817711614,0.39390642,0.0950413223
8/1/2021,0.1268796992,0.3245033113,0.26157545,0.8019586507,0.3925619835
9/1/2021,0.2814849624,0.8278145695,0.4060079669,1.0,0.8037190083
10/1/2021,0.274906015,0.9470198675,0.3689594294,0.8335146899,1.0
11/1/2021,0.2709116541,1.0,0.1806914662,0.4494015234,0.8347107438
12/1/2021,0.4515977444,0.1059602649,0.1362261238,0.2655059848,0.4504132231
1/1/2022,0.4642857143,0.2847682119,1.0,0.478781284,0.2665289256
2/1/2022,0.4090695489,0.5165562914,0.2854316563,0.2491838955,0.479338843
3/1/2022,0.3106203008,0.4304635762,0.1077388504,0.1284004353,0.25
4/1/2022,0.1604793233,0.1589403974,0.0940142126,0.0718171926,0.1280991736
5/1/2022,0.0817669173,0.2185430464,0.1257574279,0.1099020675,0.0723140496
6/1/2022,0.0507518797,0.0,0.1572433617,0.1077257889,0.1095041322
7/1/2022,0.0594454887,0.1523178808,0.1569505931,0.1088139282,0.1074380165
8/1/2022,0.0812969925,0.1920529801,0.0951143128,0.112078346,0.1095041322
9/1/2022,0.0601503759,0.1655629139,0.0211769298,0.0402611534,0.1115702479
10/1/2022,0.0,0.0,0.0135738176,0.0293797606,0.041322314
11/1/2022,0.0,0.0,0.0134850999,0.0054406964,0.0289256198
12/1/2022,0.0,0.0,0.0121365899,0.0087051143,0.0061983471
37 changes: 37 additions & 0 deletions DFM-results-no-batchvar/factors.csv
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Time,Factor_Global,Factor_Pandemic,Factor_Pandemic_10,Factor_Pandemic_9,Factor_Pandemic_1,Factor_Pandemic_7,Factor_Factor,Factor_Batch
1/1/2020,1.610883028959816,3.3573703827006685,0.0,0.0,0.0,0.0,0.2045454545,Batch1
2/1/2020,1.8552851540307875,0.3182710830321631,0.0,0.0,0.0,0.0,0.0,Batch1
3/1/2020,1.6552691511663973,-0.03496464325158444,0.0058740602,0.0397350993,0.0042229655,0.0609357998,0.0,Batch1
4/1/2020,1.5060327578318145,0.2609625484854403,0.0693139098,0.0198675497,0.0024131231,0.0282916213,0.0619834711,Batch1
5/1/2020,1.5822915162968254,0.015742107064223687,0.1379229323,0.0264900662,0.0025728151,0.0304678999,0.0289256198,Batch1
6/1/2020,1.507393451911332,-0.057169118188309664,0.1734022556,0.0264900662,0.0108767976,0.0631120783,0.0309917355,Batch1
7/1/2020,1.0166573716212814,-0.23198058139077582,0.4814379699,0.1059602649,0.040277864,0.1828073993,0.0640495868,Batch1
8/1/2020,0.6581833928406112,0.41636855808248663,0.313674812,0.1258278146,0.0370130504,0.204570185,0.1838842975,Batch1
9/1/2020,0.6802475877868829,0.41386016910983087,0.1459116541,0.1125827815,0.0532484009,0.1566920566,0.2045454545,Batch1
10/1/2020,-0.00669797508764125,-0.7212222820800565,0.0773026316,0.3112582781,0.1582192571,0.4243743199,0.1570247934,Batch1
11/1/2020,-2.0062125701213525,-0.44540808983743296,0.155075188,0.5894039735,0.3026162868,0.752992383,0.423553719,Batch1
12/1/2020,-2.567583222537974,1.878666814467182,0.5227913534,0.5033112583,0.1744191205,0.5571273123,0.7541322314,Batch1
1/1/2021,-1.0516351565514146,1.1968316193892663,1.0,0.178807947,0.0982904087,0.2176278564,0.5578512397,Batch1
