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Add result metrics #19

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Feb 7, 2024
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Add result metrics #19

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c17c665
Add dev to gitignore
jvivian Feb 7, 2024
aab4f24
Update dashboard and factor analysis
jvivian Feb 7, 2024
db9c902
Update example output to 6 factor model
jvivian Feb 7, 2024
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1 change: 1 addition & 0 deletions .gitignore
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@@ -1,3 +1,4 @@
dev/
docs/source

# From https://raw.githubusercontent.com/github/gitignore/main/Python.gitignore
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264 changes: 132 additions & 132 deletions covid19_drdfm/data/example-output/AK/df.tsv
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264 changes: 132 additions & 132 deletions covid19_drdfm/data/example-output/AK/filtered-factors.csv
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39 changes: 26 additions & 13 deletions covid19_drdfm/data/example-output/AK/model.csv
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Model Specification: Dynamic Factor Model
Model: ,Dynamic Factor Model , # of observed variables: ,4
,+ 3 factors in 3 blocks, # of factor blocks: ,3
Model: ,Dynamic Factor Model , # of observed variables: ,13
,+ 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,Employment,Uncat
GDP ,X , ,X
Prod ,X , ,X
UI ,X ,X ,
UR ,X ,X ,
Factor blocks:
block ,order
Global ,1
Employment,1
Uncat ,1
Observed variables / factor loadings
Dep. variable,Global.1,Global.2,Response,Pandemic,Uncat,Consumption,Employment,Inflation
GDP ,X ,X , , ,X , , ,
RPFI ,X ,X , , ,X , , ,
FixAss ,X ,X , , ,X , , ,
UI ,X ,X , , , , ,X ,
PartR ,X ,X , , , , ,X ,
UR ,X ,X , , , , ,X ,
Cons3 ,X ,X , , , ,X , ,
Cons5 ,X ,X , , , ,X , ,
CPIU ,X ,X , , , , , ,X
PCE ,X ,X , , , , , ,X
School ,X ,X ,X , , , , ,
Hosp1 ,X ,X , ,X , , , ,
Deaths1 ,X ,X , ,X , , , ,
Factor blocks:
block ,order
Global.1, Global.2,1
Response ,1
Pandemic ,1
Uncat ,1
Consumption ,1
Employment ,1
Inflation ,1
62 changes: 42 additions & 20 deletions covid19_drdfm/data/example-output/AK/results.csv
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Dynamic Factor Results
Dep. Variable: ,"GDP", and 3 more , No. Observations: ,131
Model: ,Dynamic Factor Model , Log Likelihood ,-543.362
,+ 3 factors in 3 blocks, AIC ,1130.723
,+ AR(1) idiosyncratic , BIC ,1193.978
Date: ,Mon, 05 Feb 2024 , HQIC ,1156.426
Time: ,19:32:35 , EM Iterations ,362
Dep. Variable: ,"GDP", and 12 more , No. Observations: ,131
Model: ,Dynamic Factor Model , Log Likelihood ,-1167.199
,+ 8 factors in 7 blocks, AIC ,2502.399
,+ AR(1) idiosyncratic , BIC ,2743.915
Date: ,Tue, 06 Feb 2024 , HQIC ,2600.538
Time: ,16:22:03 , EM Iterations ,267
Sample: ,02-01-2012 , ,
,- 12-01-2022 , ,
Covariance Type:,Not computed , ,
Observation equation:
Factor loadings:,Global,Employment,Uncat, idiosyncratic: AR(1),var.
GDP ,-0.51 ,. ,0.52 ,0.56 ,0.44
Prod ,0.41 ,. ,0.59 ,0.88 ,0.22
UI ,0.47 ,-0.56 ,. ,0.20 ,0.79
UR ,0.59 ,0.44 ,. ,0.86 ,0.19
Transition: Factor block 0
,L1.Global, error variance
Global,0.75 ,0.28
Transition: Factor block 1
,L1.Employment, error variance
Employment,0.74 ,0.01
Transition: Factor block 2
Observation equation:
Factor loadings:,Global.1,Global.2,Response,Pandemic,Uncat,Consumption,Employment,Inflation, idiosyncratic: AR(1),var.
GDP ,-0.07 ,-0.31 ,. ,. ,-0.43,. ,. ,. ,0.52 ,0.24
RPFI ,0.16 ,-0.00 ,. ,. ,-0.58,. ,. ,. ,0.89 ,0.00
FixAss ,0.04 ,0.01 ,. ,. ,-0.58,. ,. ,. ,0.61 ,0.14
UI ,0.01 ,0.28 ,. ,. ,. ,. ,-0.24 ,. ,0.23 ,0.86
PartR ,0.38 ,-0.11 ,. ,. ,. ,. ,0.46 ,. ,0.92 ,0.08
UR ,-0.09 ,0.37 ,. ,. ,. ,. ,0.49 ,. ,0.74 ,0.23
Cons3 ,-0.26 ,0.13 ,. ,. ,. ,0.60 ,. ,. ,0.86 ,0.07
Cons5 ,0.15 ,-0.24 ,. ,. ,. ,0.60 ,. ,. ,0.78 ,0.13
CPIU ,-0.22 ,-0.33 ,. ,. ,. ,. ,. ,0.48 ,0.20 ,0.04
PCE ,-0.26 ,-0.34 ,. ,. ,. ,. ,. ,0.43 ,-0.21 ,0.07
School ,-0.29 ,0.39 ,0.44 ,. ,. ,. ,. ,. ,0.00 ,0.00
Hosp1 ,-0.50 ,-0.06 ,. ,0.28 ,. ,. ,. ,. ,0.13 ,0.10
Deaths1 ,-0.52 ,-0.08 ,. ,0.21 ,. ,. ,. ,. ,0.08 ,0.03
Transition: Factor block 0
,L1.Global.1,L1.Global.2, error covariance,Global.1,Global.2
Global.1,1.00 ,-0.04 ,Global.1 ,0.06 ,-0.11
Global.2,0.08 ,0.95 ,Global.2 ,-0.11 ,0.21
Transition: Factor block 1
,L1.Response, error variance
Response,0.61 ,1.32
Transition: Factor block 2
,L1.Pandemic, error variance
Pandemic,0.44 ,1.36
Transition: Factor block 3
,L1.Uncat, error variance
Uncat,0.23 ,0.24
Uncat,0.86 ,0.75
Transition: Factor block 4
,L1.Consumption, error variance
Consumption,0.41 ,0.84
Transition: Factor block 5
,L1.Employment, error variance
Employment,0.95 ,0.02
Transition: Factor block 6
,L1.Inflation, error variance
Inflation,0.36 ,2.60

Warnings:
[1] Covariance matrix not calculated.
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