Tests / jacobian_triangularity_fred_halflife

Jacobian Triangularity Fred Halflife

AMBIGUOUSHierarchyHIGH confidence

Description

Figures

I-O Jacobian Triangularity: FRED IP Half-Life OrderingI-O Jacobian Triangularity: FRED IP Half-Life Ordering

Statistics

p value0.3260
n sectors19
statistic0.8485
lower frobenius0.7324
ordering methodfred_ip_halflife
upper frobenius0.6214
half lives months[object Object]
random mean ratio1.1428

Script

thesis-tests/tests/hierarchy/test_jacobian_triangularity.py

Reproduction Steps

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

Data Sources

  • BEA
  • FRED