分级规则 3D-grade-v1:任一档历史覆盖率低于标称超过10个百分点,分布标记 UNRELIABLE;其余保持 EXPERIMENTAL。此阈值是回顾性风险提示,不是独立统计验证,也不自动产生 VALIDATED。
历史预测账本(不可变原记录)
[
{
"calibration": {
"checksum": "941580ee8c67f6d2dde417e2180617d6dd6435dea18174de221907054b0e1654",
"historical_dataset_id": "14d979068a64284b9b5cc7f1b611bd01a9899675a73303b5f0db955d6a2ba14c",
"historical_run_id": "34d2637c4beed41deb69ddba0f9c5e892fb8592ecd2304e3fe05a5241e5c6018",
"residuals": [
{
"available_at": "2016-01-29",
"cutoff": "2015-07-31",
"error": 0.32280575085966234,
"forecast_id": "0b9f45927a7a7e69072faede79c632009753f55c4d3581a6d96e78200372f258",
"label_vintage": "2016-01-29"
},
{
"available_at": "2016-02-28",
"cutoff": "2015-08-28",
"error": 0.7159125816785619,
"forecast_id": "0bccd0be0d1f4dee93c7254286210faebb3fba04708d2c2862fbed78f0b03a8e",
"label_vintage": "2016-02-28"
},
{
"available_at": "2016-03-30",
"cutoff": "2015-09-25",
"error": 0.42627975155106806,
"forecast_id": "b596005400112973428381775055d97c98954c4800bc35c22a33cca1447c1ff5",
"label_vintage": "2016-03-30"
},
{
"available_at": "2016-04-30",
"cutoff": "2015-10-30",
"error": 0.7796537580184767,
"forecast_id": "3479f71bb07f4d84f1591a6e70614362ce280eb27f32e27fbc0632180ba64a37",
"label_vintage": "2016-04-30"
},
{
"available_at": "2016-05-29",
"cutoff": "2015-11-27",
"error": -0.30526265311117184,
"forecast_id": "10efef9ad67493f8a3d9eddaea9b4468f935195ec3e85f2044f2aa583b2d0708",
"label_vintage": "2016-05-29"
},
{
"available_at": "2016-06-29",
"cutoff": "2015-12-25",
"error": -0.48128824195187403,
"forecast_id": "b34aabc2489a74882c19c644375b4cf9c205314770f13af1207cf775c9cf924a",
"label_vintage": "2016-06-29"
},
{
"available_at": "2016-07-29",
"cutoff": "2016-01-29",
"error": 1.0680801585029471,
"forecast_id": "dde3ddfb229590fbb23996c00f2088d020e18be613ca0521ce4166912959cd38",
"label_vintage": "2016-07-29"
},
{
"available_at": "2016-08-29",
"cutoff": "2016-02-26",
"error": 1.6372232619638594,
"forecast_id": "7ba6b1ff92b5c529635cde48921f99f04491519ee4a8b4838be8b01ca182a880",
"label_vintage": "2016-08-29"
},
{
"available_at": "2016-09-28",
"cutoff": "2016-03-25",
"error": 2.788766276872194,
"forecast_id": "c5da929bfc2c64843001b59958600f3d06193e67623672635768c725b7a1cade",
"label_vintage": "2016-09-28"
},
{
"available_at": "2016-10-29",
"cutoff": "2016-04-29",
"error": 2.3737381289811976,
"forecast_id": "907c4a4b6cf5b59f37d0b787c0e6a1559f3d6ed294c0b1153d808d66530c61e1",
"label_vintage": "2016-10-29"
},
{
"available_at": "2016-11-29",
"cutoff": "2016-05-27",
"error": 1.7667327783410192,
"forecast_id": "5d632ac8fc72f1bf6ffab2f78228d39fcfb7fd517aacf2900396273f4cd5871b",
"label_vintage": "2016-11-29"
},
{
"available_at": "2016-12-29",
"cutoff": "2016-06-24",
"error": 1.9970723513190682,
"forecast_id": "68912a9157369e983b81b35f859ca34bdd0faa88847509b7e5394fffff5be24f",
"label_vintage": "2016-12-29"
},
{
"available_at": "2017-01-29",
"cutoff": "2016-07-29",
"error": 2.4360305717232174,
"forecast_id": "6a66e17eb1a61f0cafc2853c8dd8da08e9f7758493bb50ea1f853870561fa502",
"label_vintage": "2017-01-29"
},
{
"available_at": "2017-02-28",
"cutoff": "2016-08-26",
"error": 2.8637607862248022,
"forecast_id": "c8e933bd88d890bfd3cc0e0218aef137fbfd7b863547abf556b7920d3fa70231",
"label_vintage": "2017-02-28"
},
{
"available_at": "2017-03-31",
"cutoff": "2016-09-30",
"error": 3.019830552493127,
"forecast_id": "64dece210a791543779cfc58ef2c30ee020876d824d76e120dcf29cafbdf0e03",
"label_vintage": "2017-03-31"
},
{
"available_at": "2017-05-01",
"cutoff": "2016-10-28",
"error": 3.898118179890046,
"forecast_id": "9e736b1c480e930c3fc957c83904c5b7761f947fdd856a0d74f90665f65fc7e9",
"label_vintage": "2017-05-01"
},
{
"available_at": "2017-05-29",
"cutoff": "2016-11-25",
"error": 3.408861114303695,
"forecast_id": "8cfa4378b2a0c7740043b420033db5f07153268dde2015307ed6092b1f6c64e9",
"label_vintage": "2017-05-29"
},
{
"available_at": "2017-06-29",
"cutoff": "2016-12-30",
"error": 1.9174838043567737,
"forecast_id": "f4efd93def1bd6e89850842aca63c7719afa217befb6d9301dda0bbd23da5e04",
"label_vintage": "2017-06-29"
},
{
"available_at": "2017-07-29",
"cutoff": "2017-01-27",
"error": 1.6473030985038943,
"forecast_id": "6d5db9597ec0ded556f5d6bf6c7ab5c5878eac8a5b93893bba464f365ee1ae92",
"label_vintage": "2017-07-29"
},
{
"available_at": "2017-08-29",
"cutoff": "2017-02-24",
"error": -0.38360346535328965,
"forecast_id": "76d77c4f0d2a5e47781e30fe5050fb03d1d0789cb4610e8f00f30a8d17ad554b",
"label_vintage": "2017-08-29"
},
{
"available_at": "2017-09-28",
"cutoff": "2017-03-31",
"error": -0.8184403924302487,
"forecast_id": "788cc8eb56e21b6c8ea6ada9a0cb974ed10a6eca269890ea6ff0507d985eb039",
"label_vintage": "2017-09-28"
},
{
"available_at": "2017-10-29",
"cutoff": "2017-04-28",
"error": 0.364083685523276,
"forecast_id": "c85135cce544665048f6367c4052cc8b8da829c670ebee780424196fdad957bc",
"label_vintage": "2017-10-29"
},
{
"available_at": "2017-11-29",
"cutoff": "2017-05-26",
"error": 1.0695285946338005,
"forecast_id": "c3404e775ec2206d134c8607f855bda28168bdf6c6b293e47ec552e7896dba19",
"label_vintage": "2017-11-29"
},
{
"available_at": "2017-12-29",
"cutoff": "2017-06-30",
"error": 3.092930771527074,
"forecast_id": "420b278ca7e2173a947d460c51ecb599f3496c6c149aec78b060563ea4f6e98b",
"label_vintage": "2017-12-29"
},
{
"available_at": "2018-01-29",
"cutoff": "2017-07-28",
"error": 3.485559029577512,
"forecast_id": "5ff8d8187694aa0cc20ee7cec72e94113a9f920ea2695ab5cd878c1534ef7cea",
"label_vintage": "2018-01-29"
},
{
"available_at": "2018-02-28",
"cutoff": "2017-08-25",
"error": 3.874785126082745,
"forecast_id": "3289f7ebea97fca9c107d88983af300a782da098d0f23e043f67ca286688e864",
"label_vintage": "2018-02-28"
},
{
"available_at": "2018-03-31",
"cutoff": "2017-09-29",
"error": 3.2216250485400995,
"forecast_id": "c1af703127c42d195c76a539352753fdf1e05083f9601007fcc50f3bafe13a5e",
"label_vintage": "2018-03-31"
},
{
"available_at": "2018-05-01",
"cutoff": "2017-10-27",
"error": 3.4537754581147504,
"forecast_id": "da761ddceef5abd9a2e0056db3d25c41255fbf4215c8ccbf8970921eca2f3140",
"label_vintage": "2018-05-01"
},
{
"available_at": "2018-05-29",
"cutoff": "2017-11-24",
"error": 3.671131376932557,
"forecast_id": "ce9cc2765ed536ca7f3207abe7deb594c0f2eebf34bf5b59c3c4d442688a4e3f",
"label_vintage": "2018-05-29"
},
{
"available_at": "2018-06-29",
"cutoff": "2017-12-29",
"error": 2.476703281143586,
"forecast_id": "984e692164dee7519db8002d831ba1898dbefeacaef159a3865db959c7e2693f",
"label_vintage": "2018-06-29"
},
{
"available_at": "2018-07-29",
"cutoff": "2018-01-26",
"error": 2.5341418309286388,
"forecast_id": "b61cf321501103eb5bfe45d0a030a483a2224e6e296b1dc53907ecf2febcd2cc",
"label_vintage": "2018-07-29"
},
{
"available_at": "2018-08-29",
"cutoff": "2018-02-23",
"error": 1.5486848590786664,
"forecast_id": "34314cd6c74a764c1eb60b955124f848a9395e249a69955e61c8c979a4c67ea5",
"label_vintage": "2018-08-29"
},
{
"available_at": "2018-09-28",
"cutoff": "2018-03-30",
"error": 1.4841900811430886,
"forecast_id": "110cdb8a5ebcf27295f03dda2e87bc594af9d7730f8df8a865f66e196ad0b2cf",
"label_vintage": "2018-09-28"
},
{
"available_at": "2018-10-29",
"cutoff": "2018-04-27",
"error": 2.185540112529908,
"forecast_id": "fa307a90bbe37c16b1e554e0be6dc69feb2557718fd4c0b9dcf096d789241892",
"label_vintage": "2018-10-29"
},
{
"available_at": "2018-11-29",
"cutoff": "2018-05-25",
"error": 2.1914619256543486,
"forecast_id": "13ddf865248082fc611910084fbaf054a4acbcea4a867b160eb7011714113ed4",
"label_vintage": "2018-11-29"
},
{
"available_at": "2018-12-29",
"cutoff": "2018-06-29",
"error": 1.7419939141106862,
"forecast_id": "9cb512981ecde393be04a21142fb8a6a83db29b4e4aaf5917f5d14aea541373d",
"label_vintage": "2018-12-29"
},
{
"available_at": "2019-01-29",
"cutoff": "2018-07-27",
"error": 2.3467214110640167,
"forecast_id": "40c7ef0b527998cfb6197729e78f523a9e80fdc44ed2322184cd135fb5215389",
"label_vintage": "2019-01-29"
},
{
"available_at": "2019-02-28",
"cutoff": "2018-08-31",
"error": 1.3835462515352996,
"forecast_id": "e9c9a2fddcaae3952b6fa92d725bd41af0a36642115273e9bc19d9554f05f1f2",
"label_vintage": "2019-02-28"
},
{
"available_at": "2019-03-31",
"cutoff": "2018-09-28",
"error": 1.0035641401285464,
"forecast_id": "e4a2ee6c2470339a4e309aca0cbd17b41939b0aec4d061fb0edd2cc1af091a34",
"label_vintage": "2019-03-31"
},
{
"available_at": "2019-05-01",
"cutoff": "2018-10-26",
"error": 0.7882180078206124,
"forecast_id": "5dd308dcf5673f004f1bd47aa4ed444074d88828251441442f033ed23bcca5ee",
"label_vintage": "2019-05-01"
},
{
"available_at": "2019-05-29",
"cutoff": "2018-11-30",
"error": 0.37833045474070853,
"forecast_id": "2b0461005ba3b962f44f08b46e85ff42acec416b87a93ff789c36c40f9dae362",
"label_vintage": "2019-05-29"
},
{
"available_at": "2019-06-29",
"cutoff": "2018-12-28",
"error": 1.6429057764630761,
"forecast_id": "6cd1f4a13ac8b117f706f30bb5d698f71b359e1fc6492787076ca14d4b75921f",
"label_vintage": "2019-06-29"
},
{
"available_at": "2019-07-29",
"cutoff": "2019-01-25",
"error": 2.641439532598126,
"forecast_id": "bbe7697cd06304de6a26dcb5ecedda2e3ac4abd6f1cd66077adfd6e2e7e1e750",
"label_vintage": "2019-07-29"
},
{
"available_at": "2019-08-29",
"cutoff": "2019-02-22",
"error": 2.932512303207325,
"forecast_id": "5dd2ebf1a18214f34e6e6d58d6f36e170d9d5ff1d144af4598e3675166cfbd9d",
"label_vintage": "2019-08-29"
},
{
"available_at": "2019-09-28",
"cutoff": "2019-03-29",
"error": 2.586863858466727,
"forecast_id": "61567c486f73c22ffaeb1f7c2aebd711a07a263456ab322c1b228d6d3e2020f2",
"label_vintage": "2019-09-28"
},
{
"available_at": "2019-10-29",
"cutoff": "2019-04-26",
"error": 2.3668135672315933,
"forecast_id": "ad913d957e42bda4a740885655a26575c74d00584c167add815050d4687490cf",
"label_vintage": "2019-10-29"
},
{
"available_at": "2019-11-29",
"cutoff": "2019-05-31",
"error": 1.5749422978367336,
"forecast_id": "d698bda5bb00073be12b9b2bef4f43198b647d2d38b883fc795e1cb9d74c31f4",
"label_vintage": "2019-11-29"
},
{
"available_at": "2019-12-29",
"cutoff": "2019-06-28",
"error": 1.4111104327879684,
"forecast_id": "47a78887daa8f8246e93367e25afbe7319eb19eb93dca25718925a5959c144e3",
"label_vintage": "2019-12-29"
},
{
"available_at": "2020-01-29",
"cutoff": "2019-07-26",
"error": 2.3013285532813694,
"forecast_id": "2640cc6ede8bcbb701deaa8606d761d0ea99605670fda6d40334a96fcb6bf690",
"label_vintage": "2020-01-29"
},
{
"available_at": "2020-02-28",
"cutoff": "2019-08-30",
"error": 2.0279853297091055,
"forecast_id": "a568d7061b40319b04eed59d69d4e7c591e3494ca5f3531b0bb07f2591ee4970",
"label_vintage": "2020-02-28"
},
{
"available_at": "2020-03-30",
"cutoff": "2019-09-27",
"error": 2.5061439062337283,
"forecast_id": "c727bee7598440037497c5db84bc68b2053b2e60b84049eb97dcd839bbdd8ede",
"label_vintage": "2020-03-30"
},
{
"available_at": "2020-04-30",
"cutoff": "2019-10-25",
"error": 2.592500219108178,
"forecast_id": "7fef86249791f0ecd6ac9d5be9c2c8e34176e8cd8e55cea57cfff21756a5f632",
"label_vintage": "2020-04-30"
},
{
"available_at": "2020-05-29",
"cutoff": "2019-11-29",
"error": 2.1163063595478095,
"forecast_id": "5699407c4c2542b91bfdc36c3e2abd23145671136c9db09a36ba93edcea3271f",
"label_vintage": "2020-05-29"
},
{
"available_at": "2020-06-29",
"cutoff": "2019-12-27",
"error": 0.1500648567382434,
"forecast_id": "9a45d937f5bc12d645e526b84ee9087a5c533dc460e5c71b1e45e4bee0f9062a",
"label_vintage": "2020-06-29"
},
{
"available_at": "2020-07-29",
"cutoff": "2020-01-31",
"error": -2.96534320869115,
"forecast_id": "7c7f7d267e567f7c7508dcee8ac105c2dd1a35974888fa6cc6d33f884b2c0a76",
"label_vintage": "2020-07-29"
},
{
"available_at": "2020-08-29",
"cutoff": "2020-02-28",
"error": -3.5586167420277706,
"forecast_id": "28e2165c352204a5a03fb442e7aa168dc71c22d3d945705a2574f3e16aa2c319",
"label_vintage": "2020-08-29"
},
{
"available_at": "2020-09-28",
"cutoff": "2020-03-27",
"error": -2.133801009105761,
"forecast_id": "ae7f5a7192d900ffda76bff75ba12e06b93e2705194cfe7673ea38497097f791",
"label_vintage": "2020-09-28"
},
{
"available_at": "2020-10-29",
"cutoff": "2020-04-24",
"error": 0.8941780574897688,
"forecast_id": "0b67dbb3028d94a142f7faf490671e8502eb414d160490086b9a0de915aa3ebe",
"label_vintage": "2020-10-29"
},
{
"available_at": "2020-11-29",
"cutoff": "2020-05-29",
"error": 4.397818789236444,
"forecast_id": "b0ffb741a0066ddd8b2c67de09fa1c8239cbe3c9db3af0bc269965a83833b2b0",
"label_vintage": "2020-11-29"
},
{
"available_at": "2020-12-29",
"cutoff": "2020-06-26",
"error": 5.164311201397586,
"forecast_id": "772b43ed9118bd4838aae8a69a5f133d99516d3f602509b6fe86bc64b02dd46f",
"label_vintage": "2020-12-29"
},
{
"available_at": "2021-01-29",
"cutoff": "2020-07-31",
"error": 3.606728155654436,
"forecast_id": "a2c5510f9a4a217ec8d459e89d68ab06f7e74df9097034f090bfc0b6c530baaa",
"label_vintage": "2021-01-29"
},
{
"available_at": "2021-02-28",
"cutoff": "2020-08-28",
"error": 2.682822177706853,
"forecast_id": "ed93660d127275d254f549969c8315ce6a43fab0b1f26b7a8407cd73a1d7975a",
"label_vintage": "2021-02-28"
},
{
"available_at": "2021-03-31",
"cutoff": "2020-09-25",
"error": 2.359383532652922,
"forecast_id": "64936dc839e6aecf0bb273741f3b9425df6efb383f1da10995caaf916386fc81",
"label_vintage": "2021-03-31"
},
{
"available_at": "2021-05-01",
"cutoff": "2020-10-30",
"error": 2.3913752720137142,
"forecast_id": "97a300e5cc41551eaed98af98d6ade09b940ca245011c267ee03cd130edd11a0",
"label_vintage": "2021-05-01"
},
{
"available_at": "2021-05-29",
"cutoff": "2020-11-27",
"error": 3.092710484352274,
"forecast_id": "19fc49ee453a787d62d05a2523199ec69fa12504c8e775c4d7402f2b908fbf57",
"label_vintage": "2021-05-29"
},
{
"available_at": "2021-06-29",
"cutoff": "2020-12-25",
"error": 4.412314186061572,
"forecast_id": "161ac983d57d5318d668be72d8b9d964e0a50fdee18fc57c3b7c5708a67732a6",
"label_vintage": "2021-06-29"
},
{
"available_at": "2021-07-29",
"cutoff": "2021-01-29",
"error": 5.986663255844462,
"forecast_id": "4e809dca2a9d827e36feaab2b36935a2f43fb4b9098788548666a87b0b7df3a9",
"label_vintage": "2021-07-29"
},
{
"available_at": "2021-08-29",
"cutoff": "2021-02-26",
"error": 7.14451360393441,
"forecast_id": "b51efe203e745c4d593e0e4c0cf34fe2e4bdf917c3a4e9a0789f919b64408762",
"label_vintage": "2021-08-29"
},
{
"available_at": "2021-09-28",
"cutoff": "2021-03-26",
"error": 8.7848086621639,
"forecast_id": "3de2a18759e167bb60cd4b185e2463e52aedffac233119abefec1d81cc02bdfd",
"label_vintage": "2021-09-28"
},
{
"available_at": "2021-10-29",
"cutoff": "2021-04-30",
"error": 8.348240413777974,
"forecast_id": "5c5464cfcc34d12856e518af3f003706543993e019c79dd3524d36b52ce4f543",
"label_vintage": "2021-10-29"
},
{
"available_at": "2021-11-29",
"cutoff": "2021-05-28",
"error": 6.868951015096187,
"forecast_id": "4a982401d5e051dc9c31dbce8c8beacb65dcc8efe2bc85ef660d93d9fdc04796",
"label_vintage": "2021-11-29"
},
{
"available_at": "2021-12-29",
"cutoff": "2021-06-25",
"error": 6.177236756491306,
"forecast_id": "67ca36c4a401aa003081011d4b338ada28c0db3c44ea76423271baae7a35ba94",
"label_vintage": "2021-12-29"
},
{
"available_at": "2022-01-29",
"cutoff": "2021-07-30",
"error": 6.29157355455811,
"forecast_id": "3604c2b7e6eaa0506300f23f79908b21e47a4179b8c4a2f1cbc28b90545e8d38",
"label_vintage": "2022-01-29"
},
{
"available_at": "2022-02-28",
"cutoff": "2021-08-27",
"error": 6.907777024744721,
"forecast_id": "a1f3e77b0e1af8eb2b74bce920853725d37ec566cb5d8b489fbfb7e33f545e28",
"label_vintage": "2022-02-28"
},
{
"available_at": "2022-03-31",
"cutoff": "2021-09-24",
"error": 7.629230159450942,
"forecast_id": "6d9d55d37bf74e5eb5d7b1511f1055e1851037d78c5d7976e47f607c918bc4cf",
"label_vintage": "2022-03-31"
},
{
"available_at": "2022-05-01",
"cutoff": "2021-10-29",
"error": 8.328189182995354,
"forecast_id": "4eb94235a37de864c1dd140a5905a9cfd4c373919e61298b057915d8cb1ba199",
"label_vintage": "2022-05-01"
},
{
"available_at": "2022-05-29",
"cutoff": "2021-11-26",
"error": 8.123583807284966,
"forecast_id": "ac4b0a31ef1d6c751dc2811325cba8a2d66e6b1b913e6fe37669e9886748e37e",
"label_vintage": "2022-05-29"
},
{
"available_at": "2022-06-29",
"cutoff": "2021-12-31",
"error": 9.73255359512468,
"forecast_id": "9d1d2f79dbcc0fa5716ddc8aca55409feaf59f2df3a976c5c0abd89f0e3000ee",
"label_vintage": "2022-06-29"
},
{
"available_at": "2022-07-29",
"cutoff": "2022-01-28",
"error": 9.006124735655183,
"forecast_id": "89110eaf2ca14a16c06f67830a1b780e9a6e107eb944f69a1f66ec3ecbca192d",
"label_vintage": "2022-07-29"
},
{
"available_at": "2022-08-29",
"cutoff": "2022-02-25",
"error": 9.984406179156663,
"forecast_id": "4f0441eead6fa37907ec7d79fde66756515d8486c594b8c4e01024b861cc7490",
"label_vintage": "2022-08-29"
},
{
"available_at": "2022-09-28",
"cutoff": "2022-03-25",
"error": 11.541517531516167,
"forecast_id": "329e090d3505308290937567b47395a5cccec7e6e62a0f3cfa527679f1428549",
"label_vintage": "2022-09-28"
},
{
"available_at": "2022-10-29",
"cutoff": "2022-04-29",
"error": 7.784250539506902,
"forecast_id": "2d5baa0d141063f8a6b3cae482b5cb17ccefb893cc2f4e02a8298941a0f902bd",
"label_vintage": "2022-10-29"
},
{
"available_at": "2022-11-29",
"cutoff": "2022-05-27",
"error": 7.144478414638573,
"forecast_id": "da2bac83a93ecb016123d2c1bea04fcab171b4615ec43c9b2d3dcbee81516145",
"label_vintage": "2022-11-29"
},
{
"available_at": "2022-12-29",
"cutoff": "2022-06-24",
"error": 5.392887916358293,
"forecast_id": "dd4c2d78a5e0d29ab5e26a89cbb1c17eec1b0b06fc6973f8577e3edba4cf7c3f",
"label_vintage": "2022-12-29"
},
{
"available_at": "2023-01-29",
"cutoff": "2022-07-29",
"error": 2.7644746420037145,
"forecast_id": "5a95b95638269b3059e8b958eae7947743af82134bd3958bd9211f1bd957cede",
"label_vintage": "2023-01-29"
},
{
"available_at": "2023-02-28",
"cutoff": "2022-08-26",
"error": 4.015393055778491,