2/1/2021,0.4841344871542008,-0.08100831316992607,0.6719924812,0.0993377483,0.0558034724,0.1523394995,0.2190082645,Batch1
3/1/2021,0.7055592591405191,-0.23103088476876787,0.2319078947,0.1125827815,0.072748565,0.2241566921,0.152892562,Batch1
4/1/2021,0.5268222312557367,0.015071472916055484,0.0838815789,0.0066225166,0.0778320928,0.289445049,0.2252066116,Batch1
5/1/2021,0.5839591823975601,0.8983534551514998,0.0714285714,0.1390728477,0.0299511165,0.1284004353,0.2892561983,Batch1
6/1/2021,1.1755209395673514,0.12650751235319618,0.0723684211,0.0529801325,0.0149666865,0.0957562568,0.1301652893,Batch1
7/1/2021,0.6918526870812182,-0.7474570982086242,0.0728383459,0.0794701987,0.0817711614,0.39390642,0.0950413223,Batch1
8/1/2021,-1.4286438283886889,-0.647399457682832,0.1268796992,0.3245033113,0.26157545,0.8019586507,0.3925619835,Batch1
9/1/2021,-3.919084663048424,0.449752563922739,0.2814849624,0.8278145695,0.4060079669,1.0,0.8037190083,Batch1
10/1/2021,-4.566727694386866,1.6630387285634711,0.274906015,0.9470198675,0.3689594294,0.8335146899,1.0,Batch1
11/1/2021,-3.330557990239016,2.3433690196172745,0.2709116541,1.0,0.1806914662,0.4494015234,0.8347107438,Batch1
12/1/2021,-1.0106386091513873,0.3152248657130795,0.4515977444,0.1059602649,0.1362261238,0.2655059848,0.4504132231,Batch1
1/1/2022,-2.5775837369971053,-5.440350565039624,0.4642857143,0.2847682119,1.0,0.478781284,0.2665289256,Batch1
2/1/2022,-1.7916992413114525,-0.04747365929138772,0.4090695489,0.5165562914,0.2854316563,0.2491838955,0.479338843,Batch1
3/1/2022,-0.3750866152544976,0.17207154446381345,0.3106203008,0.4304635762,0.1077388504,0.1284004353,0.25,Batch1
4/1/2022,0.5070492328366724,-0.158650866200451,0.1604793233,0.1589403974,0.0940142126,0.0718171926,0.1280991736,Batch1
5/1/2022,0.6310723249012429,-0.5066951180553934,0.0817669173,0.2185430464,0.1257574279,0.1099020675,0.0723140496,Batch1
6/1/2022,0.7050883292912593,-0.6271550100461651,0.0507518797,0.0,0.1572433617,0.1077257889,0.1095041322,Batch1
7/1/2022,0.6424414238000056,-0.6036074724851817,0.0594454887,0.1523178808,0.1569505931,0.1088139282,0.1074380165,Batch1
8/1/2022,0.694448495845538,-0.20531585345548342,0.0812969925,0.1920529801,0.0951143128,0.112078346,0.1095041322,Batch1
9/1/2022,0.9872153072524922,0.36946909355209284,0.0601503759,0.1655629139,0.0211769298,0.0402611534,0.1115702479,Batch1
10/1/2022,1.4484401123669604,-0.02160230913226202,0.0,0.0,0.0135738176,0.0293797606,0.041322314,Batch1
11/1/2022,1.6052565274113881,-0.019551791345665842,0.0,0.0,0.0134850999,0.0054406964,0.0289256198,Batch1
12/1/2022,1.7005444671143124,-0.12157200258452772,0.0,0.0,0.0121365899,0.0087051143,0.0061983471,Batch1
17 changes: 17 additions & 0 deletions DFM-results-no-batchvar/model.csv
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Model Specification: Dynamic Factor Model
Model: ,Dynamic Factor Model , # of observed variables: ,5
,+ 2 factors in 2 blocks, # of factor blocks: ,2
