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covid19_drdfm/data/example-data/full-2019-global-2/AK/df.csv
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covid19_drdfm/data/example-data/full-2019-global-2/AK/raw.csv
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covid19_drdfm/data/example-data/full-2019-global-2/AK/run-info.yaml
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diff_cols: | ||
- Cases1 | ||
- Cases2 | ||
- Cases3 | ||
- Cases4 | ||
- Cases5 | ||
- Hosp1 | ||
- Hosp2 | ||
- Deaths1 | ||
- Deaths2 | ||
- Deaths3 | ||
- Deaths4 | ||
- Deaths5 | ||
factor_map: | ||
ARP: !!python/tuple | ||
- Global | ||
- Response | ||
CARES: !!python/tuple | ||
- Global | ||
- Response | ||
CPI: !!python/tuple | ||
- Global | ||
- Inflation | ||
CPIU: !!python/tuple | ||
- Global | ||
- Inflation | ||
Cases1: !!python/tuple | ||
- Global | ||
- Pandemic | ||
Cases2: !!python/tuple | ||
- Global | ||
- Pandemic | ||
Cases3: !!python/tuple | ||
- Global | ||
- Pandemic | ||
Cases4: !!python/tuple | ||
- Global | ||
- Pandemic | ||
Cases5: !!python/tuple | ||
- Global | ||
- Pandemic | ||
Cons1: !!python/tuple | ||
- Global | ||
- Consumption | ||
Cons2: !!python/tuple | ||
- Global | ||
- Consumption | ||
Cons3: !!python/tuple | ||
- Global | ||
- Consumption | ||
Cons4: !!python/tuple | ||
- Global | ||
- Consumption | ||
Cons5: !!python/tuple | ||
- Global | ||
- Consumption | ||
Curfew: !!python/tuple | ||
- Global | ||
- Response | ||
Deaths1: !!python/tuple | ||
- Global | ||
- Pandemic | ||
Deaths2: !!python/tuple | ||
- Global | ||
- Pandemic | ||
Deaths3: !!python/tuple | ||
- Global | ||
- Pandemic | ||
Deaths4: !!python/tuple | ||
- Global | ||
- Pandemic | ||
Deaths5: !!python/tuple | ||
- Global | ||
- Pandemic | ||
Employment1: !!python/tuple | ||
- Global | ||
- Employment | ||
Employment2: !!python/tuple | ||
- Global | ||
- Employment | ||
FFR: !!python/tuple | ||
- Global | ||
- Uncat | ||
FixAss: !!python/tuple | ||
- Global | ||
- Uncat | ||
GDP: !!python/tuple | ||
- Global | ||
- Uncat | ||
Gather1: !!python/tuple | ||
- Global | ||
- Response | ||
Gather2: !!python/tuple | ||
- Global | ||
- Response | ||
Gather3: !!python/tuple | ||
- Global | ||
- Response | ||
Gather4: !!python/tuple | ||
- Global | ||
- Response | ||
Hosp1: !!python/tuple | ||
- Global | ||
- Pandemic | ||
Hosp2: !!python/tuple | ||
- Global | ||
- Pandemic | ||
Mask1: !!python/tuple | ||
- Global | ||
- Response | ||
Mask2: !!python/tuple | ||
- Global | ||
- Response | ||
PCE: !!python/tuple | ||
- Global | ||
- Inflation | ||
PCEC: !!python/tuple | ||
- Global | ||
- Inflation | ||
PPP: !!python/tuple | ||
- Global | ||
- Response | ||
PartR: !!python/tuple | ||
- Global | ||
- Employment | ||
School: !!python/tuple | ||
- Global | ||
- Response | ||
TBill10yr: !!python/tuple | ||
- Global | ||
- Uncat | ||
TBill1mo: !!python/tuple | ||
- Global | ||
- Uncat | ||
TBill1yr: !!python/tuple | ||