"forecast_id": "4dac4e051f4436c04bd24b71325ac7456b963d174db1f9fc867427bf05cdf58d",
"label_vintage": "2023-02-28"
},
{
"available_at": "2023-03-31",
"cutoff": "2022-09-30",
"error": 3.7051841473133313,
"forecast_id": "9c5bf035e46198701de76add8486c46b1c26f7c0a9402b151b48f9ba9a9ca197",
"label_vintage": "2023-03-31"
},
{
"available_at": "2023-05-01",
"cutoff": "2022-10-28",
"error": 4.016640832411207,
"forecast_id": "94f62ad3db61098358b2d57f4a6f3fea6b3fc88f95f88aebebb28ad88ed5c6c8",
"label_vintage": "2023-05-01"
},
{
"available_at": "2023-05-29",
"cutoff": "2022-11-25",
"error": 3.6632739814374036,
"forecast_id": "b1c3523d5dab14129e0788a4dde67d09a446ca93225231103689d4c2e55ebba4",
"label_vintage": "2023-05-29"
},
{
"available_at": "2023-06-29",
"cutoff": "2022-12-30",
"error": 3.2078599333060476,
"forecast_id": "88297625c8fdbfc194706504d196e6bdd58d373ba9eafcae4804c934114b42de",
"label_vintage": "2023-06-29"
},
{
"available_at": "2023-07-29",
"cutoff": "2023-01-27",
"error": 3.9156041415625844,
"forecast_id": "2c08f5eca579b7d09db033dd387eca3e9312494b825c1daf6c3d4e2320defc71",
"label_vintage": "2023-07-29"
},
{
"available_at": "2023-08-29",
"cutoff": "2023-02-24",
"error": 2.740525491791249,
"forecast_id": "0589c718533c579317865f52a650c3004719252a83a89cec1f8ccea76f351b02",
"label_vintage": "2023-08-29"
},
{
"available_at": "2023-09-28",
"cutoff": "2023-03-31",
"error": 2.1731290800690775,
"forecast_id": "67dc61dba4349dec856a6358567243205b7b01844cd8540e78a3a23fdfa6b19e",
"label_vintage": "2023-09-28"
},
{
"available_at": "2023-10-29",
"cutoff": "2023-04-28",
"error": 2.51421898000205,
"forecast_id": "d010392db5e70a24556cf7c211b1e786e8c3d4340188a7ddc7a0808e6fcd253d",
"label_vintage": "2023-10-29"
},
{
"available_at": "2023-11-29",
"cutoff": "2023-05-26",
"error": 3.3004976790780973,
"forecast_id": "823c9383d4e775e1bb24ab5e2a5612017189abd994795df259f5dbccfcb01faf",
"label_vintage": "2023-11-29"
},
{
"available_at": "2023-12-29",
"cutoff": "2023-06-30",
"error": 4.113199384349832,
"forecast_id": "158fecdef2c0e4b47c0be4ff09a561ab337b73ffb1dad3460a5e200bfea7c38e",
"label_vintage": "2023-12-29"
},
{
"available_at": "2024-01-29",
"cutoff": "2023-07-28",
"error": 3.7072397969980186,
"forecast_id": "9832382e3d6197706f636bbdf29a589116c5d5b19436c36674fd63cd35524bdb",
"label_vintage": "2024-01-29"
},
{
"available_at": "2024-02-28",
"cutoff": "2023-08-25",
"error": 3.3259025834601963,
"forecast_id": "77092fe361da7b62692eb83fbf263b46dce8456c14f14b5bef56e897230e7127",
"label_vintage": "2024-02-28"
},
{
"available_at": "2024-03-30",
"cutoff": "2023-09-29",
"error": 2.4929850792547095,
"forecast_id": "762db5fb71c2554c39c99fc66157e1b100bb974d7a43cdb919f8a23f68be4ecf",
"label_vintage": "2024-03-30"
},
{
"available_at": "2024-04-30",
"cutoff": "2023-10-27",
"error": 2.331069975702659,
"forecast_id": "2d5bc85e578f0ff00de7201eb640ad49c0e9c21f9348efb57fa8ffdd320251d1",
"label_vintage": "2024-04-30"
},
{
"available_at": "2024-05-29",
"cutoff": "2023-11-24",
"error": 3.4171906121383566,
"forecast_id": "8f75cef48180fa01b61764d777aa7a44118826b3ce36268635dc036b6e4432c7",
"label_vintage": "2024-05-29"
},
{
"available_at": "2024-06-29",
"cutoff": "2023-12-29",
"error": 4.06871810927903,
"forecast_id": "9430621fdfd9120d554b5d3d3aa4a51afb47d5fa36f5ff77984706e2c52b766b",
"label_vintage": "2024-06-29"
},
{
"available_at": "2024-07-29",
"cutoff": "2024-01-26",
"error": 4.307501138314821,
"forecast_id": "0a94b2aabd0a928eb37ae381fd1f67dfab03095713bcc6539777c7fb62cc2b00",
"label_vintage": "2024-07-29"
},
{
"available_at": "2024-08-29",
"cutoff": "2024-02-23",
"error": 3.4098390881334675,
"forecast_id": "706f94a8219ee54d0db60e757c71a90cccce1989fbb214235166f6bb20af4eba",
"label_vintage": "2024-08-29"
},
{
"available_at": "2024-09-28",
"cutoff": "2024-03-29",
"error": 1.9179591783345222,
"forecast_id": "68182d9aade8159fd40ba0bf99b8974d786ebf010ef921b4b0caea4c5a679fe1",
"label_vintage": "2024-09-28"
},
{
"available_at": "2024-10-29",
"cutoff": "2024-04-26",
"error": 1.2503134288834445,
"forecast_id": "de85faf400269d29987c06488ac12c817f78eebab6a6b5c36756cbf2dbd08e93",
"label_vintage": "2024-10-29"
},
{
"available_at": "2024-11-29",
"cutoff": "2024-05-31",
"error": 0.8741844585973194,
"forecast_id": "0fd09de8c46f5030a11759d4ddd4268bc9114c8f7331031bf726855a62e5f201",
"label_vintage": "2024-11-29"
},
{
"available_at": "2024-12-29",
"cutoff": "2024-06-28",
"error": 1.396060240901826,
"forecast_id": "d7f559f2daafdf6c6eb3cd99c2214695061084d7b31524b1364c1e50e4483001",
"label_vintage": "2024-12-29"
},
{
"available_at": "2025-01-29",
"cutoff": "2024-07-26",
"error": 2.295942967826605,
"forecast_id": "1b690460956f400d8c53ebc6c1bc7b269b62cb2d8320eb83716af7494865e063",
"label_vintage": "2025-01-29"
},
{
"available_at": "2025-02-28",
"cutoff": "2024-08-30",
"error": 2.7456680784692233,
"forecast_id": "fa496f3a37a3932e7e07dc57df3ef79bf475683bfca17b5a40e9ceb4e62028fc",
"label_vintage": "2025-02-28"
},
{
"available_at": "2025-03-31",
"cutoff": "2024-09-27",
"error": 3.2976236443124245,
"forecast_id": "466e91f0869260e22c9f725822ab95db49b02f9da104fc719cd4b38f9ba25997",
"label_vintage": "2025-03-31"
},
{
"available_at": "2025-05-01",
"cutoff": "2024-10-25",
"error": 4.008344364748073,
"forecast_id": "10027732ffc5b5c5053c0b92b0728502b63680e53536938ded577cae4f689533",
"label_vintage": "2025-05-01"
},
{
"available_at": "2025-05-29",
"cutoff": "2024-11-29",
"error": 3.976832838330502,
"forecast_id": "e0d3f5f7ae13134dd2d02873acecf2764bd6bfddd5c63c3e6b0c9314426683f4",
"label_vintage": "2025-05-29"
},
{
"available_at": "2025-06-29",
"cutoff": "2024-12-27",
"error": 2.986516589523922,
"forecast_id": "78137d000d7aaf01364efe87da3f67f426d74c78da4d668eaa0ffee03e601c18",
"label_vintage": "2025-06-29"
},
{
"available_at": "2025-07-29",
"cutoff": "2025-01-31",
"error": 2.556432848372108,
"forecast_id": "15a28a648cf8b7c04114d25b98ad4985e87ce602101f2e0653a0008605f85809",
"label_vintage": "2025-07-29"
},
{
"available_at": "2025-08-29",
"cutoff": "2025-02-28",
"error": 1.4013588809769033,
"forecast_id": "e18b93a0fe79adfd4f605a5d42af5b89839c262e694ad2b17bc5da831224836c",
"label_vintage": "2025-08-29"
},
{
"available_at": "2025-09-28",
"cutoff": "2025-03-28",
"error": 1.613976057665204,
"forecast_id": "6940f5d7abc1b2e36d35c287e0b41377f6f52ad1c47b01f267992ed808ae6f19",
"label_vintage": "2025-09-28"
},
{
"available_at": "2025-10-29",
"cutoff": "2025-04-25",
"error": 2.3532758919521535,
"forecast_id": "71ab48f10bd7a48c6614209458183de16f2e66a046b821c5018fe70782ec5ab8",
"label_vintage": "2025-10-29"
},
{
"available_at": "2025-11-29",
"cutoff": "2025-05-30",
"error": 2.8365017077505903,
"forecast_id": "2b78bbe912b9f900432b863843ecc9da3cb72653171314bb5bfa5148b71903b1",
"label_vintage": "2025-11-29"
},
{
"available_at": "2025-12-29",
"cutoff": "2025-06-27",
"error": 3.5240455584309003,
"forecast_id": "c277a962e6df17ba1c659f63d38d9758c07889f4107f0d6e2303a752d284f533",
"label_vintage": "2025-12-29"
}
],
"window": 120
},
"code_archive": "d3761caf4c6d20c77837e99322de4b1f6796d3b3d4ddaf43939a59e4cf96e161",
"code_commit": "46d71379d293a8d92309f458f55e6dce405a63c6",
"created_at": "2026-09-22T12:09:55.683270+00:00",
"data_quality": {
"alfred_available_from": "2026-09-11",
"metadata_verified_through": "2026-09-11",
"observation_age_days": 51,
"publisher_release_date_verified": false,
"release_date": null,
"status": "LAST_VERIFIED_SNAPSHOT",
"unproven_metadata_after_cutoff": true
},
"dataset_id": "9e3e95f4ca70f1bd1afe4a1082112bb1eacf46aafc7a97cf42c4e155aa0f2a09",
"event_probabilities": {
"direction_reference": 4.033444287559235,
"down": 0.8,
"equal": 0.0,
"relation": "above",
"threshold": 4.533444287559235,
"threshold_event": 0.15833333333333333,
"up": 0.2
},
"feature_version": "none-0",
"forecast_id": "8a1748151ad401d8831ef7d4284ef1f4b51df332153108ece355c98b38400d64",
"historical_oos": {
"annual": [
{
"crps": 0.8153910539801209,
"direction_accuracy": 0.8333333333333334,
"direction_brier": 0.12769675925925927,
"distribution_n": 12,
"end": "2011-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.07777777777777778,
"n": 3,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.19166666666666668,
"n": 2,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.26458333333333334,
"n": 4,
"observed_rate": 0.5,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.30833333333333335,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": 0.5166666666666667,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.6083333333333333,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.14504050925925924,
"event_ece": 0.23125000000000004,
"mae": 0.944072302243859,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.6666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.78788430933773
},
"pi80": {
"coverage": 0.8333333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.518898767851926
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 12.221031924772804
},
"positive_origin_months": 3,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.782212676570634,
"rmse": 1.3605278145024315,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.20797294101718403,
"year": "2011"
},
{
"crps": 0.9928795504465194,
"direction_accuracy": 0.3333333333333333,
"direction_brier": 0.32196180555555554,
"distribution_n": 12,
"end": "2012-12-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.475,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": 0.5319444444444444,
"n": 6,
"observed_rate": 0.16666666666666666,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.6458333333333333,
"n": 2,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": 0.7138888888888889,
"n": 3,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.24938657407407408,
"event_ece": 0.40138888888888885,
"mae": 1.4517283559804228,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.5833333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.6655906301265313
},
"pi80": {
"coverage": 0.8333333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.204732571925221
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 12.221031924772804
},
"positive_origin_months": 4,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.7900468874177922,
"rmse": 1.6957362449786675,
"start": "2012-01-27",
"status": "computed",
"training_scaled_mae": 0.3215368205359122,
"year": "2012"
},
{
"crps": 0.8624938742431681,
"direction_accuracy": 0.5,
"direction_brier": 0.22538194444444448,
"distribution_n": 12,
"end": "2013-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.45,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": 0.5483333333333333,
"n": 5,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.6166666666666667,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": 0.7520833333333333,
"n": 4,
"observed_rate": 0.75,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": 0.8583333333333333,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.2324826388888889,
"event_ece": 0.3298611111111111,
"mae": 1.2766526504224551,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.5,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.8464689379510357
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.27779529853465
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 12.221031924772804
},
"positive_origin_months": 4,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.4234871234194697,
"rmse": 1.4797796290591594,
"start": "2013-01-25",
"status": "computed",
"training_scaled_mae": 0.2870388935975135,
"year": "2013"
},
{
"crps": 1.9154037160678754,
"direction_accuracy": 0.3333333333333333,
"direction_brier": 0.31211226851851853,
"distribution_n": 12,
"end": "2014-12-26",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3527777777777777,
"n": 3,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": 0.5416666666666666,
"n": 3,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.63,
"n": 5,
"observed_rate": 0.8,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": 0.85,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.2455555555555556,
"event_ece": 0.36527777777777776,
"mae": 2.5839452691461386,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.4166666666666667,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.7847494328773568
},
"pi80": {
"coverage": 0.5833333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.27779529853465
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 12.221031924772804
},
"positive_origin_months": 4,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.9961000928876125,
"rmse": 3.3317071163522622,
"start": "2014-01-31",
"status": "computed",
"training_scaled_mae": 0.5909347079971291,
"year": "2014"
},
{
"crps": 1.0356478426661715,
"direction_accuracy": 0.6666666666666666,
"direction_brier": 0.17308449074074073,
"distribution_n": 12,
"end": "2015-12-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.26666666666666666,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.38333333333333336,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": 0.5388888888888889,
"n": 3,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.65,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": 0.8083333333333333,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": 0.9416666666666667,
"n": 5,
"observed_rate": 1.0,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.1307060185185185,
"event_ece": 0.2833333333333334,
"mae": 1.5666162729732047,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.3333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.7820994406644357
},
"pi80": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.762104775264343
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 12.221031924772804
},
"positive_origin_months": 6,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.3198745784830213,
"rmse": 1.8080946637478055,
"start": "2015-01-30",
"status": "computed",
"training_scaled_mae": 0.3634522538205484,
"year": "2015"
},
{
"crps": 0.6705864255282346,
"direction_accuracy": 0.75,
"direction_brier": 0.1552951388888889,
"distribution_n": 12,
"end": "2016-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.25277777777777777,
"n": 3,
"observed_rate": 0.6666666666666666,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.38333333333333336,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.48333333333333334,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": 0.5083333333333333,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.625,
"n": 2,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": 0.7458333333333333,
"n": 4,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.21731481481481482,
"event_ece": 0.38611111111111107,
"mae": 0.7509391728159206,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.8333333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.4975716965122943
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.8668527658776926
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 11.670508874864993
},
"positive_origin_months": 11,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.431308163747662,
"rmse": 0.9476899936730147,
"start": "2016-01-29",
"status": "computed",
"training_scaled_mae": 0.1764184819339183,
"year": "2016"
},
{
"crps": 0.9742355427073929,
"direction_accuracy": 0.75,
"direction_brier": 0.1316261574074074,
"distribution_n": 12,
"end": "2017-12-29",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.1611111111111111,
"n": 3,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.23333333333333334,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3527777777777778,
"n": 3,
"observed_rate": 0.6666666666666666,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.4083333333333333,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": 0.5333333333333333,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.6583333333333333,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": 0.7083333333333334,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": 0.8083333333333333,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.13994791666666667,
"event_ece": 0.27986111111111106,
"mae": 1.478372492165337,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.25,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.210750101506688
},
"pi80": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.193671017951838
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 11.531320493956935
},
"positive_origin_months": 6,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.2966224440302363,
"rmse": 1.6322675681490888,
"start": "2017-01-27",
"status": "computed",
"training_scaled_mae": 0.3524080166225351,
"year": "2017"
},
{
"crps": 0.5254086762050098,
"direction_accuracy": 0.9166666666666666,
"direction_brier": 0.1504513888888889,
"distribution_n": 12,
"end": "2018-12-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.09166666666666666,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.1416666666666667,
"n": 3,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.25416666666666665,
"n": 4,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.375,
"n": 2,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.4375,
"n": 2,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.08322337962962963,
"event_ece": 0.26319444444444445,
"mae": 0.5307588170791947,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.194804249052424
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.552344827685565
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 11.119644066618283
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.6024415637664668,
"rmse": 0.6383234223231241,
"start": "2018-01-26",
"status": "computed",