,+ AR(1) idiosyncratic , Idiosyncratic disturbances:,AR(1)
Sample:,2020-01-01 00:00:00 , Standardize variables: ,True
,- 2022-12-01 00:00:00 , ,
Observed variables / factor loadings
Dep. variable,Global,Pandemic
Pandemic_10 ,X ,X
Pandemic_9 ,X ,X
Pandemic_1 ,X ,X
Pandemic_7 ,X ,X
Factor ,X ,X
Factor blocks:
block ,order
Global ,1
Pandemic,1
37 changes: 37 additions & 0 deletions DFM-results-no-batchvar/raw.csv
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Time,Pandemic_10,Pandemic_9,Pandemic_1,Pandemic_7,Factor,Batch
1/1/2020,0.0,0.0,0.0,0.0,0.2045454545,Batch1
2/1/2020,0.0,0.0,0.0,0.0,0.0,Batch1
3/1/2020,0.0058740602,0.0397350993,0.0042229655,0.0609357998,0.0,Batch1
4/1/2020,0.0693139098,0.0198675497,0.0024131231,0.0282916213,0.0619834711,Batch1
5/1/2020,0.1379229323,0.0264900662,0.0025728151,0.0304678999,0.0289256198,Batch1
6/1/2020,0.1734022556,0.0264900662,0.0108767976,0.0631120783,0.0309917355,Batch1
7/1/2020,0.4814379699,0.1059602649,0.040277864,0.1828073993,0.0640495868,Batch1
8/1/2020,0.313674812,0.1258278146,0.0370130504,0.204570185,0.1838842975,Batch1
9/1/2020,0.1459116541,0.1125827815,0.0532484009,0.1566920566,0.2045454545,Batch1
10/1/2020,0.0773026316,0.3112582781,0.1582192571,0.4243743199,0.1570247934,Batch1
11/1/2020,0.155075188,0.5894039735,0.3026162868,0.752992383,0.423553719,Batch1
12/1/2020,0.5227913534,0.5033112583,0.1744191205,0.5571273123,0.7541322314,Batch1
1/1/2021,1.0,0.178807947,0.0982904087,0.2176278564,0.5578512397,Batch1
2/1/2021,0.6719924812,0.0993377483,0.0558034724,0.1523394995,0.2190082645,Batch1
3/1/2021,0.2319078947,0.1125827815,0.072748565,0.2241566921,0.152892562,Batch1
4/1/2021,0.0838815789,0.0066225166,0.0778320928,0.289445049,0.2252066116,Batch1
5/1/2021,0.0714285714,0.1390728477,0.0299511165,0.1284004353,0.2892561983,Batch1
6/1/2021,0.0723684211,0.0529801325,0.0149666865,0.0957562568,0.1301652893,Batch1
7/1/2021,0.0728383459,0.0794701987,0.0817711614,0.39390642,0.0950413223,Batch1
8/1/2021,0.1268796992,0.3245033113,0.26157545,0.8019586507,0.3925619835,Batch1
9/1/2021,0.2814849624,0.8278145695,0.4060079669,1.0,0.8037190083,Batch1
10/1/2021,0.274906015,0.9470198675,0.3689594294,0.8335146899,1.0,Batch1
11/1/2021,0.2709116541,1.0,0.1806914662,0.4494015234,0.8347107438,Batch1
12/1/2021,0.4515977444,0.1059602649,0.1362261238,0.2655059848,0.4504132231,Batch1
1/1/2022,0.4642857143,0.2847682119,1.0,0.478781284,0.2665289256,Batch1
2/1/2022,0.4090695489,0.5165562914,0.2854316563,0.2491838955,0.479338843,Batch1
3/1/2022,0.3106203008,0.4304635762,0.1077388504,0.1284004353,0.25,Batch1
4/1/2022,0.1604793233,0.1589403974,0.0940142126,0.0718171926,0.1280991736,Batch1
5/1/2022,0.0817669173,0.2185430464,0.1257574279,0.1099020675,0.0723140496,Batch1
6/1/2022,0.0507518797,0.0,0.1572433617,0.1077257889,0.1095041322,Batch1
7/1/2022,0.0594454887,0.1523178808,0.1569505931,0.1088139282,0.1074380165,Batch1