- Global | ||
- Uncat | ||
TBill30yr: !!python/tuple | ||
- Global | ||
- Uncat | ||
TBill5yr: !!python/tuple | ||
- Global | ||
- Uncat | ||
TBill6mo: !!python/tuple | ||
- Global | ||
- Uncat | ||
UI: !!python/tuple | ||
- Global | ||
- Employment | ||
UR: !!python/tuple | ||
- Global | ||
- Employment | ||
Vax1: !!python/tuple | ||
- Global | ||
- Response | ||
Vax3: !!python/tuple | ||
- Global | ||
- Response | ||
global_multiplier: 2 | ||
logdiff_cols: | ||
- Cons1 | ||
- Cons2 | ||
- Cons3 | ||
- Cons4 | ||
- Cons5 | ||
- Employment1 | ||
- Employment2 | ||
- UI | ||
- CPI | ||
- CPIU | ||
- PCE | ||
- PCEC | ||
- RPFI | ||
- FixAss | ||
- Prod | ||
- GDP | ||
maxiter: 10000 | ||
non_stationary_cols: null |
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covid19_drdfm/data/example-data/full-2019-global-2/AL/df.csv
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covid19_drdfm/data/example-data/full-2019-global-2/AL/factors.csv
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covid19_drdfm/data/example-data/full-2019-global-2/AL/model.csv
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Model Specification: Dynamic Factor Model | ||
Model: ,Dynamic Factor Model , # of observed variables: ,47 | ||
,+ 8 factors in 7 blocks, # of factor blocks: ,7 | ||
,+ AR(1) idiosyncratic , Idiosyncratic disturbances:,AR(1) | ||
Sample:,2019-03-01 00:00:00 , Standardize variables: ,True | ||
,- 2022-12-01 00:00:00 , , | ||
Observed variables / factor loadings | ||
Dep. variable,Global.1,Global.2,Response,Pandemic,Uncat,Consumption,Employment,Inflation | ||
Cases1 ,X ,X , ,X , , , , | ||
Cases2 ,X ,X , ,X , , , , | ||
Cases3 ,X ,X , ,X , , , , | ||
Cases4 ,X ,X , ,X , , , , | ||
Cases5 ,X ,X , ,X , , , , | ||
Hosp1 ,X ,X , ,X , , , , | ||
Hosp2 ,X ,X , ,X , , , , | ||
Deaths1 ,X ,X , ,X , , , , | ||
Deaths2 ,X ,X , ,X , , , , | ||
Deaths3 ,X ,X , ,X , , , , | ||
Deaths4 ,X ,X , ,X , , , , | ||
Deaths5 ,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 , , , , , | ||
Curfew ,X ,X ,X , , , , , | ||
Mask1 ,X ,X ,X , , , , , | ||
Mask2 ,X ,X ,X , , , , , | ||
School ,X ,X ,X , , , , , | ||
ARP ,X ,X ,X , , , , , | ||
PPP ,X ,X ,X , , , , , | ||
CARES ,X ,X ,X , , , , , | ||
Cons1 ,X ,X , , , ,X , , | ||
Cons2 ,X ,X , , , ,X , , | ||
Cons3 ,X ,X , , , ,X , , | ||
Cons4 ,X ,X , , , ,X , , | ||
Cons5 ,X ,X , , , ,X , , | ||
Employment1 ,X ,X , , , , ,X , | ||
Employment2 ,X ,X , , , , ,X , | ||
UI ,X ,X , , , , ,X , | ||
PartR ,X ,X , , , , ,X , | ||
CPI ,X ,X , , , , , ,X | ||
CPIU ,X ,X , , , , , ,X | ||
PCEC ,X ,X , , , , , ,X | ||
FixAss ,X ,X , , ,X , , , | ||
Prod ,X ,X , , ,X , , , | ||
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 , , , | ||
FFR ,X ,X , , ,X , , , | ||
Factor blocks: | ||
block ,order | ||
Global.1, Global.2,1 | ||
Response ,1 | ||
Pandemic ,1 | ||
Uncat ,1 | ||
Consumption ,1 | ||
Employment ,1 | ||
Inflation ,1 |
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