"training_scaled_mae": 0.12795585694307385,
"year": "2018"
},
{
"crps": 0.49980384869296285,
"direction_accuracy": 0.75,
"direction_brier": 0.21144097222222225,
"distribution_n": 12,
"end": "2019-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.15833333333333333,
"n": 2,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.33888888888888885,
"n": 3,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.43166666666666664,
"n": 5,
"observed_rate": 0.6,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.6208333333333333,
"n": 2,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.16403935185185184,
"event_ece": 0.24444444444444444,
"mae": 0.6485494732847673,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.8333333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.0214473253010423
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.891556958253672
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 6.954948765646146
},
"positive_origin_months": 5,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.1006676013955756,
"rmse": 0.7788218650188977,
"start": "2019-01-25",
"status": "computed",
"training_scaled_mae": 0.15758532046556986,
"year": "2019"
},
{
"crps": 1.7937948365376888,
"direction_accuracy": 0.8333333333333334,
"direction_brier": 0.18363425925925927,
"distribution_n": 12,
"end": "2020-12-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.0375,
"n": 2,
"observed_rate": 0.5,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.16666666666666666,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2916666666666667,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.4083333333333333,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": 0.575,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": 0.725,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": 0.8083333333333333,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": 0.9388888888888888,
"n": 3,
"observed_rate": 1.0,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.16208333333333333,
"event_ece": 0.2916666666666667,
"mae": 2.339909883265252,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.3333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.930202417166763
},
"pi80": {
"coverage": 0.4166666666666667,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.765340020631424
},
"pi95": {
"coverage": 0.6666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 6.493749665368637
},
"positive_origin_months": 7,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 3.1382835680325205,
"rmse": 2.8333234315384255,
"start": "2020-01-31",
"status": "computed",
"training_scaled_mae": 0.576021327818356,
"year": "2020"
},
{
"crps": 4.808551768689049,
"direction_accuracy": 0.16666666666666666,
"direction_brier": 0.7080787037037036,
"distribution_n": 12,
"end": "2021-12-31",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.018333333333333333,
"n": 10,
"observed_rate": 0.6,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.14166666666666666,
"n": 2,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.5928935185185186,
"event_ece": 0.6277777777777778,
"mae": 5.534655141980803,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.9639416476452434
},
"pi80": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.9437958409470872
},
"pi95": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 8.1749212397697
},
"positive_origin_months": 8,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 7.526943419288918,
"rmse": 5.645069241630397,
"start": "2021-01-29",
"status": "computed",
"training_scaled_mae": 1.3722169992721298,
"year": "2021"
},
{
"crps": 3.1859875231505814,
"direction_accuracy": 0.75,
"direction_brier": 0.24209490740740738,
"distribution_n": 12,
"end": "2022-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.017499999999999998,
"n": 10,
"observed_rate": 0.3,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.12916666666666665,
"n": 2,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.24687499999999998,
"event_ece": 0.2569444444444444,
"mae": 3.9263045598651227,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.16666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.1201395033114205
},
"pi80": {
"coverage": 0.5,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.6290828583608175
},
"pi95": {
"coverage": 0.6666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 11.007031952628767
},
"positive_origin_months": 3,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 6.0188743257568325,
"rmse": 4.887093823479237,
"start": "2022-01-28",
"status": "computed",
"training_scaled_mae": 0.9677909056249515,
"year": "2022"
},
{
"crps": 0.735776904430636,
"direction_accuracy": 0.5,
"direction_brier": 0.26467013888888885,
"distribution_n": 12,
"end": "2023-12-29",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.16666666666666666,
"n": 4,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2347222222222222,
"n": 6,
"observed_rate": 0.3333333333333333,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.325,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.4583333333333333,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.18417245370370372,
"event_ece": 0.20625000000000002,
"mae": 0.8516121217190084,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.6666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.317765551606739
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 7.244543898069494
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 11.996912304608912
},
"positive_origin_months": 4,
"positive_spells": 4,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 3.175023409473822,
"rmse": 1.0512583159745845,
"start": "2023-01-27",
"status": "computed",
"training_scaled_mae": 0.20575571881017465,
"year": "2023"
},
{
"crps": 0.7518177976990614,
"direction_accuracy": 0.8333333333333334,
"direction_brier": 0.17906250000000004,
"distribution_n": 12,
"end": "2024-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.175,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.23500000000000001,
"n": 5,
"observed_rate": 0.2,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3333333333333333,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.45,
"n": 2,
"observed_rate": 0.5,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": 0.55,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.6458333333333334,
"n": 2,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.15522569444444445,
"event_ece": 0.16180555555555554,
"mae": 0.9953271263005158,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.5,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.250650898454292
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 7.244543898069494
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 11.996912304608912
},
"positive_origin_months": 5,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.705565501364679,
"rmse": 1.1306570290505462,
"start": "2024-01-26",
"status": "computed",
"training_scaled_mae": 0.24138718463213224,
"year": "2024"
},
{
"crps": 0.5768993547335158,
"direction_accuracy": 1.0,
"direction_brier": 0.15298611111111113,
"distribution_n": 6,
"end": "2025-06-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2333333333333333,
"n": 3,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.33055555555555555,
"n": 3,
"observed_rate": 0.3333333333333333,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.1195486111111111,
"event_ece": 0.11805555555555554,
"mae": 0.568851957460586,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 6,
"pi50": {
"coverage": 0.8333333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 6,
"width": 2.244828931437196
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 6,
"width": 6.77222871469133
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 6,
"width": 11.571114997487816
},
"positive_origin_months": 1,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.38093182419131,
"rmse": 0.7077267424862446,
"start": "2025-01-31",
"status": "computed",
"training_scaled_mae": 0.13897251612536018,
"year": "2025"
}
],
"crisis_excluded": {
"crps": 1.0691983229561826,
"direction_accuracy": 0.6666666666666666,
"direction_brier": 0.2053481670445956,
"distribution_n": 147,
"end": "2025-06-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.03571428571428571,
"n": 14,
"observed_rate": 0.21428571428571427,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.15931372549019607,
"n": 17,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.24506172839506174,
"n": 27,
"observed_rate": 0.25925925925925924,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.35,
"n": 18,
"observed_rate": 0.2777777777777778,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.4465277777777778,
"n": 12,
"observed_rate": 0.4166666666666667,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": 0.5373015873015873,
"n": 21,
"observed_rate": 0.19047619047619047,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.632843137254902,
"n": 17,
"observed_rate": 0.7058823529411765,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": 0.7368055555555556,
"n": 12,
"observed_rate": 0.9166666666666666,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": 0.83125,
"n": 4,
"observed_rate": 0.75,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": 0.9416666666666667,
"n": 5,
"observed_rate": 1.0,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.17996693121693122,
"event_ece": 0.12619047619047616,
"mae": 1.3936422271743136,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 174,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.9732868167699873,
"observed_months": 147,
"p_value": 0.001,
"repetitions": 1999,
"status": "computed",
"upper95": 1.962498977335967
},
"n": 147,
"pi50": {
"coverage": 0.564625850340136,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 174,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.4666441441441442,
"observed_months": 147,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.674270140428677
},
"n": 147,
"width": 2.45743324038263
},
"pi80": {
"coverage": 0.8843537414965986,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 174,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.7837612612612612,
"observed_months": 147,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.9624338624338623
},
"n": 147,
"width": 5.641159906720202
},
"pi95": {
"coverage": 0.9727891156462585,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 174,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.909020979020979,
"observed_months": 147,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 1.0
},
"n": 147,
"width": 11.566109951420266
},
"positive_origin_months": 55,
"positive_spells": 17,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.483900761425301,
"rmse": 2.0622942538600895,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.3279143616199644
},
"full": {
"crps": 1.3693951060973264,
"direction_accuracy": 0.6494252873563219,
"direction_brier": 0.23883341315453385,
"distribution_n": 174,
"end": "2025-06-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.029166666666666667,
"n": 26,
"observed_rate": 0.38461538461538464,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.15791666666666665,
"n": 20,
"observed_rate": 0.1,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.24672619047619046,
"n": 28,
"observed_rate": 0.25,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3454166666666666,
"n": 20,
"observed_rate": 0.25,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.44111111111111106,
"n": 15,
"observed_rate": 0.4666666666666667,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": 0.5390151515151514,
"n": 22,
"observed_rate": 0.18181818181818182,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.632843137254902,
"n": 17,
"observed_rate": 0.7058823529411765,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": 0.7358974358974358,
"n": 13,
"observed_rate": 0.9230769230769231,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": 0.8266666666666668,
"n": 5,
"observed_rate": 0.8,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": 0.940625,
"n": 8,
"observed_rate": 1.0,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.20749800446998723,
"event_ece": 0.14324712643678159,
"mae": 1.7354392839980894,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 174,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 1.0836147823537137,
"observed_months": 174,
"p_value": 0.001,
"repetitions": 1999,
"status": "computed",
"upper95": 2.6342868583355012
},
"n": 174,
"pi50": {
"coverage": 0.5114942528735632,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 174,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.3735632183908046,
"observed_months": 174,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.6264367816091954
},
"n": 174,
"width": 2.3790676280850063
},
"pi80": {
"coverage": 0.7931034482758621,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 174,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.6089080459770115,
"observed_months": 174,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.9367816091954023
},
"n": 174,
"width": 5.362701596917486
},
"pi95": {
"coverage": 0.8850574712643678,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 174,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.7123563218390805,
"observed_months": 174,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 1.0
},
"n": 174,
"width": 10.88528736487443
},
"positive_origin_months": 71,
"positive_spells": 20,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.861925328809027,
"rmse": 2.5226477624154824,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.41503184049336617
},
"horizon": 3,
"model": "persistence",
"nonoverlapping": {
"crps": 1.3759359335400239,
"direction_accuracy": 0.6724137931034483,
"direction_brier": 0.23376915708812263,
"distribution_n": 58,
"end": "2025-04-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.029166666666666667,
"n": 8,
"observed_rate": 0.5,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.14833333333333334,
"n": 5,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2475,
"n": 10,
"observed_rate": 0.3,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.33333333333333337,
"n": 8,
"observed_rate": 0.125,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.44583333333333336,
"n": 6,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": 0.5479166666666666,
"n": 8,
"observed_rate": 0.125,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.6316666666666666,
"n": 5,
"observed_rate": 0.8,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": 0.7299999999999999,
"n": 5,
"observed_rate": 0.8,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": 0.9249999999999999,
"n": 3,
"observed_rate": 1.0,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.2251736111111111,
"event_ece": 0.25560344827586207,
"mae": 1.765685922049242,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 1.15214950160626,
"observed_months": 58,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 2.5822969360075794
},
"n": 58,
"pi50": {
"coverage": 0.4827586206896552,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.3508771929824561,
"observed_months": 58,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.6206896551724138
},
"n": 58,
"width": 2.3816650210352557
},
"pi80": {
"coverage": 0.7758620689655172,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.6031004234724743,
"observed_months": 58,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.9152542372881356
},
"n": 58,
"width": 5.370319478801446
},
"pi95": {
"coverage": 0.8793103448275862,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.7017543859649122,
"observed_months": 58,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 1.0
},
"n": 58,
"width": 10.916809610463082
},
"positive_origin_months": 26,
"positive_spells": 26,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.8551731174470896,
"rmse": 2.500171028032616,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.4204000159707735
},
"series": "CPIAUCSL",
"split": "locked_historical_holdout",
"vs_historical_mean": {
"crps_improvement": 0.021400636206289257,
"crps_improvement_ci95": {
"block_months": 24,
"calendar_months": 174,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": -0.04587030791793965,
"observed_months": 174,
"p_value": 0.2775,
"repetitions": 1999,
"status": "computed",
"upper95": 0.09008311496798728
},
"crps_n": 174,
"mae_improvement": 0.033017646991118615,
"mae_improvement_ci95": {
"block_months": 24,
"calendar_months": 174,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": -0.06392080088991399,
"observed_months": 174,
"p_value": 0.259,
"repetitions": 1999,
"status": "computed",
"upper95": 0.1306970584555324
},
"n": 174,
"relative_mae_improvement": 0.018670314449020706
},
"vs_persistence": {
"crps_improvement": 0.0,
"crps_improvement_ci95": {
"block_months": 24,
"calendar_months": 174,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.0,
"observed_months": 174,
"p_value": 1.0,
"repetitions": 1999,
"status": "computed",
"upper95": 0.0
},
"crps_n": 174,
"mae_improvement": 0.0,
"mae_improvement_ci95": {
"block_months": 24,
"calendar_months": 174,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.0,
"observed_months": 174,
"p_value": 1.0,
"repetitions": 1999,
"status": "computed",
"upper95": 0.0
},
"n": 174,
"relative_mae_improvement": 0.0
}
},
"horizon": 3,
"information_cutoff": "2026-09-11",
"input": {
"actual": {
"available_from": "2026-09-11",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "367ab378ab31df19c71dc29fe157c71558f34b0c5d0773b725f33c60a29844c4",
"series_id": "CPIAUCSL",
"value": 334.131