8/1/2022,0.0812969925,0.1920529801,0.0951143128,0.112078346,0.1095041322,Batch1
9/1/2022,0.0601503759,0.1655629139,0.0211769298,0.0402611534,0.1115702479,Batch1
10/1/2022,0.0,0.0,0.0135738176,0.0293797606,0.041322314,Batch1
11/1/2022,0.0,0.0,0.0134850999,0.0054406964,0.0289256198,Batch1
12/1/2022,0.0,0.0,0.0121365899,0.0087051143,0.0061983471,Batch1
26 changes: 26 additions & 0 deletions DFM-results-no-batchvar/results.csv
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Dynamic Factor Results
Dep. Variable: ,"Pandemic_10", and 4 more, No. Observations: ,36
Model: ,Dynamic Factor Model , Log Likelihood ,-155.781
,+ 2 factors in 2 blocks , AIC ,359.562
,+ AR(1) idiosyncratic , BIC ,397.567
Date: ,Sat, 19 Oct 2024 , HQIC ,372.827
Time: ,16:43:12 , EM Iterations ,204
Sample: ,01-01-2020 , ,
,- 12-01-2022 , ,
Covariance Type:,Not computed , ,
Observation equation:
Factor loadings:,Global,Pandemic, idiosyncratic: AR(1),var.
Pandemic_10 ,-0.29 ,-0.01 ,0.62 ,0.49
Pandemic_9 ,-0.49 ,0.19 ,0.00 ,0.17
Pandemic_1 ,-0.39 ,-0.42 ,0.10 ,0.18
Pandemic_7 ,-0.49 ,-0.09 ,0.69 ,0.14
Factor ,-0.50 ,0.24 ,0.53 ,0.04
Transition: Factor block 0
,L1.Global, error variance
Global,0.83 ,0.98
Transition: Factor block 1
,L1.Pandemic, error variance
Pandemic,0.13 ,1.70

Warnings:
[1] Covariance matrix not calculated.
21 changes: 21 additions & 0 deletions DFM-results-no-batchvar/run-info.yaml
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diff_cols: []
factor_map:
Factor: !!python/tuple
- Global
- Pandemic
Pandemic_1: !!python/tuple
- Global
- Pandemic
Pandemic_10: !!python/tuple
- Global
- Pandemic
Pandemic_7: !!python/tuple
- Global
- Pandemic
Pandemic_9: !!python/tuple
- Global
- Pandemic
global_multiplier: 1
logdiff_cols: []
maxiter: 10000
non_stationary_cols: null
36 changes: 36 additions & 0 deletions DFM-results/AK/df.csv
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Time,Pandemic_10,Pandemic_9,Pandemic_1,Pandemic_7
2/1/2020,0.5249834241681198,0.639810426576236,0.0,0.0
3/1/2020,0.5350496971873824,0.6682464455081445,0.0042229655,0.0609357998
4/1/2020,0.6301003819548583,0.6255924171460637,0.0024131231,0.0282916213
5/1/2020,0.6318655191323951,0.6445497630291054,0.0025728151,0.0304678999
6/1/2020,0.5777526986231899,0.639810426576236,0.0108767976,0.0631120783
7/1/2020,0.9256247781692474,0.6966824645116171,0.040277864,0.1828073993
8/1/2020,0.31842053044995583,0.6540284360779722,0.0370130504,0.204570185
9/1/2020,0.29015963927537214,0.6303317535989331,0.0532484009,0.1566920566
10/1/2020,0.4188699423378682,0.7819905213073427,0.1582192571,0.4243743199
11/1/2020,0.6447862893178639,0.8388625593142877,0.3026162868,0.752992383
12/1/2020,1.0,0.5781990521879855,0.1744191205,0.5571273123
1/1/2021,0.9935075459161131,0.40758293838184234,0.0982904087,0.2176278564
2/1/2021,0.2171088088183265,0.5829383886408549,0.0558034724,0.1523394995
3/1/2021,0.0,0.6492890996251028,0.072748565,0.2241566921
