Tests / cross_industry_rho_recovery

Cross Industry Rho Recovery

CONSISTENTDynamics & CrisesLOW confidence

Description

Figures

Cross-Industry: Recession Depth and Recovery vs ComplementarityCross-Industry: Recession Depth and Recovery vs Complementarity

Statistics

n pairs76
p value1.101e-5
kendall p1.101e-5
statistic-0.3600
kendall tau-0.3600
median recovery months21.0250

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