},
"age_days": 41,
"anchor_month": "2026-08",
"baseline": 0.0,
"checksum": "3f475a9a4418cf979f677757b29c7f91f0482e20395319542fe8ea9613a33065",
"event": "above",
"input_rows": [
{
"available_from": "2026-09-11",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "367ab378ab31df19c71dc29fe157c71558f34b0c5d0773b725f33c60a29844c4",
"series_id": "CPIAUCSL",
"value": 334.131
},
{
"available_from": "2026-08-12",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-07-01",
"release_date": null,
"request_id": "367ab378ab31df19c71dc29fe157c71558f34b0c5d0773b725f33c60a29844c4",
"series_id": "CPIAUCSL",
"value": 332.813
},
{
"available_from": "2026-07-14",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-06-01",
"release_date": null,
"request_id": "367ab378ab31df19c71dc29fe157c71558f34b0c5d0773b725f33c60a29844c4",
"series_id": "CPIAUCSL",
"value": 332.568
},
{
"available_from": "2026-06-10",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-05-01",
"release_date": null,
"request_id": "367ab378ab31df19c71dc29fe157c71558f34b0c5d0773b725f33c60a29844c4",
"series_id": "CPIAUCSL",
"value": 333.979
},
{
"available_from": "2026-05-12",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-04-01",
"release_date": null,
"request_id": "367ab378ab31df19c71dc29fe157c71558f34b0c5d0773b725f33c60a29844c4",
"series_id": "CPIAUCSL",
"value": 332.407
},
{
"available_from": "2026-04-10",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-03-01",
"release_date": null,
"request_id": "367ab378ab31df19c71dc29fe157c71558f34b0c5d0773b725f33c60a29844c4",
"series_id": "CPIAUCSL",
"value": 330.293
},
{
"available_from": "2026-03-11",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-02-01",
"release_date": null,
"request_id": "367ab378ab31df19c71dc29fe157c71558f34b0c5d0773b725f33c60a29844c4",
"series_id": "CPIAUCSL",
"value": 327.46
}
],
"metadata": {
"frequency": "Monthly",
"provider": "U.S. Bureau of Labor Statistics",
"release": "Consumer Price Index",
"seasonal_adjustment": "Seasonally Adjusted",
"title": "Consumer Price Index for All Urban Consumers: All Items in U.S. City Average",
"units": "Index 1982-1984=100"
},
"reference": 4.033444287559235,
"threshold": 4.533444287559235
},
"latest_actual": {
"available_from": "2026-09-11",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "367ab378ab31df19c71dc29fe157c71558f34b0c5d0773b725f33c60a29844c4",
"series_id": "CPIAUCSL",
"value": 334.131
},
"limitations": [
"No demonstrated predictive edge; unvalidated event probabilities",
"Day-end archive availability, not intraday publisher timestamp",
"Information set stops at official metadata coverage; no extrapolation through requested cutoff",
"First archive availability is not proven first publisher release",
"Overlapping residuals; no coverage guarantee; no parameter CI or probability uncertainty estimate",
"Calibration uses frozen Phase 3B 90-day labels; new live labels are not yet available",
"Growth horizon is measured from origin month; anchor can precede origin",
"Historical performance is retrospective, not live performance"
],
"model_id": "persistence",
"model_version": "3C.1.0",
"origin_month": "2026-09",
"outcome_definition": "UNRATE target level; other targets annualized log growth from anchor to target, both endpoints in outcome vintage",
"point_forecast": {
"mean": 3.066440351827139,
"median": 2.616969875853152,
"raw_baseline": 0.0
},
"prediction_intervals": {
"0.5": [
1.641485147838272,
3.88061838953457
],
"0.8": [
0.6869492986658116,
6.931447163734108
],
"0.95": [
-0.8513244078471329,
9.024285457141914
]
},
"predictive_distribution": {
"family": "prequential_empirical",
"mean": 3.066440351827139,
"median": 2.616969875853152,
"parameter_confidence_interval": null,
"prediction_intervals": {
"0.5": [
1.641485147838272,
3.88061838953457
],
"0.8": [
0.6869492986658116,
6.931447163734108
],
"0.95": [
-0.8513244078471329,
9.024285457141914
]
},
"probability_estimate_uncertainty": null,
"support": [
-3.5586167420277706,
-2.96534320869115,
-2.133801009105761,
-0.8184403924302487,
-0.48128824195187403,
-0.38360346535328965,
-0.30526265311117184,
0.1500648567382434,
0.32280575085966234,
0.364083685523276,
0.37833045474070853,
0.42627975155106806,
0.7159125816785619,
0.7796537580184767,
0.7882180078206124,
0.8741844585973194,
0.8941780574897688,
1.0035641401285464,
1.0680801585029471,
1.0695285946338005,
1.2503134288834445,
1.3835462515352996,
1.396060240901826,
1.4013588809769033,
1.4111104327879684,
1.4841900811430886,
1.5486848590786664,
1.5749422978367336,
1.613976057665204,
1.6372232619638594,
1.6429057764630761,
1.6473030985038943,
1.7419939141106862,
1.7667327783410192,
1.9174838043567737,
1.9179591783345222,
1.9970723513190682,
2.0279853297091055,
2.1163063595478095,
2.1731290800690775,
2.185540112529908,
2.1914619256543486,
2.295942967826605,
2.3013285532813694,
2.331069975702659,
2.3467214110640167,
2.3532758919521535,
2.359383532652922,
2.3668135672315933,
2.3737381289811976,
2.3913752720137142,
2.4360305717232174,
2.476703281143586,
2.4929850792547095,
2.5061439062337283,
2.51421898000205,
2.5341418309286388,
2.556432848372108,
2.586863858466727,
2.592500219108178,
2.641439532598126,
2.682822177706853,
2.740525491791249,
2.7456680784692233,
2.7644746420037145,
2.788766276872194,
2.8365017077505903,
2.8637607862248022,
2.932512303207325,
2.986516589523922,
3.019830552493127,
3.092710484352274,
3.092930771527074,
3.2078599333060476,
3.2216250485400995,
3.2976236443124245,
3.3004976790780973,
3.3259025834601963,
3.408861114303695,
3.4098390881334675,
3.4171906121383566,
3.4537754581147504,
3.485559029577512,
3.5240455584309003,
3.606728155654436,
3.6632739814374036,
3.671131376932557,
3.7051841473133313,
3.7072397969980186,
3.874785126082745,
3.898118179890046,
3.9156041415625844,
3.976832838330502,
4.008344364748073,
4.015393055778491,
4.016640832411207,
4.06871810927903,
4.113199384349832,
4.307501138314821,
4.397818789236444,
4.412314186061572,
5.164311201397586,
5.392887916358293,
5.986663255844462,
6.177236756491306,
6.29157355455811,
6.868951015096187,
6.907777024744721,
7.144478414638573,
7.14451360393441,
7.629230159450942,
7.784250539506902,
8.123583807284966,
8.328189182995354,
8.348240413777974,
8.7848086621639,
9.006124735655183,
9.73255359512468,
9.984406179156663,
11.541517531516167
],
"uncertainty_limit": "Predictive residual distribution only; no exchangeability or coverage guarantee"
},
"primary_scoring_vintage": "target month end + 90 days; first archive and later revisions are separate diagnostics",
"record_type": "LIVE_FORECAST",
"requested_information_cutoff": "2026-09-21",
"target_date": "2026-12-31",
"target_definition": {
"event": "above",
"measure": "annualized_log_growth",
"name": "Headline CPI inflation",
"threshold_change": 0.5,
"units": "annualized log percent"
},
"target_id": "CPIAUCSL",
"target_month": "2026-12",
"units": "annualized log percent",
"validation_status": "EXPERIMENTAL"
},
{
"calibration": {
"checksum": "7cdca9a1890bff84ea05aa9d1f78479ccaf9b73febc8742603cb01c7562d6e84",
"historical_dataset_id": "14d979068a64284b9b5cc7f1b611bd01a9899675a73303b5f0db955d6a2ba14c",
"historical_run_id": "34d2637c4beed41deb69ddba0f9c5e892fb8592ecd2304e3fe05a5241e5c6018",
"residuals": [
{
"available_at": "2016-01-29",
"cutoff": "2015-04-24",
"error": 1.6658787243743896,
"forecast_id": "5ca951d5e7b844c9983060d407b6075d903e876507084e0d535b5f671f0c4b3e",
"label_vintage": "2016-01-29"
},
{
"available_at": "2016-02-28",
"cutoff": "2015-05-29",
"error": 1.5210127319733044,
"forecast_id": "f6375715d7c52a27b6d629cfa5fa9143538b0bda3d154212dc8f831fdb8f9029",
"label_vintage": "2016-02-28"
},
{
"available_at": "2016-03-30",
"cutoff": "2015-06-26",
"error": 0.841050904935377,
"forecast_id": "2054f3131bafa0f55fc7741798d6522f190c8e52480b6bf906f1eed57623c570",
"label_vintage": "2016-03-30"
},
{
"available_at": "2016-04-30",
"cutoff": "2015-07-31",
"error": 0.49316435860961355,
"forecast_id": "00d7a4654ca5b354ab97c4a9336651162a6bb397cfa430412d5ce2d95d6002a0",
"label_vintage": "2016-04-30"
},
{
"available_at": "2016-05-29",
"cutoff": "2015-08-28",
"error": -0.019470644868863667,
"forecast_id": "3dc68a8c6aeecee6ad97e9c1f4f4d067182700f5e408393fda314f5acfb0d3fb",
"label_vintage": "2016-05-29"
},
{
"available_at": "2016-06-29",
"cutoff": "2015-09-25",
"error": 0.15642642421060957,
"forecast_id": "9542d324097d5e9f46c20f140331609bec2e59ff81e4f9dee2364c74b81801af",
"label_vintage": "2016-06-29"
},
{
"available_at": "2016-07-29",
"cutoff": "2015-10-30",
"error": 1.0083237128314706,
"forecast_id": "f211519839ec62154d119eb9b80ca20db318ce75c1837b053d9c69973bf42c78",
"label_vintage": "2016-07-29"
},
{
"available_at": "2016-08-29",
"cutoff": "2015-11-27",
"error": 1.0493482887707368,
"forecast_id": "fbc8aa4fad2dc459db2c0eb73b4405443e9a95204d39aed868d176d6dbc1d36d",
"label_vintage": "2016-08-29"
},
{
"available_at": "2016-09-28",
"cutoff": "2015-12-25",
"error": 1.165017180956098,
"forecast_id": "e11caa22f85700fc3beefbab5f8d29980c6c1ca82fed303f40b3105c6830d93c",
"label_vintage": "2016-09-28"
},
{
"available_at": "2016-10-29",
"cutoff": "2016-01-29",
"error": 1.2692597827420773,
"forecast_id": "e90e9a5d73ab9102178f754ef4375ac9da0cffd6556b9b8205f45bc3bc77f555",
"label_vintage": "2016-10-29"
},
{
"available_at": "2016-11-29",
"cutoff": "2016-02-26",
"error": 1.5723688673014682,
"forecast_id": "0a0a7c0fe75804361c2459a21daa2a6db400a024e2ee617ed537fba75f434b2e",
"label_vintage": "2016-11-29"
},
{
"available_at": "2016-12-29",
"cutoff": "2016-03-25",
"error": 2.359955896066235,
"forecast_id": "cae834a40b7a28332a082eeaa30126dbcb36139c541cc9ba970c9cfa6009bf58",
"label_vintage": "2016-12-29"
},
{
"available_at": "2017-01-29",
"cutoff": "2016-04-29",
"error": 2.8177658465767874,
"forecast_id": "704d5774a69ebbe20dfbf8c3e3836660533a50911009de26c4066d3c6b5a6c76",
"label_vintage": "2017-01-29"
},
{
"available_at": "2017-02-28",
"cutoff": "2016-05-27",
"error": 2.345342006683023,
"forecast_id": "f6d011103a9bb8c3378763a6876a9ac1b795e36218e03d9a49dde353d7ea00de",
"label_vintage": "2017-02-28"
},
{
"available_at": "2017-03-31",
"cutoff": "2016-06-24",
"error": 2.459570745957333,
"forecast_id": "5901aeb77d1f2fe49e2a91c26c94efcdd9d25c9d156ca8378c59ce722008819b",
"label_vintage": "2017-03-31"
},
{
"available_at": "2017-05-01",
"cutoff": "2016-07-29",
"error": 3.057460028656114,
"forecast_id": "502512e0005dd0c9bf5c07260cc56c4fd9abd2e5bff753b789a28c548a6a4a70",
"label_vintage": "2017-05-01"
},
{
"available_at": "2017-05-29",
"cutoff": "2016-08-26",
"error": 3.226542962785004,
"forecast_id": "e62720fa002c5041409618caaba6ab6165beaa5a896edc397d342f5b0c0fb1e8",
"label_vintage": "2017-05-29"
},
{
"available_at": "2017-06-29",
"cutoff": "2016-09-30",
"error": 2.38163493083682,
"forecast_id": "119d0ded9adc20f25d07baea7085e678e27487687188c353525efc8467371828",
"label_vintage": "2017-06-29"
},
{
"available_at": "2017-07-29",
"cutoff": "2016-10-28",
"error": 2.227496102794312,
"forecast_id": "713f96a669e79c4adb3738638858555da877c55f9a6d20d3b4a00a9c17c2e8f8",
"label_vintage": "2017-07-29"
},
{
"available_at": "2017-08-29",
"cutoff": "2016-11-25",
"error": 1.5196140438232941,
"forecast_id": "86665d401854ab96ac3005142573a88360c821da7e60a9bd09a493e4e4db8842",
"label_vintage": "2017-08-29"
},
{
"available_at": "2017-09-28",
"cutoff": "2016-12-30",
"error": 1.1224280035535306,
"forecast_id": "8b9d4e9896020353dbdc9da295a7883cd6b6e7ce6a518fc10a155f175a7a76fd",
"label_vintage": "2017-09-28"
},
{
"available_at": "2017-10-29",
"cutoff": "2017-01-27",
"error": 0.8640652925683405,
"forecast_id": "4026e5426138fcbe2ae18359316a563e706b5513fc07de2c21d0a0dd644b5b00",
"label_vintage": "2017-10-29"
},
{
"available_at": "2017-11-29",
"cutoff": "2017-02-24",
"error": 0.6111591969336002,
"forecast_id": "b4e57d5e8dcc1982526cd0c714b2e5f6fdf3a2caf77207d7cfaffa481ebd71ed",
"label_vintage": "2017-11-29"
},
{
"available_at": "2017-12-29",
"cutoff": "2017-03-31",
"error": 1.3390824193795416,
"forecast_id": "bc36584bf1fa0b544b3e0cfb030f86eb21c1405cf62a870ba29dd46fa27b1673",
"label_vintage": "2017-12-29"
},
{
"available_at": "2018-01-29",
"cutoff": "2017-04-28",
"error": 2.018470989393959,
"forecast_id": "928a626a7cdfc22eceacf0a5b74abf68e1a3ad302b229bd84da085a982ed3956",
"label_vintage": "2018-01-29"
},
{
"available_at": "2018-02-28",
"cutoff": "2017-05-26",
"error": 2.3187775303272855,
"forecast_id": "c7b508899e8a33fcf5e4c1308550d06e1c8e27fd3de276b1e1551617609ffd04",
"label_vintage": "2018-02-28"
},
{
"available_at": "2018-03-31",
"cutoff": "2017-06-30",
"error": 2.787835271653708,
"forecast_id": "6bce0b3db4a60fd025d15f227d0d3aa0f591eca713ea895d2de6a50329cb1cd1",
"label_vintage": "2018-03-31"
},
{
"available_at": "2018-05-01",
"cutoff": "2017-07-28",
"error": 3.6234830100170257,
"forecast_id": "2b1d7d56b3b0b0b0c7c5a0433fc4776d4f0d2bed12a161a6a053c990039dba60",
"label_vintage": "2018-05-01"
},
{
"available_at": "2018-05-29",
"cutoff": "2017-08-25",
"error": 3.7372773315917707,
"forecast_id": "cc1536dc318784a0f09e6d268a695c51b4eaf2bdd702fa868e7ecfd84908f10d",
"label_vintage": "2018-05-29"
},
{
"available_at": "2018-06-29",
"cutoff": "2017-09-29",
"error": 2.9107837835598733,
"forecast_id": "0eb334037a003dacae3da3b5c02956ceb91e7a96524f6bf5f585ecc717e684c2",
"label_vintage": "2018-06-29"
},
{
"available_at": "2018-07-29",
"cutoff": "2017-10-27",
"error": 2.5009976417962276,
"forecast_id": "892cf82f77961592b772de143ddbfc200873f03d659e4ed020f2c536da558fd0",
"label_vintage": "2018-07-29"
},
{
"available_at": "2018-08-29",
"cutoff": "2017-11-24",
"error": 2.7257109463784803,
"forecast_id": "51b939dd1c283414e3d4830bf3e6c67eb38891f7dbd4f8ccdc609dd07ad5440b",
"label_vintage": "2018-08-29"
},
{
"available_at": "2018-09-28",
"cutoff": "2017-12-29",
"error": 2.3712230201976645,
"forecast_id": "521110508f7473aefa810c100cf022e686de6f8fe2d1f9872d2b0c94ed67feba",
"label_vintage": "2018-09-28"
},
{
"available_at": "2018-10-29",
"cutoff": "2018-01-26",
"error": 2.3187352486969117,
"forecast_id": "9aff913b6677ea21ff7d4d5e54302a96c6a8e81667a739ca53a42f0e7b7d240e",
"label_vintage": "2018-10-29"
},
{
"available_at": "2018-11-29",
"cutoff": "2018-02-23",
"error": 1.7796756232473836,
"forecast_id": "73a4d19fcd67442869d53bf12b609b4eeed93cbccfcb71c810e544c53cccafd9",
"label_vintage": "2018-11-29"
},
{
"available_at": "2018-12-29",
"cutoff": "2018-03-30",
"error": 1.6233466819088542,
"forecast_id": "07c7def1feb204c42a44fbca1ae48a8d6b8f090af184af65b52aa4ea338a0d69",
"label_vintage": "2018-12-29"
},
{
"available_at": "2019-01-29",
"cutoff": "2018-04-27",
"error": 2.2969476658664782,
"forecast_id": "5ab392fd450ec39d3f17e38ee7a9c60be1d083c758f01592be7da8278a761ce9",
"label_vintage": "2019-01-29"
},
{
"available_at": "2019-02-28",
"cutoff": "2018-05-25",
"error": 1.9123747770558046,
"forecast_id": "f7e193084c747b2e96cee785e87c0e2f06a2b1a4d7e2d1ceabcb4d8324d36c4d",
"label_vintage": "2019-02-28"
},
{
"available_at": "2019-03-31",
"cutoff": "2018-06-29",
"error": 1.414704376162567,
"forecast_id": "5f7737ae96184591dc88574751310201d597bea47fae62a947a761b4ac208f57",
"label_vintage": "2019-03-31"
},
{
"available_at": "2019-05-01",
"cutoff": "2018-07-27",
"error": 1.0473430979204101,
"forecast_id": "e8c01c3277cb385ddfcfbcdc3ed42dc9c7e6624f0933b9b4d2db5ee7284aa6dd",
"label_vintage": "2019-05-01"
},
{
"available_at": "2019-05-29",
"cutoff": "2018-08-31",
"error": 1.0298448450558797,
"forecast_id": "e64c4f18d74cb52d9ec80247166f5d8c16b0fcf1fb609b11aea9ac2eacfac3f2",
"label_vintage": "2019-05-29"
},
{
"available_at": "2019-06-29",
"cutoff": "2018-09-28",
"error": 1.537364747197213,
"forecast_id": "881c3584324547ca096871c132ddcd0853dbd73ba567d7eaa757c4d153b69d47",
"label_vintage": "2019-06-29"
},
{
"available_at": "2019-07-29",
"cutoff": "2018-10-26",
"error": 1.9937239623077225,
"forecast_id": "9ad580f7c0d38e36ee653c33a361dfec8a7138145ba64e26df7bb957853c8e6a",
"label_vintage": "2019-07-29"
},
{
"available_at": "2019-08-29",
"cutoff": "2018-11-30",
"error": 1.593647283435548,
"forecast_id": "20d8e3ea1c5aa1d4d5d412c3497ccbb2dc115e4189fc037de47402aca822995a",
"label_vintage": "2019-08-29"
},
{
"available_at": "2019-09-28",
"cutoff": "2018-12-28",
"error": 1.717454906159574,
"forecast_id": "3726f3e61354e079e319bda12d6592c0e877ddacbff7a11b6da81b346b4ba6a8",
"label_vintage": "2019-09-28"
},
{
"available_at": "2019-10-29",
"cutoff": "2019-01-25",
"error": 2.316364419827543,
"forecast_id": "fd1685675c320c8f316bf4dac9e4ffe43922073544fe804e424197c9396599ee",
"label_vintage": "2019-10-29"
},
{
"available_at": "2019-11-29",
"cutoff": "2019-02-22",
"error": 2.443280699459778,
"forecast_id": "7dcde38e03dd4d23f8df01a032b8a3688fd61cb78b4b998704a8f1994d7abde8",
"label_vintage": "2019-11-29"
},
{
"available_at": "2019-12-29",
"cutoff": "2019-03-29",
"error": 2.183807270891115,
"forecast_id": "7a5aff4e8849a6a4379c97a2dda3dea12d5186dfae97e0542c0f728b674a53da",
"label_vintage": "2019-12-29"
},
{
"available_at": "2020-01-29",
"cutoff": "2019-04-26",
"error": 2.0936964929129087,
"forecast_id": "b36f34129ea51b1d270b7f97f5631db53c94e59a87a27a32a0b9cf0e4cb7ed85",
"label_vintage": "2020-01-29"
},
{
"available_at": "2020-02-28",
"cutoff": "2019-05-31",
"error": 1.9263755716365254,
"forecast_id": "cac6f1e75a739152140336be91a47661dd06c186a8bdb17cdd79a0cc0c91f054",
"label_vintage": "2020-02-28"
},
{
"available_at": "2020-03-30",
"cutoff": "2019-06-28",
"error": 2.187566277591813,
"forecast_id": "e9c88f2a89f72fc604eeed3c28e22381456734ae2cb4c8dae2a32bbeaf82d4fa",
"label_vintage": "2020-03-30"
},
{
"available_at": "2020-04-30",
"cutoff": "2019-07-26",
"error": 2.2789825666599444,