4/1/2021,0.30496192420701207,0.5639810426862493,0.0778320928,0.289445049
5/1/2021,0.5051223816513358,0.7345971564208285,0.0299511165,0.1284004353
6/1/2021,0.5264904042441626,0.5781990521879855,0.0149666865,0.0957562568
7/1/2021,0.5257364189156271,0.6587677725308417,0.0817711614,0.39390642
8/1/2021,0.6094489185049698,0.8151658768352485,0.26157545,0.8019586507
9/1/2021,0.7459529618788955,1.0,0.4060079669,1.0
10/1/2021,0.5161371004085843,0.7251184834435256,0.3689594294,0.8335146899
11/1/2021,0.5195901425932368,0.6777251185570113,0.1806914662,0.4494015234
12/1/2021,0.7534522362151508,0.0,0.1362261238,0.2655059848
1/1/2022,0.5399408704343176,0.7677725118771704,1.0,0.478781284
2/1/2022,0.4589196901361835,0.8056872038579458,0.2854316563,0.2491838955
3/1/2022,0.4004988448856724,0.5781990521879855,0.1077388504,0.1284004353
4/1/2022,0.3158723696850353,0.4454976303626177,0.0940142126,0.0718171926
5/1/2022,0.4042656813546738,0.6824644550098808,0.1257574279,0.1099020675
6/1/2022,0.4749865559784121,0.48341232227182906,0.1572433617,0.1077257889
7/1/2022,0.539145020682225,0.7488151659225647,0.1569505931,0.1088139282
8/1/2022,0.5600719174336509,0.6682464455081445,0.0951143128,0.112078346
9/1/2022,0.4910380706080559,0.6208530806216302,0.0211769298,0.0402611534
10/1/2022,0.42459223238006044,0.5213270142526044,0.0135738176,0.0293797606
11/1/2022,0.5249834241681198,0.639810426576236,0.0134850999,0.0054406964
12/1/2022,0.5249834241681198,0.639810426576236,0.0121365899,0.0087051143
36 changes: 36 additions & 0 deletions DFM-results/AK/factors.csv
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Time,Factor_Global,Factor_Pandemic,Factor_Pandemic_10,Factor_Pandemic_9,Factor_Pandemic_1,Factor_Pandemic_7,State
2/1/2020,0.04527204327406025,-0.6311005422233046,0.0,0.0,0.0,0.0,AK
3/1/2020,0.07688896175549678,-0.2540474569310751,0.0058740602,0.0397350993,0.0042229655,0.0609357998,AK
4/1/2020,0.4499336774656316,-0.08951772903944236,0.0693139098,0.0198675497,0.0024131231,0.0282916213,AK
5/1/2020,0.5425651431158636,-0.06144584133074608,0.1379229323,0.0264900662,0.0025728151,0.0304678999,AK
6/1/2020,0.47257098242751205,-0.052878533145120483,0.1734022556,0.0264900662,0.0108767976,0.0631120783,AK
7/1/2020,-0.09883897521868851,0.10034418260401007,0.4814379699,0.1059602649,0.040277864,0.1828073993,AK
8/1/2020,-0.0448062464172979,-0.0910946886173807,0.313674812,0.1258278146,0.0370130504,0.204570185,AK
9/1/2020,0.2859518054989112,-0.12373240395548166,0.1459116541,0.1125827815,0.0532484009,0.1566920566,AK
10/1/2020,-1.0397676571986374,-0.06803016671869833,0.0773026316,0.3112582781,0.1582192571,0.4243743199,AK
11/1/2020,-2.600625550164835,0.11755469478482498,0.155075188,0.5894039735,0.3026162868,0.752992383,AK
12/1/2020,-1.3362221107682224,0.3960855517982327,0.5227913534,0.5033112583,0.1744191205,0.5571273123,AK
1/1/2021,0.4798995004198078,0.4419475776501245,1.0,0.178807947,0.0982904087,0.2176278564,AK
