Tests / eigenvalue_early_warning_trend

Eigenvalue Early Warning Trend

AMBIGUOUSDynamics & CrisesLOW confidence

Description

Figures

Pre-Recession Eigenvalue Trend (12-month windows)Pre-Recession Eigenvalue Trend (12-month windows)

Statistics

p value0.2826
perm mean0.4660
statistic0.6667
n testable6
testable peaks[1980-01, 1981-07, 1990-07, 2001-03, 2007-12, 2020-02]
n correct trend4

Script

thesis-tests/tests/potential/test_eigenvalue_early_warning.py

Reproduction Steps

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