"forecast_id": "6d0fee0c68b6e7002a7bfdabb331e60fdb8347f79c1e943fcb12a6db31a49380",
"label_vintage": "2020-04-30"
},
{
"available_at": "2020-05-29",
"cutoff": "2019-08-30",
"error": 1.9720907597215138,
"forecast_id": "e09fff92015c169e4f3ebcc8595f78ffd10c3b819c113329c84b8ad1d616eb06",
"label_vintage": "2020-05-29"
},
{
"available_at": "2020-06-29",
"cutoff": "2019-09-27",
"error": 1.1060871007261646,
"forecast_id": "16155d86b6486e459970b84e4f37a7bd783ed43e468fdf62496dec5d929db99f",
"label_vintage": "2020-06-29"
},
{
"available_at": "2020-07-29",
"cutoff": "2019-10-25",
"error": -0.4622765671448016,
"forecast_id": "0db64ca47d4ac7a0b0224aa8a3c37dc528565815061745319fbf8903e148bc20",
"label_vintage": "2020-07-29"
},
{
"available_at": "2020-08-29",
"cutoff": "2019-11-29",
"error": -0.9764494529497002,
"forecast_id": "c793596500706b633ea8f251c2f8f6f2e986909bdc05c1d27b7a2e49aa157654",
"label_vintage": "2020-08-29"
},
{
"available_at": "2020-09-28",
"cutoff": "2019-12-27",
"error": -0.40607286245839436,
"forecast_id": "39363957fa33db709a35bce659f1b9c955769ed1fde4c425543e9d29e6547a9b",
"label_vintage": "2020-09-28"
},
{
"available_at": "2020-10-29",
"cutoff": "2020-01-31",
"error": 0.18496375858676567,
"forecast_id": "dc2a0f675aad97d485419a5d7eca5feeedaf1a6eff5a5f644c7a64aa08e35e1d",
"label_vintage": "2020-10-29"
},
{
"available_at": "2020-11-29",
"cutoff": "2020-02-28",
"error": 0.5693340443570777,
"forecast_id": "b3c2e2a8e70f0d2cc35173af9b8c0e0999308d83eb3589da760db8cd1c566f7d",
"label_vintage": "2020-11-29"
},
{
"available_at": "2020-12-29",
"cutoff": "2020-03-27",
"error": 0.765267599535908,
"forecast_id": "c42c650308d8078746d9949dbdb70173cab6f971aa45e6f605b488999dc339c8",
"label_vintage": "2020-12-29"
},
{
"available_at": "2021-01-29",
"cutoff": "2020-04-24",
"error": 1.5691633083508751,
"forecast_id": "1eee44a162e97f8ed21f9631b5f9075a1c4f5c1e5f7b9d852d087a75645f0472",
"label_vintage": "2021-01-29"
},
{
"available_at": "2021-02-28",
"cutoff": "2020-05-29",
"error": 3.139459087624602,
"forecast_id": "1ccb8b1b2dde52ac3350ab144af859996b890349fa2a43b794a770b72afa2421",
"label_vintage": "2021-02-28"
},
{
"available_at": "2021-03-31",
"cutoff": "2020-06-26",
"error": 3.7222022370296717,
"forecast_id": "04d0dd33071395b9f3497d22931a764d3c1cb047ee671aa3871aa5fc1486aaa7",
"label_vintage": "2021-03-31"
},
{
"available_at": "2021-05-01",
"cutoff": "2020-07-31",
"error": 3.266234589808896,
"forecast_id": "448b0deebf868dc5ad2d087e6da4661f8f1dd63ac72292909e70c918a360ca54",
"label_vintage": "2021-05-01"
},
{
"available_at": "2021-05-29",
"cutoff": "2020-08-28",
"error": 2.994527667076839,
"forecast_id": "3f3c079c20cd07535a3ceb16dccc4f5589e9c10b4e20fa7932ef6af3af6fb1e7",
"label_vintage": "2021-05-29"
},
{
"available_at": "2021-06-29",
"cutoff": "2020-09-25",
"error": 3.4541653286671834,
"forecast_id": "3276e0bf5e945efd5efe80b970803c51dc14b808a36dc238d9a8ee2c725d2036",
"label_vintage": "2021-06-29"
},
{
"available_at": "2021-07-29",
"cutoff": "2020-10-30",
"error": 4.348234814826758,
"forecast_id": "d99d90c71bb1f67f04e79cab373f2ebb42fa2e7552b33dd70d3b0432c3feab32",
"label_vintage": "2021-07-29"
},
{
"available_at": "2021-08-29",
"cutoff": "2020-11-27",
"error": 5.242947910895657,
"forecast_id": "70c2aae203fc3e662d29667fb5f78c037cc08ebd902cddfb9a67a324da2181eb",
"label_vintage": "2021-08-29"
},
{
"available_at": "2021-09-28",
"cutoff": "2020-12-25",
"error": 6.481377086766569,
"forecast_id": "d7fc774bdde1b871884cd6a0ef2baa3acfb490b9ee4029b4307b09bc3bc6f988",
"label_vintage": "2021-09-28"
},
{
"available_at": "2021-10-29",
"cutoff": "2021-01-29",
"error": 6.876369260738632,
"forecast_id": "7102e64194779c9a709e23110be15f30567481f4c243958308e638c49fff62e7",
"label_vintage": "2021-10-29"
},
{
"available_at": "2021-11-29",
"cutoff": "2021-02-26",
"error": 6.906849525159555,
"forecast_id": "396671b5a6503e5c975c84ef1b286d795b7664f57ba745b0af737f4d16bbdb2d",
"label_vintage": "2021-11-29"
},
{
"available_at": "2021-12-29",
"cutoff": "2021-03-26",
"error": 7.005534352117939,
"forecast_id": "29114d8762c10f77bc590a099f27c52761399ab538b2ea58a9f4fa3308c493ea",
"label_vintage": "2021-12-29"
},
{
"available_at": "2022-01-29",
"cutoff": "2021-04-30",
"error": 7.555239583050317,
"forecast_id": "2cdd76db7a5c9c0f0a8ac53e8b542ae2a7d65237cf5a92f4c99be4d57302e0e8",
"label_vintage": "2022-01-29"
},
{
"available_at": "2022-02-28",
"cutoff": "2021-05-28",
"error": 7.419183117910062,
"forecast_id": "81da37febaf9a4a181d06236249ad00d17f505ed55c71fcf3d41fd84d7055a02",
"label_vintage": "2022-02-28"
},
{
"available_at": "2022-03-31",
"cutoff": "2021-06-25",
"error": 7.20341843581682,
"forecast_id": "277b574613bda13de98d4ec350f94e159fd3ecfc7c8779643fd55e811d104cb5",
"label_vintage": "2022-03-31"
},
{
"available_at": "2022-05-01",
"cutoff": "2021-07-30",
"error": 6.80857690729633,
"forecast_id": "7ae58999b805560aec9bba4e414acec2cb9cbc355f6178ffb570fa0bd459629d",
"label_vintage": "2022-05-01"
},
{
"available_at": "2022-05-29",
"cutoff": "2021-08-27",
"error": 7.3948405366239784,
"forecast_id": "e637afa5103ab2bc242fe461cea153715c4849edf3e7ab12544cc877b15f7159",
"label_vintage": "2022-05-29"
},
{
"available_at": "2022-06-29",
"cutoff": "2021-09-24",
"error": 8.937830085015912,
"forecast_id": "8cbece4cce171bc86a4fdee300692706f18fa28dad472bb1abadd0d401cf2744",
"label_vintage": "2022-06-29"
},
{
"available_at": "2022-07-29",
"cutoff": "2021-10-29",
"error": 8.80304473510969,
"forecast_id": "c52a3a69bedd49034cd2c0902c45c947b444cb356a65849cd93ccef3886d6a88",
"label_vintage": "2022-07-29"
},
{
"available_at": "2022-08-29",
"cutoff": "2021-11-26",
"error": 8.985350177200436,
"forecast_id": "22ae8bab54d546a5a1ae9964e95858e4e97fa17df087f9f46d78f5e4f8c2cd43",
"label_vintage": "2022-08-29"
},
{
"available_at": "2022-09-28",
"cutoff": "2021-12-31",
"error": 10.042692254779068,
"forecast_id": "0da65ac91db9c4d9a6afd46c9602c1d66ff0beeff23225a1da967df41e2f7d8f",
"label_vintage": "2022-09-28"
},
{
"available_at": "2022-10-29",
"cutoff": "2022-01-28",
"error": 9.026413159333618,
"forecast_id": "05cbfd0b8699043c2e68f36cc64ca656c534290379e7e292be977717d34374a2",
"label_vintage": "2022-10-29"
},
{
"available_at": "2022-11-29",
"cutoff": "2022-02-25",
"error": 8.126638581762977,
"forecast_id": "3035de59fbfb0b4bf2734d632413f75cd722b64d7c3cfaf9c959be51fd7bf424",
"label_vintage": "2022-11-29"
},
{
"available_at": "2022-12-29",
"cutoff": "2022-03-25",
"error": 7.424952525242329,
"forecast_id": "8936b7daf4af3956074cebcc1fe81814831a4c96fc71c4d3d274b06d3bd123f4",
"label_vintage": "2022-12-29"
},
{
"available_at": "2023-01-29",
"cutoff": "2022-04-29",
"error": 6.060932852995664,
"forecast_id": "93555905f1596cafc49e284284df3bc921e12294312b6ec798aefd72c458d0d9",
"label_vintage": "2023-01-29"
},
{
"available_at": "2023-02-28",
"cutoff": "2022-05-27",
"error": 5.8317302584267265,
"forecast_id": "76d05b28b71e80964d0fb183acfc1758d4f3606860249be87d41c706864da6a1",
"label_vintage": "2023-02-28"
},
{
"available_at": "2023-03-31",
"cutoff": "2022-06-24",
"error": 4.485655280575796,
"forecast_id": "f47b87239fba3fa9df79db01b4b42a85ada1d1d6f72f1e1a63e36efde8a366d7",
"label_vintage": "2023-03-31"
},
{
"available_at": "2023-05-01",
"cutoff": "2022-07-29",
"error": 3.345368575845088,
"forecast_id": "a1c56e86c78308b8b67b1d699c1b1060ef472c0155e64e6845fe2c5df4f44a7d",
"label_vintage": "2023-05-01"
},
{
"available_at": "2023-05-29",
"cutoff": "2022-08-26",
"error": 4.036668175624081,
"forecast_id": "72b768a29404d98ba91ea3491f0b412ba145f14098b26d01819bef8621712dba",
"label_vintage": "2023-05-29"
},
{
"available_at": "2023-06-29",
"cutoff": "2022-09-30",
"error": 3.7254067564120965,
"forecast_id": "d02c4064b1139e67e36e6a46aed24fcb0f4140c334faa67c79fad233d68206c8",
"label_vintage": "2023-06-29"
},
{
"available_at": "2023-07-29",
"cutoff": "2022-10-28",
"error": 3.64858242217733,
"forecast_id": "a50fb5191844252e324489d01d9dd778c135eccfeeb68c25c8937ca15051f9f3",
"label_vintage": "2023-07-29"
},
{
"available_at": "2023-08-29",
"cutoff": "2022-11-25",
"error": 3.026189264986669,
"forecast_id": "9c261ee06fc75622f91d1db2f6332bcf8036d80fa6412f8a66a6c5f38caf7dc3",
"label_vintage": "2023-08-29"
},
{
"available_at": "2023-09-28",
"cutoff": "2022-12-30",
"error": 2.9839459037901395,
"forecast_id": "7ddef0f12ac40187f5fcfef9f4743b5dc170e195ea73a2a7d6e712471c6decc5",
"label_vintage": "2023-09-28"
},
{
"available_at": "2023-10-29",
"cutoff": "2023-01-27",
"error": 3.044855232234232,
"forecast_id": "4e97f0bf5ed12a6aae3c3508669f6677099c8a8e73b7ef6c81fca303cad6f852",
"label_vintage": "2023-10-29"
},
{
"available_at": "2023-11-29",
"cutoff": "2023-02-24",
"error": 3.2393577631298074,
"forecast_id": "5f1dc6707f465761378292bdd3116bc8cef4779b30c85f2eb9ab1f2ba67efb0d",
"label_vintage": "2023-11-29"
},
{
"available_at": "2023-12-29",
"cutoff": "2023-03-31",
"error": 3.2832894952223586,
"forecast_id": "806657af7b2ae89a637111314ecee208fae29aa47f5e619ed127b5df145be606",
"label_vintage": "2023-12-29"
},
{
"available_at": "2024-01-29",
"cutoff": "2023-04-28",
"error": 3.2693058258998398,
"forecast_id": "ced524473af67c5f9d6b40dd8dedfe83e465d635b65c48e643110b14f8e1d0a7",
"label_vintage": "2024-01-29"
},
{
"available_at": "2024-02-28",
"cutoff": "2023-05-26",
"error": 2.8010214037211343,
"forecast_id": "7326df26c91a94ede101e9a1f9eecddc68392cf88c160919a887b8dadc5e25bf",
"label_vintage": "2024-02-28"
},
{
"available_at": "2024-03-30",
"cutoff": "2023-06-30",
"error": 3.011875830339276,
"forecast_id": "e725518fa09f9134197ed3fb0469ba442181c2421536004f8a4a48333fce844e",
"label_vintage": "2024-03-30"
},
{
"available_at": "2024-04-30",
"cutoff": "2023-07-28",
"error": 3.174528353015394,
"forecast_id": "0c388db3eb56b1c644b3f6ef4af752be659a52cecd79cd7c60e110bceab8c25d",
"label_vintage": "2024-04-30"
},
{
"available_at": "2024-05-29",
"cutoff": "2023-08-25",
"error": 3.5786006530878134,
"forecast_id": "8fc3cfdd0f876eb44b9dac65f276e56a6a0a3bfbd9c64308b169af03aeb5166c",
"label_vintage": "2024-05-29"
},
{
"available_at": "2024-06-29",
"cutoff": "2023-09-29",
"error": 3.350411880375324,
"forecast_id": "662b997ce71c6cbb1be61270ba89738b3a008847ea36d66296c87eb79c689b85",
"label_vintage": "2024-06-29"
},
{
"available_at": "2024-07-29",
"cutoff": "2023-10-27",
"error": 3.270667751578147,
"forecast_id": "4112ea31cf9e3cf2cdc7324ff1ecdf67ad4f170546784d5c8d46b8a3f7b9aa5f",
"label_vintage": "2024-07-29"
},
{
"available_at": "2024-08-29",
"cutoff": "2023-11-24",
"error": 3.145009192834913,
"forecast_id": "5981315785eaa741ecf9f230e10b6e21e1b3d537ca6940e144633ad0813f969e",
"label_vintage": "2024-08-29"
},
{
"available_at": "2024-09-28",
"cutoff": "2023-12-29",
"error": 2.774061564444551,
"forecast_id": "103388beaff47b3ae66dcaf050d181a459e35f196b38243b0b52e01b602861ab",
"label_vintage": "2024-09-28"
},
{
"available_at": "2024-10-29",
"cutoff": "2024-01-26",
"error": 2.6403137944488964,
"forecast_id": "69c2fbb314f9c62b9eece42a7e5f30ced61d92f6b579da31067093b5a34972d1",
"label_vintage": "2024-10-29"
},
{
"available_at": "2024-11-29",
"cutoff": "2024-02-23",
"error": 2.4381617418036403,
"forecast_id": "86b02696feac0d0d8d32995fefd114551171ebd4d6202c3e9d9ffefc7dd5fdeb",
"label_vintage": "2024-11-29"
},
{
"available_at": "2024-12-29",
"cutoff": "2024-03-29",
"error": 1.990077552128296,
"forecast_id": "6aaa201abca1c397b6362dcc8cd91f87a97f607d68f407866ca48eb808a26d72",
"label_vintage": "2024-12-29"
},
{
"available_at": "2025-01-29",
"cutoff": "2024-04-26",
"error": 1.761047197900318,
"forecast_id": "70b2151ae20f33333e5d35df8d978739fa0fd747551e2fa57b614e9dac8e2b48",
"label_vintage": "2025-01-29"
},
{
"available_at": "2025-02-28",
"cutoff": "2024-05-31",
"error": 1.8699057796998413,
"forecast_id": "359f0082a03f0ef76a58bed76440ea6395c187608471392b0f5f61b774ec6097",
"label_vintage": "2025-02-28"
},
{
"available_at": "2025-03-31",
"cutoff": "2024-06-28",
"error": 2.42602290665499,
"forecast_id": "b2b07a5ec7edd23c032bbb00dfe87aa71fbbc8d6177bd80e55b9c9025ef90b24",
"label_vintage": "2025-03-31"
},
{
"available_at": "2025-05-01",
"cutoff": "2024-07-26",
"error": 3.2295472449631992,
"forecast_id": "9e90baba13ac19012f52a2e3afb3ad22abdcd7ddb76d79f81ac070d504e640e3",
"label_vintage": "2025-05-01"
},
{
"available_at": "2025-05-29",
"cutoff": "2024-08-30",
"error": 3.361330157870927,
"forecast_id": "368b676d003ab6d8074fd318333f4b37e79b579b47a51059225efc7ee94fd554",
"label_vintage": "2025-05-29"
},
{
"available_at": "2025-06-29",
"cutoff": "2024-09-27",
"error": 2.9669228742909604,
"forecast_id": "dd6fed85c8cdb3bd9dd026f89dd4454e0596c8d932dcad53ca99d38d0d27588b",
"label_vintage": "2025-06-29"
},
{
"available_at": "2025-07-29",
"cutoff": "2024-10-25",
"error": 2.952704049391919,
"forecast_id": "9317dba18002ac0ef91b53754e01faaafea972345806a5ab8aa85c19120a2d8e",
"label_vintage": "2025-07-29"
},
{
"available_at": "2025-08-29",
"cutoff": "2024-11-29",
"error": 2.7034870582936743,
"forecast_id": "9ea43be0e90a1fea03b5e16d22a717c54cd50c0f1d3c2aba633fcce855268ce0",
"label_vintage": "2025-08-29"
},
{
"available_at": "2025-09-28",
"cutoff": "2024-12-27",
"error": 2.7146490031257677,
"forecast_id": "6aaa3a5ffcfc2ffdb7744a2e26fe3600c85a2ca8a89721c9eaae60fc3ed654a0",
"label_vintage": "2025-09-28"
},
{
"available_at": "2025-10-29",
"cutoff": "2025-01-31",
"error": 2.427295587227889,
"forecast_id": "eb8f57f6ee21b083add63b6e9dbd7017754e59586523271f5e9b6323ddf8c5df",
"label_vintage": "2025-10-29"
},
{
"available_at": "2025-11-29",
"cutoff": "2025-02-28",
"error": 2.2830796739647856,
"forecast_id": "133fc6bbd9b5deffed6310bdfcd4e26dd8516c2ab303d437017a5517913e87a3",
"label_vintage": "2025-11-29"
},
{
"available_at": "2025-12-29",
"cutoff": "2025-03-28",
"error": 2.444751469779637,
"forecast_id": "19a8ee1e386776ce533548c6f41d67fb63ad2ac7595960093d819a0151123d2b",
"label_vintage": "2025-12-29"
}
],
"window": 120
},
"code_archive": "d3761caf4c6d20c77837e99322de4b1f6796d3b3d4ddaf43939a59e4cf96e161",
"code_commit": "46d71379d293a8d92309f458f55e6dce405a63c6",
"created_at": "2026-09-22T12:09:55.683270+00:00",
"data_quality": {
"alfred_available_from": "2026-09-11",
"metadata_verified_through": "2026-09-11",
"observation_age_days": 51,
"publisher_release_date_verified": false,
"release_date": null,
"status": "LAST_VERIFIED_SNAPSHOT",
"unproven_metadata_after_cutoff": true
},
"dataset_id": "9e3e95f4ca70f1bd1afe4a1082112bb1eacf46aafc7a97cf42c4e155aa0f2a09",
"event_probabilities": {
"direction_reference": 4.033444287559235,
"down": 0.8166666666666667,
"equal": 0.0,
"relation": "above",
"threshold": 4.533444287559235,
"threshold_event": 0.15833333333333333,
"up": 0.18333333333333332
},
"feature_version": "none-0",
"forecast_id": "2e99b14e81400d7051d1d4bd2a476a1c820d7e58c03a42e2205272d22145fc8a",
"historical_oos": {
"annual": [
{
"crps": 0.592943616798367,
"direction_accuracy": 0.6666666666666666,
"direction_brier": 0.17096064814814815,
"distribution_n": 12,
"end": "2011-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.019444444444444445,
"n": 3,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.14583333333333334,
"n": 4,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.23611111111111108,
"n": 3,
"observed_rate": 0.6666666666666666,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.49166666666666664,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.6166666666666667,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.16653356481481482,
"event_ece": 0.25347222222222227,
"mae": 0.7789674545603854,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.5833333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.088078431751319
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.8692911430742174
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 8.957933435379301
},
"positive_origin_months": 2,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.3980273394919753,
"rmse": 0.9171031377120524,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.1744183268853927,
"year": "2011"
},
{
"crps": 0.7772621713483175,
"direction_accuracy": 0.5833333333333334,
"direction_brier": 0.2066435185185185,
"distribution_n": 12,
"end": "2012-12-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.4770833333333333,
"n": 4,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": 0.5333333333333333,
"n": 3,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.6,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": 0.7520833333333333,
"n": 4,
"observed_rate": 0.5,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.2768981481481481,
"event_ece": 0.4263888888888889,
"mae": 1.0528965000571984,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.4166666666666667,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.1118802835280355
},
"pi80": {
"coverage": 0.8333333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.8874230005388033
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 8.957933435379301
},
"positive_origin_months": 2,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.575923840068113,
"rmse": 1.2414804941853872,
"start": "2012-01-27",
"status": "computed",
"training_scaled_mae": 0.2372832712990863,
"year": "2012"
},
{
"crps": 0.6501088368064645,
"direction_accuracy": 0.5833333333333334,
"direction_brier": 0.2145601851851852,
"distribution_n": 12,
"end": "2013-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.47708333333333336,
"n": 4,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": 0.5375000000000001,
"n": 2,
"observed_rate": 0.5,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.6583333333333333,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": 0.7833333333333333,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": 0.8138888888888888,