2/1/2021,0.754472011098265,-0.013467999040589013,0.6719924812,0.0993377483,0.0558034724,0.1523394995,AK
3/1/2021,0.36723975460936603,-0.19497187243926759,0.2319078947,0.1125827815,0.072748565,0.2241566921,AK
4/1/2021,0.14504731601185394,0.0068054274224537276,0.0838815789,0.0066225166,0.0778320928,0.289445049,AK
5/1/2021,0.7046054673764812,-0.1861892343076694,0.0714285714,0.1390728477,0.0299511165,0.1284004353,AK
6/1/2021,0.8707895105201184,-0.08592790735182523,0.0723684211,0.0529801325,0.0149666865,0.0957562568,AK
7/1/2021,-0.5341674400168254,0.07575463723416342,0.0728383459,0.0794701987,0.0817711614,0.39390642,AK
8/1/2021,-2.532770290973579,0.1943318932110959,0.1268796992,0.3245033113,0.26157545,0.8019586507,AK
9/1/2021,-3.6449845826393164,0.11367564223498003,0.2814849624,0.8278145695,0.4060079669,1.0,AK
10/1/2021,-2.603020667472522,0.12861231455200028,0.274906015,0.9470198675,0.3689594294,0.8335146899,AK
11/1/2021,-0.6446206514350425,0.0022656209467696448,0.2709116541,1.0,0.1806914662,0.4494015234,AK
12/1/2021,0.8719795474130736,0.7393422767767901,0.4515977444,0.1059602649,0.1362261238,0.2655059848,AK
1/1/2022,-1.295076038746597,0.13339600324906487,0.4642857143,0.2847682119,1.0,0.478781284,AK
2/1/2022,-0.12576436064851126,-0.17789726818101623,0.4090695489,0.5165562914,0.2854316563,0.2491838955,AK
3/1/2022,0.5975477657235448,-0.11530705047413342,0.3106203008,0.4304635762,0.1077388504,0.1284004353,AK
4/1/2022,1.0230054373780837,0.009337239674233215,0.1604793233,0.1589403974,0.0940142126,0.0718171926,AK
5/1/2022,0.6367619775099977,-0.12661974670509923,0.0817669173,0.2185430464,0.1257574279,0.1099020675,AK
6/1/2022,0.7202838193469983,0.04735833996428815,0.0507518797,0.0,0.1572433617,0.1077257889,AK
7/1/2022,0.45931284469289,-0.15359505427241749,0.0594454887,0.1523178808,0.1569505931,0.1088139282,AK
8/1/2022,0.4328984392530274,-0.127144269356688,0.0812969925,0.1920529801,0.0951143128,0.112078346,AK
9/1/2022,0.8327502043218972,-0.13550379310693184,0.0601503759,0.1655629139,0.0211769298,0.0402611534,AK
10/1/2022,1.0071822806601058,-0.04270526993394214,0.0,0.0,0.0135738176,0.0293797606,AK
11/1/2022,1.0296511151910714,-0.10729106051629682,0.0,0.0,0.0134850999,0.0054406964,AK
12/1/2022,0.9590231403770624,-0.13619559876359177,0.0,0.0,0.0121365899,0.0087051143,AK
16 changes: 16 additions & 0 deletions DFM-results/AK/model.csv
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Model Specification: Dynamic Factor Model
Model: ,Dynamic Factor Model , # of observed variables: ,4
,+ 2 factors in 2 blocks, # of factor blocks: ,2
,+ AR(1) idiosyncratic , Idiosyncratic disturbances:,AR(1)
Sample:,2020-02-01 00:00:00 , Standardize variables: ,True
,- 2022-12-01 00:00:00 , ,
Observed variables / factor loadings
Dep. variable,Global,Pandemic
Pandemic_10 ,X ,X
Pandemic_9 ,X ,X
Pandemic_1 ,X ,X
Pandemic_7 ,X ,X
Factor blocks:
block ,order
Global ,1
Pandemic,1
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