Tests / cross_industry_rho_beta

Cross Industry Rho Beta

CONSISTENTDynamics & CrisesLOW confidence

Description

Figures

Cross-Industry: Cyclical Sensitivity vs ComplementarityCross-Industry: Cyclical Sensitivity vs Complementarity

Statistics

p value0.0178
kendall p0.0178
n sectors14
statistic-0.4833
per sector[[object Object], [object Object], [object Object], [object Object], [object Object], [object Object], [object Object], [object Object], [object Object], [object Object], [object Object], [object Object], [object Object], [object Object]]
spearman p0.0278
kendall tau-0.4833
spearman rho-0.5856

Script

thesis-tests/tests/dynamics/test_cross_industry_rho_cyclicality.py

Reproduction Steps

cd thesis-tests && source ../.venv/bin/activate
python download_data.py --source all
python run_all.py --test test_cross_industry_rho_cyclicality

Data Sources

  • Oberfield-Raval 2021