"n": 3,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": 0.925,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.2121932870370371,
"event_ece": 0.33819444444444446,
"mae": 0.82252937737156,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.5,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.1917574680946017
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.8974710722325536
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 8.957933435379301
},
"positive_origin_months": 5,
"positive_spells": 3,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.6833419057896473,
"rmse": 0.9225607567865284,
"start": "2013-01-25",
"status": "computed",
"training_scaled_mae": 0.188088979573108,
"year": "2013"
},
{
"crps": 1.7607458631256714,
"direction_accuracy": 0.5833333333333334,
"direction_brier": 0.27347222222222217,
"distribution_n": 12,
"end": "2014-12-26",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.38333333333333336,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.44375000000000003,
"n": 4,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": 0.5666666666666667,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.6375,
"n": 4,
"observed_rate": 0.25,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": 0.7083333333333334,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": 0.9,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.2581597222222222,
"event_ece": 0.4236111111111111,
"mae": 2.296212281553983,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.25,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.2740162601420475
},
"pi80": {
"coverage": 0.4166666666666667,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.929514371245787
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 8.957933435379301
},
"positive_origin_months": 2,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.3052543799278433,
"rmse": 2.702813036515069,
"start": "2014-01-31",
"status": "computed",
"training_scaled_mae": 0.5345850202473897,
"year": "2014"
},
{
"crps": 0.7858266311414237,
"direction_accuracy": 0.75,
"direction_brier": 0.14462384259259256,
"distribution_n": 12,
"end": "2015-12-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.275,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.35833333333333334,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.45,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": 0.5,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.6375,
"n": 2,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": 0.875,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": 0.9466666666666667,
"n": 5,
"observed_rate": 1.0,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.12518518518518518,
"event_ece": 0.2708333333333333,
"mae": 1.0915641078872322,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.4166666666666667,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.3295873579981716
},
"pi80": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.459042299907064
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 8.957933435379301
},
"positive_origin_months": 6,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.1098527918316352,
"rmse": 1.249542642678705,
"start": "2015-01-30",
"status": "computed",
"training_scaled_mae": 0.2576129349751824,
"year": "2015"
},
{
"crps": 0.5270401836758046,
"direction_accuracy": 0.9166666666666666,
"direction_brier": 0.0905150462962963,
"distribution_n": 12,
"end": "2016-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.25625000000000003,
"n": 4,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.4458333333333333,
"n": 2,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.65,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": 0.7583333333333333,
"n": 3,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": 0.8458333333333333,
"n": 2,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.10245370370370371,
"event_ece": 0.29305555555555557,
"mae": 0.6942497269460267,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.179467152480697
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.810013534475942
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 8.86042476994456
},
"positive_origin_months": 8,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.1966199348146667,
"rmse": 0.774891386705701,
"start": "2016-01-29",
"status": "computed",
"training_scaled_mae": 0.16656592334225925,
"year": "2016"
},
{
"crps": 0.630287790945502,
"direction_accuracy": 0.75,
"direction_brier": 0.12593171296296293,
"distribution_n": 12,
"end": "2017-12-29",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.15555555555555556,
"n": 3,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2625,
"n": 4,
"observed_rate": 0.25,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.48333333333333334,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.6916666666666667,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": 0.7583333333333333,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": 0.8416666666666667,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.11126736111111112,
"event_ece": 0.17013888888888887,
"mae": 0.9429260871986312,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.5833333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.8666252612019372
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.715100205273553
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 8.86042476994456
},
"positive_origin_months": 5,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.31740553614979,
"rmse": 1.0611371300182881,
"start": "2017-01-27",
"status": "computed",
"training_scaled_mae": 0.22984139517012311,
"year": "2017"
},
{
"crps": 0.36504861178452175,
"direction_accuracy": 0.9166666666666666,
"direction_brier": 0.10936921296296298,
"distribution_n": 12,
"end": "2018-12-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.05,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.15694444444444444,
"n": 6,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.23611111111111113,
"n": 3,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3333333333333333,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.4,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.049687499999999996,
"event_ece": 0.2027777777777778,
"mae": 0.315113414478053,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.5214292693454603
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.241661045978
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 8.68507444097538
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.6887636012511955,
"rmse": 0.3967466142904586,
"start": "2018-01-26",
"status": "computed",
"training_scaled_mae": 0.07770079088466166,
"year": "2018"
},
{
"crps": 0.7128016834623846,
"direction_accuracy": 0.8333333333333334,
"direction_brier": 0.1731828703703704,
"distribution_n": 12,
"end": "2019-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.14791666666666667,
"n": 4,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.24166666666666667,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3479166666666667,
"n": 4,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.4,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.625,
"n": 2,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.10663773148148148,
"event_ece": 0.29791666666666666,
"mae": 0.9407635052711772,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.5833333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.292203574643202
},
"pi80": {
"coverage": 0.75,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.0990301872165973
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 6.30521413601294
},
"positive_origin_months": 3,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.69608750349835,
"rmse": 1.2567744341208225,
"start": "2019-01-25",
"status": "computed",
"training_scaled_mae": 0.23385917749449803,
"year": "2019"
},
{
"crps": 1.4276719422327673,
"direction_accuracy": 0.75,
"direction_brier": 0.19774305555555552,
"distribution_n": 12,
"end": "2020-12-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.029166666666666667,
"n": 2,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.15277777777777776,
"n": 3,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.30833333333333335,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.6166666666666667,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": 0.8458333333333334,
"n": 2,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": 0.9583333333333334,
"n": 3,
"observed_rate": 1.0,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.21993634259259257,
"event_ece": 0.3256944444444444,
"mae": 1.8866182280654014,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.08333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.1789062113505517
},
"pi80": {
"coverage": 0.3333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.7917091377861465
},
"pi95": {
"coverage": 0.75,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.226218698430321
},
"positive_origin_months": 9,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.9781564527939004,
"rmse": 2.223775697585405,
"start": "2020-01-31",
"status": "computed",
"training_scaled_mae": 0.4750173839714141,
"year": "2020"
},
{
"crps": 5.421851447953379,
"direction_accuracy": 0.16666666666666666,
"direction_brier": 0.7615682870370369,
"distribution_n": 12,
"end": "2021-12-31",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.019444444444444445,
"n": 12,
"observed_rate": 0.8333333333333334,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.7958680555555556,
"event_ece": 0.8138888888888888,
"mae": 6.075661478345811,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.199051615728491
},
"pi80": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.9676461708575927
},
"pi95": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.475628960069149
},
"positive_origin_months": 10,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 7.828244080901562,
"rmse": 6.161578193167065,
"start": "2021-01-29",
"status": "computed",
"training_scaled_mae": 1.5523903474565974,
"year": "2021"
},
{
"crps": 2.616386508115055,
"direction_accuracy": 0.8333333333333334,
"direction_brier": 0.16504629629629627,
"distribution_n": 12,
"end": "2022-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.0125,
"n": 10,
"observed_rate": 0.2,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.12083333333333333,
"n": 2,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.16846064814814812,
"event_ece": 0.1763888888888889,
"mae": 3.3646142611535903,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.320366332132969
},
"pi80": {
"coverage": 0.5,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.495185772961805
},
"pi95": {
"coverage": 0.75,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 8.844195934932921
},
"positive_origin_months": 2,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 5.143540313097709,
"rmse": 3.932244645970359,
"start": "2022-01-28",
"status": "computed",
"training_scaled_mae": 0.8558090788406835,
"year": "2022"
},
{
"crps": 0.7657892325660075,
"direction_accuracy": 0.6666666666666666,
"direction_brier": 0.1827430555555556,
"distribution_n": 12,
"end": "2023-12-29",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.16666666666666666,
"n": 5,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2291666666666667,
"n": 6,
"observed_rate": 0.16666666666666666,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.325,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.11357638888888888,
"event_ece": 0.15694444444444447,
"mae": 1.1942839892032933,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.3333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.875520058131688
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 6.641196558220184
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 10.12963896621268
},
"positive_origin_months": 2,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 3.161915412156899,
"rmse": 1.224194787508509,
"start": "2023-01-27",
"status": "computed",
"training_scaled_mae": 0.2973685384003751,
"year": "2023"
},
{
"crps": 0.4981761430344506,
"direction_accuracy": 0.8333333333333334,
"direction_brier": 0.12724537037037037,
"distribution_n": 12,
"end": "2024-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.18125,
"n": 4,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.22777777777777777,
"n": 3,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.38333333333333336,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.44166666666666665,
"n": 2,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": 0.5833333333333334,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.6166666666666667,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.13447337962962966,
"event_ece": 0.3284722222222222,
"mae": 0.48627662909904074,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.925522470351524
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 6.454373709248064
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 10.12963896621268
},
"positive_origin_months": 5,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.587847446714369,
"rmse": 0.5495857460361069,
"start": "2024-01-26",
"status": "computed",
"training_scaled_mae": 0.12115296723027201,
"year": "2024"
},
{
"crps": 0.422718552984652,
"direction_accuracy": 1.0,
"direction_brier": 0.08527777777777779,
"distribution_n": 3,
"end": "2025-03-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.17916666666666664,
"n": 2,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.24166666666666667,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.04087962962962963,
"event_ece": 0.19999999999999998,
"mae": 0.0762170004329102,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 3,
"pi50": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 3,
"width": 1.8857720217166352
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 3,
"width": 6.454373709248066
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 3,
"width": 10.129638966212678
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.385042243657437,
"rmse": 0.07655282944348324,
"start": "2025-01-31",
"status": "computed",
"training_scaled_mae": 0.01910359591005992,
"year": "2025"
}
],
"crisis_excluded": {
"crps": 0.8725394525140636,
"direction_accuracy": 0.7446808510638298,
"direction_brier": 0.1632210401891253,
"distribution_n": 141,
"end": "2025-03-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.016666666666666666,
"n": 14,
"observed_rate": 0.14285714285714285,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.1596153846153846,
"n": 26,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.24262820512820513,
"n": 26,
"observed_rate": 0.15384615384615385,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.353125,
"n": 8,
"observed_rate": 0.25,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.45674603174603173,
"n": 21,
"observed_rate": 0.2857142857142857,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": 0.540625,
"n": 8,
"observed_rate": 0.25,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.6363095238095239,
"n": 14,
"observed_rate": 0.42857142857142855,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": 0.7533333333333333,
"n": 10,
"observed_rate": 0.6,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": 0.8357142857142856,
"n": 7,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": 0.936904761904762,
"n": 7,
"observed_rate": 1.0,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.15407210401891255,
"event_ece": 0.14893617021276595,
"mae": 1.131451686321583,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 171,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.7278151609050413,
"observed_months": 141,
"p_value": 0.001,
"repetitions": 1999,
"status": "computed",
"upper95": 1.6969767091116763
},
"n": 141,
"pi50": {
"coverage": 0.5602836879432624,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 171,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.3783273839877614,
"observed_months": 141,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.7205376234599328
},
"n": 141,
"width": 1.9439871220366904
},
"pi80": {
"coverage": 0.8865248226950354,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 171,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.7639582156973461,
"observed_months": 141,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.9825068870523415
},
"n": 141,
"width": 4.654353771086517
},
"pi95": {
"coverage": 0.9787234042553191,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 171,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.9256198347107438,
"observed_months": 141,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 1.0
},
"n": 141,
"width": 9.061851354303078
},
"positive_origin_months": 42,
"positive_spells": 15,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.2860150885022565,
"rmse": 1.6340380834714667,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.27266694038592887
},
"full": {
"crps": 1.2377277404376335,
"direction_accuracy": 0.7076023391812866,
"direction_brier": 0.20806489603638728,
"distribution_n": 171,
"end": "2025-03-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.01875,
"n": 28,
"observed_rate": 0.5,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.15757575757575756,
"n": 33,
"observed_rate": 0.0,
"sparse": false,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.24262820512820513,
"n": 26,
"observed_rate": 0.15384615384615385,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.343939393939394,
"n": 11,
"observed_rate": 0.2727272727272727,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.45674603174603173,
"n": 21,
"observed_rate": 0.2857142857142857,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": 0.540625,
"n": 8,
"observed_rate": 0.25,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.6350000000000001,
"n": 15,
"observed_rate": 0.4666666666666667,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": 0.7533333333333333,
"n": 10,
"observed_rate": 0.6,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": 0.8379629629629629,
"n": 9,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": 0.9433333333333334,
"n": 10,
"observed_rate": 1.0,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.20010883690708256,
"event_ece": 0.19746588693957115,
"mae": 1.5411741257052358,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 171,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.8232905528113643,
"observed_months": 171,
"p_value": 0.002,
"repetitions": 1999,
"status": "computed",
"upper95": 2.537594094974095
},
"n": 171,
"pi50": {
"coverage": 0.47953216374269003,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 171,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.2862573099415205,
"observed_months": 171,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.6666666666666666
},
"n": 171,
"width": 1.812340684372621
},
"pi80": {
"coverage": 0.7719298245614035,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 171,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.5555555555555556,
"observed_months": 171,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.9473684210526315
},
"n": 171,
"width": 4.341912395531812
},
"pi95": {
"coverage": 0.8947368421052632,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 171,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.7134502923976608,
"observed_months": 171,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 1.0
},
"n": 171,
"width": 8.4097218639428
},
"positive_origin_months": 61,
"positive_spells": 16,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.6854204280282117,
"rmse": 2.3054218105704516,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.37940140594726723
},
"horizon": 6,
"model": "persistence",
"nonoverlapping": {
"crps": 1.2393501204061292,
"direction_accuracy": 0.6551724137931034,
"direction_brier": 0.21988266283524904,
"distribution_n": 29,
"end": "2025-01-31",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.008333333333333333,
"n": 4,
"observed_rate": 0.5,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.16166666666666668,
"n": 5,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2291666666666667,
"n": 6,
"observed_rate": 0.16666666666666666,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3541666666666667,
"n": 2,
"observed_rate": 0.5,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.4520833333333333,
"n": 4,
"observed_rate": 0.5,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.6499999999999999,
"n": 4,
"observed_rate": 0.5,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": 0.7416666666666667,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": 0.8416666666666667,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": 0.9458333333333333,
"n": 2,
"observed_rate": 1.0,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.2168031609195402,
"event_ece": 0.18074712643678162,
"mae": 1.5862122863354742,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 169,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.9231956754847727,
"observed_months": 29,
"p_value": 0.001,
"repetitions": 1999,
"status": "computed",
"upper95": 2.5292980372322846
},
"n": 29,
"pi50": {
"coverage": 0.3793103448275862,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 169,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.17857142857142858,
"observed_months": 29,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.5666666666666667
},
"n": 29,
"width": 1.8202121754879694
},
"pi80": {
"coverage": 0.7931034482758621,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 169,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.5357142857142857,
"observed_months": 29,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.96875
},
"n": 29,
"width": 4.338575899327588
},
"pi95": {
"coverage": 0.896551724137931,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 169,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.7142857142857143,
"observed_months": 29,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 1.0
},
"n": 29,
"width": 8.42296997199923
},
"positive_origin_months": 11,
"positive_spells": 11,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.727561211073834,
"rmse": 2.295165233397936,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.3896027785208224
},
"series": "CPIAUCSL",
"split": "locked_historical_holdout",
"vs_historical_mean": {
"crps_improvement": 0.01977905565605592,
"crps_improvement_ci95": {
"block_months": 24,
"calendar_months": 171,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": -0.07279030071403128,
"observed_months": 171,
"p_value": 0.346,
"repetitions": 1999,
"status": "computed",
"upper95": 0.10774885028315404
},
"crps_n": 171,
"mae_improvement": 0.005263937294468135,
"mae_improvement_ci95": {
"block_months": 24,
"calendar_months": 171,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": -0.14861626865341943,
"observed_months": 171,
"p_value": 0.4765,
"repetitions": 1999,
"status": "computed",
"upper95": 0.14558801247825087
},
"n": 171,
"relative_mae_improvement": 0.003403910845454367
},
"vs_persistence": {
"crps_improvement": 0.0,
"crps_improvement_ci95": {
"block_months": 24,
"calendar_months": 171,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.0,
"observed_months": 171,
"p_value": 1.0,
"repetitions": 1999,
"status": "computed",
"upper95": 0.0
},
"crps_n": 171,
"mae_improvement": 0.0,
"mae_improvement_ci95": {
"block_months": 24,
"calendar_months": 171,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.0,
"observed_months": 171,
"p_value": 1.0,
"repetitions": 1999,
"status": "computed",
"upper95": 0.0
},
"n": 171,
"relative_mae_improvement": 0.0
}
},
"horizon": 6,
"information_cutoff": "2026-09-11",
"input": {
"actual": {
"available_from": "2026-09-11",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "367ab378ab31df19c71dc29fe157c71558f34b0c5d0773b725f33c60a29844c4",
"series_id": "CPIAUCSL",
"value": 334.131
},
"age_days": 41,
"anchor_month": "2026-08",
"baseline": 0.0,
"checksum": "3f475a9a4418cf979f677757b29c7f91f0482e20395319542fe8ea9613a33065",
"event": "above",
"input_rows": [
{
"available_from": "2026-09-11",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "367ab378ab31df19c71dc29fe157c71558f34b0c5d0773b725f33c60a29844c4",
"series_id": "CPIAUCSL",
"value": 334.131
},
{
"available_from": "2026-08-12",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-07-01",
"release_date": null,
"request_id": "367ab378ab31df19c71dc29fe157c71558f34b0c5d0773b725f33c60a29844c4",
"series_id": "CPIAUCSL",
"value": 332.813
},
{
"available_from": "2026-07-14",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-06-01",
"release_date": null,
"request_id": "367ab378ab31df19c71dc29fe157c71558f34b0c5d0773b725f33c60a29844c4",
"series_id": "CPIAUCSL",
"value": 332.568
},
{
"available_from": "2026-06-10",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-05-01",
"release_date": null,
"request_id": "367ab378ab31df19c71dc29fe157c71558f34b0c5d0773b725f33c60a29844c4",
"series_id": "CPIAUCSL",
"value": 333.979
},
{
"available_from": "2026-05-12",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-04-01",
"release_date": null,
"request_id": "367ab378ab31df19c71dc29fe157c71558f34b0c5d0773b725f33c60a29844c4",
"series_id": "CPIAUCSL",
"value": 332.407
},
{
"available_from": "2026-04-10",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-03-01",
"release_date": null,
"request_id": "367ab378ab31df19c71dc29fe157c71558f34b0c5d0773b725f33c60a29844c4",
"series_id": "CPIAUCSL",
"value": 330.293
},
{
"available_from": "2026-03-11",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-02-01",
"release_date": null,
"request_id": "367ab378ab31df19c71dc29fe157c71558f34b0c5d0773b725f33c60a29844c4",
"series_id": "CPIAUCSL",
"value": 327.46
}
],
"metadata": {
"frequency": "Monthly",
"provider": "U.S. Bureau of Labor Statistics",
"release": "Consumer Price Index",
"seasonal_adjustment": "Seasonally Adjusted",
"title": "Consumer Price Index for All Urban Consumers: All Items in U.S. City Average",
"units": "Index 1982-1984=100"
},
"reference": 4.033444287559235,
"threshold": 4.533444287559235
},
"latest_actual": {
"available_from": "2026-09-11",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "367ab378ab31df19c71dc29fe157c71558f34b0c5d0773b725f33c60a29844c4",
"series_id": "CPIAUCSL",
"value": 334.131
},
"limitations": [
"No demonstrated predictive edge; unvalidated event probabilities",
"Day-end archive availability, not intraday publisher timestamp",
"Information set stops at official metadata coverage; no extrapolation through requested cutoff",
"First archive availability is not proven first publisher release",
"Overlapping residuals; no coverage guarantee; no parameter CI or probability uncertainty estimate",
"Calibration uses frozen Phase 3B 90-day labels; new live labels are not yet available",
"Growth horizon is measured from origin month; anchor can precede origin",
"Historical performance is retrospective, not live performance"
],
"model_id": "persistence",
"model_version": "3C.1.0",
"origin_month": "2026-09",
"outcome_definition": "UNRATE target level; other targets annualized log growth from anchor to target, both endpoints in outcome vintage",
"point_forecast": {
"mean": 3.0544103668683382,
"median": 2.4802841938767806,
"raw_baseline": 0.0
},
"prediction_intervals": {
"0.5": [
1.7045608607132778,
3.353141449749225
],
"0.8": [
0.9938978708051571,
6.916718007855394
],
"0.95": [
-0.029135700308600868,
8.939018087320525
]
},
"predictive_distribution": {
"family": "prequential_empirical",
"mean": 3.0544103668683382,
"median": 2.4802841938767806,
"parameter_confidence_interval": null,
"prediction_intervals": {
"0.5": [
1.7045608607132778,
3.353141449749225
],
"0.8": [
0.9938978708051571,
6.916718007855394
],
"0.95": [
-0.029135700308600868,
8.939018087320525
]
},
"probability_estimate_uncertainty": null,
"support": [
-0.9764494529497002,
-0.4622765671448016,
-0.40607286245839436,
-0.019470644868863667,
0.15642642421060957,
0.18496375858676567,
0.49316435860961355,
0.5693340443570777,
0.6111591969336002,
0.765267599535908,
0.841050904935377,
0.8640652925683405,
1.0083237128314706,
1.0298448450558797,
1.0473430979204101,
1.0493482887707368,
1.1060871007261646,
1.1224280035535306,
1.165017180956098,
1.2692597827420773,
1.3390824193795416,
1.414704376162567,
1.5196140438232941,
1.5210127319733044,
1.537364747197213,
1.5691633083508751,
1.5723688673014682,
1.593647283435548,
1.6233466819088542,
1.6658787243743896,
1.717454906159574,
1.761047197900318,
1.7796756232473836,
1.8699057796998413,
1.9123747770558046,
1.9263755716365254,
1.9720907597215138,
1.990077552128296,
1.9937239623077225,
2.018470989393959,
2.0936964929129087,
2.183807270891115,
2.187566277591813,
2.227496102794312,
2.2789825666599444,
2.2830796739647856,
2.2969476658664782,
2.316364419827543,
2.3187352486969117,
2.3187775303272855,
2.345342006683023,
2.359955896066235,
2.3712230201976645,
2.38163493083682,
2.42602290665499,
2.427295587227889,
2.4381617418036403,
2.443280699459778,
2.444751469779637,
2.459570745957333,
2.5009976417962276,
2.6403137944488964,
2.7034870582936743,
2.7146490031257677,
2.7257109463784803,
2.774061564444551,
2.787835271653708,
2.8010214037211343,
2.8177658465767874,
2.9107837835598733,
2.952704049391919,
2.9669228742909604,
2.9839459037901395,
2.994527667076839,
3.011875830339276,
3.026189264986669,
3.044855232234232,
3.057460028656114,
3.139459087624602,
3.145009192834913,
3.174528353015394,
3.226542962785004,
3.2295472449631992,
3.2393577631298074,
3.266234589808896,
3.2693058258998398,
3.270667751578147,
3.2832894952223586,
3.345368575845088,
3.350411880375324,
3.361330157870927,
3.4541653286671834,
3.5786006530878134,
3.6234830100170257,
3.64858242217733,
3.7222022370296717,
3.7254067564120965,
3.7372773315917707,
4.036668175624081,
4.348234814826758,
4.485655280575796,
5.242947910895657,
5.8317302584267265,
6.060932852995664,
6.481377086766569,
6.80857690729633,
6.876369260738632,
6.906849525159555,
7.005534352117939,
7.20341843581682,
7.3948405366239784,
7.419183117910062,
7.424952525242329,
7.555239583050317,
8.126638581762977,
8.80304473510969,
8.937830085015912,
8.985350177200436,
9.026413159333618,
10.042692254779068
],
"uncertainty_limit": "Predictive residual distribution only; no exchangeability or coverage guarantee"
},
"primary_scoring_vintage": "target month end + 90 days; first archive and later revisions are separate diagnostics",
"record_type": "LIVE_FORECAST",
"requested_information_cutoff": "2026-09-21",
"target_date": "2027-03-31",
"target_definition": {
"event": "above",
"measure": "annualized_log_growth",
"name": "Headline CPI inflation",
"threshold_change": 0.5,
"units": "annualized log percent"
},
"target_id": "CPIAUCSL",
"target_month": "2027-03",
"units": "annualized log percent",
"validation_status": "EXPERIMENTAL"
},
{
"calibration": {
"checksum": "7cc4f2595427868fac710e8733562ac7317b05b09e522cb58f4765e0d6822f06",
"historical_dataset_id": "14d979068a64284b9b5cc7f1b611bd01a9899675a73303b5f0db955d6a2ba14c",
"historical_run_id": "34d2637c4beed41deb69ddba0f9c5e892fb8592ecd2304e3fe05a5241e5c6018",
"residuals": [
{
"available_at": "2016-01-29",
"cutoff": "2014-10-31",
"error": 0.16145719194960834,
"forecast_id": "7b4c104c28c162dbd8ecbe6fa78da6df0b8158bc6652e44b7a63653e0772bf7b",
"label_vintage": "2016-01-29"
},
{
"available_at": "2016-02-28",
"cutoff": "2014-11-28",
"error": 0.2525137783204162,
"forecast_id": "a234bcde7548b9ba88bb1cfb258cc0b3ed5aa7605a19cb97e1e1aed8ca48fc18",
"label_vintage": "2016-02-28"
},
{
"available_at": "2016-03-30",
"cutoff": "2014-12-26",
"error": 0.3029655445763969,
"forecast_id": "29578c614c3bf3974979664fac2bba78f8825549af36935f57995668c1ca19eb",
"label_vintage": "2016-03-30"
},
{
"available_at": "2016-04-30",
"cutoff": "2015-01-30",
"error": 0.6391547077345666,
"forecast_id": "287f17e7a2bcc1b00ef996d18e842cec4b901cd024f8013804e426c817256f72",
"label_vintage": "2016-04-30"
},
{
"available_at": "2016-05-29",
"cutoff": "2015-02-27",
"error": 1.0752990013726413,
"forecast_id": "c3e31910dfb6e3a1bff8693c8364e4097a8baf9f787d9e7635079884e964f69e",
"label_vintage": "2016-05-29"
},
{
"available_at": "2016-06-29",
"cutoff": "2015-03-27",
"error": 0.9770371006506794,
"forecast_id": "d9c36119cf2a5eeabb6215ce165eab0b3b5e07ad98dac2d2de43a2772365cc8e",
"label_vintage": "2016-06-29"
},
{
"available_at": "2016-07-29",
"cutoff": "2015-04-24",
"error": 1.1786793311907886,
"forecast_id": "bb61168cc42da260779ee36ee191e3828a6f05c6cb4c631b8a0662d7bdd818ce",
"label_vintage": "2016-07-29"
},
{
"available_at": "2016-08-29",
"cutoff": "2015-05-29",
"error": 1.2472025320659037,
"forecast_id": "aa072d4776b275614b14f512b5108e2e849136fa7ea71d21ca05527466b69023",
"label_vintage": "2016-08-29"
},
{
"available_at": "2016-09-28",
"cutoff": "2015-06-26",
"error": 1.1813458101782872,
"forecast_id": "537418b7b0a84fdbc935ad4b8076e64df9e00ab2bf5cf4908cb5634ff9ac9423",
"label_vintage": "2016-09-28"
},
{
"available_at": "2016-10-29",
"cutoff": "2015-07-31",
"error": 0.9234076394766363,
"forecast_id": "37a6f8fd5ca5e5f21b5d140daead1ad68645ee0e4633094bd55d8253e51fb02b",
"label_vintage": "2016-10-29"
},
{
"available_at": "2016-11-29",
"cutoff": "2015-08-28",
"error": 0.9913756263855962,
"forecast_id": "ca488a645b56949a57e27307ed518ac3610dcf807cebc8f27fd4e018e064b22f",
"label_vintage": "2016-11-29"
},
{
"available_at": "2016-12-29",
"cutoff": "2015-09-25",
"error": 1.272298797611461,
"forecast_id": "dd2213966bf02c09b7820d8f7f8264e7710905747ea44133323f22a3d7ef0cda",
"label_vintage": "2016-12-29"
},
{
"available_at": "2017-01-29",
"cutoff": "2015-10-30",
"error": 1.6846286342396835,
"forecast_id": "43c74511705a1b21ce6d490896750af91d377947e983ea34898fa62502304b63",
"label_vintage": "2017-01-29"
},
{
"available_at": "2017-02-28",
"cutoff": "2015-11-27",
"error": 1.695079413807854,
"forecast_id": "0e7527bbeb4f211c2a68c9955a36cd6b66991d2882ea8629e4cebc9fdff73f5b",
"label_vintage": "2017-02-28"
},
{
"available_at": "2017-03-31",
"cutoff": "2015-12-25",
"error": 1.7918051182217714,
"forecast_id": "2d06efd702a473d57cbe8838269d3d7450996f21b2b88d08dc3951697c6054c7",
"label_vintage": "2017-03-31"
},
{
"available_at": "2017-05-01",
"cutoff": "2016-01-29",
"error": 2.4177370428528175,
"forecast_id": "389a6d3cf374bb52f774f2af38e185a33715bfa1f9932cafecc0abe4b11b30c3",
"label_vintage": "2017-05-01"
},
{
"available_at": "2017-05-29",
"cutoff": "2016-02-26",
"error": 2.4294813183521637,
"forecast_id": "98d35f0bb6703b7c6f77dbbdbf6817e931c3007b4f5dbe42a75339b3f7126969",
"label_vintage": "2017-05-29"
},
{
"available_at": "2017-06-29",
"cutoff": "2016-03-25",
"error": 2.278863652242524,
"forecast_id": "26b3ebb244d3c8f71c837f0cca447a6361ea23c7b4e32e69d9227c850f17ae75",
"label_vintage": "2017-06-29"
},
{
"available_at": "2017-07-29",
"cutoff": "2016-04-29",
"error": 2.3277420591508013,
"forecast_id": "37c7233ad3c5ddbc60e9a5656c0b4bad6e321fd771a2aa484a6b6171caf59be7",
"label_vintage": "2017-07-29"
},
{
"available_at": "2017-08-29",
"cutoff": "2016-05-27",
"error": 1.8884619608403967,
"forecast_id": "5a630a22eacb67e4d1284f8ba38277cb810b7b7dd54b72c777f9ffaa82724d37",
"label_vintage": "2017-08-29"
},
{
"available_at": "2017-09-28",
"cutoff": "2016-06-24",
"error": 1.6920137180795458,
"forecast_id": "3215f18cb8f5a0dc2ac5a203e4a70b434fd3bf72829177dc318bc7e261d5d553",
"label_vintage": "2017-09-28"
},
{
"available_at": "2017-10-29",
"cutoff": "2016-07-29",
"error": 1.604728065735054,
"forecast_id": "53fa02872b8a1da1b3d3a8f8a3418dfd8ced0a9524077c37b3cf3db190cf2d14",
"label_vintage": "2017-10-29"
},
{
"available_at": "2017-11-29",
"cutoff": "2016-08-26",
"error": 1.9538602176147513,
"forecast_id": "7d0ba03087885b4f51d8083114f96c06d8b1159110cff45db8c6bc8a68b3855d",
"label_vintage": "2017-11-29"
},
{
"available_at": "2017-12-29",
"cutoff": "2016-09-30",
"error": 2.2696802945140897,
"forecast_id": "054bbc3ef4fbc984fcf62253a9857beade6dd98e78297e781dfebd0dae3a1cfc",
"label_vintage": "2017-12-29"
},
{
"available_at": "2018-01-29",
"cutoff": "2016-10-28",
"error": 2.1326676582451944,
"forecast_id": "d573e37214fcb0646ad900aaf00a417ceff68dc38f2cd835f95b32faa68c7de2",
"label_vintage": "2018-01-29"
},
{
"available_at": "2018-02-28",
"cutoff": "2016-11-25",
"error": 2.168323927667032,
"forecast_id": "14700ebc19f09a6e697e3b2419986a31a3a32f7d424c738a43f13b00a81fd501",
"label_vintage": "2018-02-28"
},
{
"available_at": "2018-03-31",
"cutoff": "2016-12-30",
"error": 2.1963134932173403,
"forecast_id": "036f873bb902db02d61f0930322f5de992d607a47583018bab023c19e6f89571",
"label_vintage": "2018-03-31"
},
{
"available_at": "2018-05-01",
"cutoff": "2017-01-27",
"error": 2.424386705033872,
"forecast_id": "cec3940e9cb5caa70f7e2a51862244d03ce796e50ddbdd545ae3e5a1cbf66f3b",
"label_vintage": "2018-05-01"
},
{
"available_at": "2018-05-29",
"cutoff": "2017-02-24",
"error": 2.0910260847888984,
"forecast_id": "8e1e4d310c7555e7718fd38b4685049f226bd31576fc558b57fa7b5a73b28690",
"label_vintage": "2018-05-29"
},
{
"available_at": "2018-06-29",
"cutoff": "2017-03-31",
"error": 2.004962608071271,
"forecast_id": "75dab6c791fe838f668e1a879a2a5beacd0a09fbd44858a6df8763ae1fd50a17",
"label_vintage": "2018-06-29"
},
{
"available_at": "2018-07-29",
"cutoff": "2017-04-28",
"error": 2.354326191973447,
"forecast_id": "934493c2c855bd090efe8bfb181103815d04409337b7991396076fb142d0ea8c",
"label_vintage": "2018-07-29"
},
{
"available_at": "2018-08-29",
"cutoff": "2017-05-26",
"error": 2.4068226650785975,
"forecast_id": "46a613238f379c8e9b307cc436800e79371d48886d81e1a387b3b9ef72e77dee",
"label_vintage": "2018-08-29"
},
{
"available_at": "2018-09-28",
"cutoff": "2017-06-30",
"error": 2.5919677853187766,
"forecast_id": "af79d1a63e7d977f1390d402d587856dbc427f78e563c4a31fc65c30c12c9f17",
"label_vintage": "2018-09-28"
},
{
"available_at": "2018-10-29",
"cutoff": "2017-07-28",
"error": 2.70391093441519,
"forecast_id": "9d5a09c10f95642b09a25d00cfcea14142d6acb3faabe1b571649a4bb3baeb9b",
"label_vintage": "2018-10-29"
},
{
"available_at": "2018-11-29",
"cutoff": "2017-08-25",
"error": 2.832260181882955,
"forecast_id": "42f67b4addc4f4e806e1bef9861536084921e701b807fb8e319a4c712b167cae",
"label_vintage": "2018-11-29"
},
{
"available_at": "2018-12-29",
"cutoff": "2017-09-29",
"error": 2.499530842347543,
"forecast_id": "6fa16286487d77ef2c11fe112e2890f8aaf0044444d93a279ac1be532dd652b9",
"label_vintage": "2018-12-29"
},
{
"available_at": "2019-01-29",
"cutoff": "2017-10-27",
"error": 2.37984893236022,
"forecast_id": "01c155c0c34980edf71e0c7aa2a4e3bf50a31c5bb6bd9e5cc25f74e0042bc8ec",
"label_vintage": "2019-01-29"
},
{
"available_at": "2019-02-28",
"cutoff": "2017-11-24",
"error": 2.282358416780778,
"forecast_id": "91d3d981175b8771a95e682c522ca7457ca3cf85f834835141cda59aedff952b",
"label_vintage": "2019-02-28"
},
{
"available_at": "2019-03-31",
"cutoff": "2017-12-29",
"error": 1.990381257176813,
"forecast_id": "6d71cadef7c3a1203d476da8f313d1072b870fb3d8c6c0a403373bb55a7d207c",
"label_vintage": "2019-03-31"
},
{
"available_at": "2019-05-01",
"cutoff": "2018-01-26",
"error": 1.760002126664945,
"forecast_id": "6fc902fffcbb0d45f2435eb4c6bf28d78bbe81d6b38f5cf80465499d194d92f6",
"label_vintage": "2019-05-01"
},
{
"available_at": "2019-05-29",
"cutoff": "2018-02-23",
"error": 1.555301987707368,
"forecast_id": "2d346ec3fcef63077b67e5b9f24d3e412778b75eb1de1dfc8a357254102d45c2",
"label_vintage": "2019-05-29"
},
{
"available_at": "2019-06-29",
"cutoff": "2018-03-30",
"error": 1.7522812882304197,
"forecast_id": "081d06138b64b9d1d715bb7759e18968073bcfc61b758130ed3577e77c6f2d4a",
"label_vintage": "2019-06-29"
},
{
"available_at": "2019-07-29",
"cutoff": "2018-04-27",
"error": 1.998270146140542,
"forecast_id": "bf4be383061b7ec42369a8a4121945ad8f02e07e03f777ef9d385fde49fbf3f3",
"label_vintage": "2019-07-29"
},
{
"available_at": "2019-08-29",
"cutoff": "2018-05-25",
"error": 1.9002739625943532,
"forecast_id": "d1013ff33df11630a09981788c5004f0a4f40d4787cfda144cb0a443932412a8",
"label_vintage": "2019-08-29"
},
{
"available_at": "2019-09-28",
"cutoff": "2018-06-29",
"error": 1.7000606569437573,
"forecast_id": "02cf8e48740b9a8458bd26218ed46eca2571d31bf14fc1558e5123a42bc4174d",
"label_vintage": "2019-09-28"
},
{
"available_at": "2019-10-29",
"cutoff": "2018-07-27",
"error": 1.8294915537473044,
"forecast_id": "73ef58e37038888604a560527ca5617981d1417c9f5ac02e53ffb14e571d2c4b",
"label_vintage": "2019-10-29"
},
{
"available_at": "2019-11-29",
"cutoff": "2018-08-31",
"error": 1.7095414433743277,
"forecast_id": "1c31b75b82591f3b24a2a74904e696cea63c46bd63baf0a71029b855fd67f91d",
"label_vintage": "2019-11-29"
},
{
"available_at": "2019-12-29",
"cutoff": "2018-09-28",
"error": 1.62702384077046,
"forecast_id": "992848196c4c759dfe233d231a58932b1489752944b6cbd26ade3f00ecc87b4b",
"label_vintage": "2019-12-29"
},
{
"available_at": "2020-01-29",
"cutoff": "2018-10-26",
"error": 1.9071909020014113,
"forecast_id": "a11c1b0bc192ecfbc36bc20789885f8bc10b193c224c9dfc8a24f18ceefa8b39",
"label_vintage": "2020-01-29"
},
{
"available_at": "2020-02-28",
"cutoff": "2018-11-30",
"error": 1.8248773360398323,
"forecast_id": "d30441cdc976ae7cfbccfebb47a15b5b3f9c9fb62aca6ea6e07cda51908beb2f",
"label_vintage": "2020-02-28"
},
{
"available_at": "2020-03-30",
"cutoff": "2018-12-28",
"error": 2.088591591115591,
"forecast_id": "d72649610b2eaf0efdf0a9ecc5781044981d4a22a87d621bba31d4cae5053a8f",
"label_vintage": "2020-03-30"
},
{
"available_at": "2020-04-30",
"cutoff": "2019-01-25",
"error": 2.2260769469469976,
"forecast_id": "1a8eae5c905db8c5bf5bb73e0eb9cea183678b35dd77baa9d1de5ad5a8d00a03",
"label_vintage": "2020-04-30"
},
{
"available_at": "2020-05-29",
"cutoff": "2019-02-22",
"error": 2.345708708929459,
"forecast_id": "4c68394de66fae74a0c99271fae67b144543262515867c5eb7dfc860c6fbbdda",
"label_vintage": "2020-05-29"
},
{
"available_at": "2020-06-29",
"cutoff": "2019-03-29",
"error": 1.723638445289185,
"forecast_id": "59e1fe77b81ee61437327f33386a6e8b8919aea99f3d45afc69df7891b727747",
"label_vintage": "2020-06-29"
},
{
"available_at": "2020-07-29",
"cutoff": "2019-04-26",
"error": 0.6541242321266535,
"forecast_id": "f5fcff1000fda676d0d35d7fc941f445fb5da14c2b687e342df0bdf4e1823c90",
"label_vintage": "2020-07-29"
},
{
"available_at": "2020-08-29",
"cutoff": "2019-05-31",
"error": 0.29822703014083096,
"forecast_id": "bb28206dfd3798036b7316d9624141aee4a5c8b5c801c71690378f3fb848bfca",
"label_vintage": "2020-08-29"
},
{
"available_at": "2020-09-28",
"cutoff": "2019-06-28",
"error": 0.7375560430099422,
"forecast_id": "20f650895622242f940104e2ae2e5b409138dafd495da7200a40886a14469c9b",
"label_vintage": "2020-09-28"
},
{
"available_at": "2020-10-29",
"cutoff": "2019-07-26",
"error": 1.1925430973111937,
"forecast_id": "d8921192c8fa95c39afe5b8af9ece1394dd79a799d578484f4dd899e087488a2",
"label_vintage": "2020-10-29"
},
{
"available_at": "2020-11-29",
"cutoff": "2019-08-30",
"error": 1.2864668452170809,
"forecast_id": "cd7c966f1b7f2aa725f290502748d34029ff73a877492f6d0531742b2094e4d4",
"label_vintage": "2020-11-29"
},
{
"available_at": "2020-12-29",
"cutoff": "2019-09-27",
"error": 1.3993782672381332,
"forecast_id": "e01506e4716f159081d0f2e8b9cdcf6d49f6bfbd3d3093c659f61dba44663bdf",
"label_vintage": "2020-12-29"
},
{
"available_at": "2021-01-29",
"cutoff": "2019-10-25",
"error": 1.3328933925657849,
"forecast_id": "673e43dc547583ad49ed108e108228557cdac9c56358afd88922e2606f6e79a7",
"label_vintage": "2021-01-29"
},
{
"available_at": "2021-02-28",
"cutoff": "2019-11-29",
"error": 1.260912542629586,
"forecast_id": "6888e5c30cccd587a2d558252f852e6ff096a7b684c047dbe3c7de765e3c04d8",
"label_vintage": "2021-02-28"
},
{
"available_at": "2021-03-31",
"cutoff": "2019-12-27",
"error": 1.2689311697813639,
"forecast_id": "462b74ca9bbfa59d78ae29e5bd3d6468f64f2e335d36b85b7b716ee21b88044f",
"label_vintage": "2021-03-31"
},
{
"available_at": "2021-05-01",
"cutoff": "2020-01-31",
"error": 1.4288951496300804,
"forecast_id": "aa7079c0364b600005a54437626e891cc4ece46bca2a6d0d5ddbf9b85638e1f5",
"label_vintage": "2021-05-01"
},
{
"available_at": "2021-05-29",
"cutoff": "2020-02-28",
"error": 1.5828162006565007,
"forecast_id": "e188e6d53e2f7e43f8b3392ee05afa5617ebc38778d5e6355fed947d7e3aa5cb",
"label_vintage": "2021-05-29"
},
{
"available_at": "2021-06-29",
"cutoff": "2020-03-27",
"error": 2.104624120414359,
"forecast_id": "90b1c837e7cce4abbc12f7cd41a552a055f0b430a8ed0983fea5027baf2016b1",
"label_vintage": "2021-06-29"
},
{
"available_at": "2021-07-29",
"cutoff": "2020-04-24",
"error": 3.1109814023488767,
"forecast_id": "7f6f8aabb6d6dd7e5de31ff79ab0e45be571d46d9a9c043964908fd7eafa5d1f",
"label_vintage": "2021-07-29"
},
{
"available_at": "2021-08-29",
"cutoff": "2020-05-29",
"error": 4.348954770072567,
"forecast_id": "c1e941e619722807e158c163a455c42ef6985c9c60242c5b47d967cf2bf3a1fd",
"label_vintage": "2021-08-29"
},
{
"available_at": "2021-09-28",
"cutoff": "2020-06-26",
"error": 5.270570899414308,
"forecast_id": "1369ad9a834695b2061afba44e433911f69f126768c9b2348399582a8a718add",
"label_vintage": "2021-09-28"
},
{
"available_at": "2021-10-29",
"cutoff": "2020-07-31",
"error": 5.224901272783653,
"forecast_id": "752cec9575827a9c9e4efa848d6f48d40ef3c63a51cb8ef26b51354a91940619",
"label_vintage": "2021-10-29"
},
{
"available_at": "2021-11-29",
"cutoff": "2020-08-28",
"error": 5.004721489905956,
"forecast_id": "140ecc76622f12d2411aba4f5f316acf4576d771a15396060e44a04505f04f44",
"label_vintage": "2021-11-29"
},
{
"available_at": "2021-12-29",
"cutoff": "2020-09-25",
"error": 5.061465075381537,
"forecast_id": "690a155e585ba57c88035a78bc65061f0a2f6b020e94e057cef01e0666371ce1",
"label_vintage": "2021-12-29"
},
{
"available_at": "2022-01-29",
"cutoff": "2020-10-30",
"error": 5.701483917832319,
"forecast_id": "c55083029b9e077b442c808a7a287a0e07d0f71ebeb8c35fd9c0eeeabce6f529",
"label_vintage": "2022-01-29"
},
{
"available_at": "2022-02-28",
"cutoff": "2020-11-27",
"error": 6.227969543166427,
"forecast_id": "6c29118516ee95b4745181ba0deca4045e7ae703aa233c4ebc72a03eec8fa64e",
"label_vintage": "2022-02-28"
},
{
"available_at": "2022-03-31",
"cutoff": "2020-12-25",
"error": 6.6266429441808,
"forecast_id": "738138815efd9b1f2706f11620df52f13adec196f82ad92fce40427e13f0e5db",
"label_vintage": "2022-03-31"
},
{
"available_at": "2022-05-01",
"cutoff": "2021-01-29",
"error": 6.922196180547711,
"forecast_id": "192b2144659d79dbae20dd1fc2e51e61ca9a5e05dfb926aa62c29de190fb94c2",
"label_vintage": "2022-05-01"
},
{
"available_at": "2022-05-29",
"cutoff": "2021-02-26",
"error": 7.431443690631961,
"forecast_id": "973a70fb15d38f89ef4fd774a634a9d8bca9c4d0ef91e2c03e09aaf96558b844",
"label_vintage": "2022-05-29"
},
{
"available_at": "2022-06-29",
"cutoff": "2021-03-26",
"error": 8.167137231884839,
"forecast_id": "fe993c21f5afc531181ef016482126ca85273e079511a3d4d113b49af809bf0f",
"label_vintage": "2022-06-29"
},
{
"available_at": "2022-07-29",
"cutoff": "2021-04-30",
"error": 7.885332641835253,
"forecast_id": "54d60c40f8ebc7d2b522e26fe6bd8452082b7b749879ce7f8ae3dd62a8635abf",
"label_vintage": "2022-07-29"
},
{
"available_at": "2022-08-29",
"cutoff": "2021-05-28",
"error": 8.19001334569406,
"forecast_id": "0529eb129131f5d7cdc6e51a146b543dc27df52fa6b522fde0ad4b4af025d978",
"label_vintage": "2022-08-29"
},
{
"available_at": "2022-09-28",
"cutoff": "2021-06-25",
"error": 8.756957723921536,
"forecast_id": "7c8edd4a01c025b783226b818c2e7dbefe80aac2f6d387db55e53521a1894986",
"label_vintage": "2022-09-28"
},
{
"available_at": "2022-10-29",
"cutoff": "2021-07-30",
"error": 7.93299907212117,
"forecast_id": "5f175ba58110db586c310d379157c76aecef197930bdc2ff1f83e4784580c014",
"label_vintage": "2022-10-29"
},
{
"available_at": "2022-11-29",
"cutoff": "2021-08-27",
"error": 7.624295778718855,
"forecast_id": "116a71501e55ef49e7e3ee49d9d0381634512c31ecb6218e7ad6bc9eed9f6d70",
"label_vintage": "2022-11-29"
},
{
"available_at": "2022-12-29",
"cutoff": "2021-09-24",
"error": 7.672464580669069,
"forecast_id": "f3a5a5393049a37beda84b221e1f112c9cedb57a148f457a14d3af466e8b817e",
"label_vintage": "2022-12-29"
},
{
"available_at": "2023-01-29",
"cutoff": "2021-10-29",
"error": 7.697787240878798,
"forecast_id": "a3f0f00d8d7a3304c59483ded25efdfd3a2f8373bdc56c36a17436e9690271ca",
"label_vintage": "2023-01-29"
},
{
"available_at": "2023-02-28",
"cutoff": "2021-11-26",
"error": 7.089951079219908,
"forecast_id": "ef1003d61a590e315bc30e7af9af53f53de21b87347bf7003501b09a9f7fe7a1",
"label_vintage": "2023-02-28"
},
{
"available_at": "2023-03-31",
"cutoff": "2021-12-31",
"error": 6.483205416302424,
"forecast_id": "6dfafdb0249e45716e57c4a4d1231030d8658992c8eafb28f867e5f51608d029",
"label_vintage": "2023-03-31"
},
{
"available_at": "2023-05-01",
"cutoff": "2022-01-28",
"error": 6.241393283832058,
"forecast_id": "8ad009ac23ae4ce3468fee467eee567dc203941d46f2d7054b223006d9224832",
"label_vintage": "2023-05-01"
},
{
"available_at": "2023-05-29",
"cutoff": "2022-02-25",
"error": 6.021400891428806,
"forecast_id": "bce24136e5d99930655d0b17950739827015217b10770ed12b9e4a4991b478ab",
"label_vintage": "2023-05-29"
},
{
"available_at": "2023-06-29",
"cutoff": "2022-03-25",
"error": 5.415805987428323,
"forecast_id": "dc9902473da67e509e6929516eda9ffbd6859154b4dcf7b784314227435e1a13",
"label_vintage": "2023-06-29"
},
{
"available_at": "2023-07-29",
"cutoff": "2022-04-29",
"error": 4.8310779351078414,
"forecast_id": "b7b891358e4276a31dcc08c94bdf6a658659dc34927a72010a3b171c13a60f53",
"label_vintage": "2023-07-29"
},
{
"available_at": "2023-08-29",
"cutoff": "2022-05-27",
"error": 4.580572749569151,
"forecast_id": "4a9cf6a6a3d47867fb30d2aa10c5d85ae44c5c636b0aeeeb8bc0f800a548e35a",
"label_vintage": "2023-08-29"
},
{
"available_at": "2023-09-28",
"cutoff": "2022-06-24",
"error": 3.9009907125360517,
"forecast_id": "83da1657a3610548a348445f5800a2a70f1cb9626b70de70521120377d7a725b",
"label_vintage": "2023-09-28"
},
{
"available_at": "2023-10-29",
"cutoff": "2022-07-29",
"error": 2.964820285838565,
"forecast_id": "9af6c692d0a65dfda9bca1be4baecc44960c8eafea79b79be174f89b55f7b170",
"label_vintage": "2023-10-29"
},
{
"available_at": "2023-11-29",
"cutoff": "2022-08-26",
"error": 3.5769468102515,
"forecast_id": "30ae427c7011b30206637e4aa90258737b2963f737c012aed048ff598472b9d7",
"label_vintage": "2023-11-29"
},
{
"available_at": "2023-12-29",
"cutoff": "2022-09-30",
"error": 3.7249645411131915,
"forecast_id": "76d95da783cd172d6f9a7619e80bd5bdddb1a5f35163bc3a522b71dd309ae8f9",
"label_vintage": "2023-12-29"
},
{
"available_at": "2024-01-29",
"cutoff": "2022-10-28",
"error": 3.3861470673785434,
"forecast_id": "bcef7a02768cb885a6da645b433142200bf5316c5475b40d4dbdb6e07f9a72f3",
"label_vintage": "2024-01-29"
},
{
"available_at": "2024-02-28",
"cutoff": "2022-11-25",
"error": 3.096374101190284,
"forecast_id": "d888eff42758c16875451a636db5bb3dd084cbfece074229901bff16b880998d",
"label_vintage": "2024-02-28"
},
{
"available_at": "2024-03-30",
"cutoff": "2022-12-30",
"error": 3.068340398926572,
"forecast_id": "39d8da6eec75251828b076c502451778bf2de8d5aa094831e7db6fb6083a767e",
"label_vintage": "2024-03-30"
},
{
"available_at": "2024-04-30",
"cutoff": "2023-01-27",
"error": 3.299172807048237,
"forecast_id": "cf189e9b342b7d7ce7ea21805fa6c0ddb4f4667e8e178ce8e88d49de965826b3",
"label_vintage": "2024-04-30"
},
{
"available_at": "2024-05-29",
"cutoff": "2023-02-24",
"error": 3.2305931775425885,
"forecast_id": "e887211f094ed331bb82771acc29b520482a94b5cfad7c01ae7262b31e91d320",
"label_vintage": "2024-05-29"
},
{
"available_at": "2024-06-29",
"cutoff": "2023-03-31",
"error": 3.2252519303392475,
"forecast_id": "7727ae5f83a3b1cd066f8f5278d2ff74549c83ae4646d1353444cdba896e6524",
"label_vintage": "2024-06-29"
},
{
"available_at": "2024-07-29",
"cutoff": "2023-04-28",
"error": 3.4417235107408173,
"forecast_id": "439c6ca8ab15bc7a4a473ea8a306bd794cb955d8497494f9b43e8097a68eee69",
"label_vintage": "2024-07-29"
},
{
"available_at": "2024-08-29",
"cutoff": "2023-05-26",
"error": 3.0538496896240543,
"forecast_id": "eba65347c0c3d06e8d61fbd1feff06610f110df9c1157057221334dd95eade36",
"label_vintage": "2024-08-29"
},
{
"available_at": "2024-09-28",
"cutoff": "2023-06-30",
"error": 2.9005870901522415,
"forecast_id": "f0975e900efe94e1e97c293b525bec95a72739bc1c960e017add06c1301f24b5",
"label_vintage": "2024-09-28"
},
{
"available_at": "2024-10-29",
"cutoff": "2023-07-28",
"error": 2.849560372094386,
"forecast_id": "5b4b01aa033eaf6d8dad3b0bba389cd7a8247e8c42d340c0cbbaffec322c0881",
"label_vintage": "2024-10-29"
},
{
"available_at": "2024-11-29",
"cutoff": "2023-08-25",
"error": 2.8326371009997726,
"forecast_id": "9bad9ebdce1eff062c97cc72e4cff715ac7488292ed3ba85282cfcc5c6910778",
"label_vintage": "2024-11-29"
},
{
"available_at": "2024-12-29",
"cutoff": "2023-09-29",
"error": 2.5273190637063916,
"forecast_id": "89036b08551fcd5a92ff76a37a40518dda4cecfe9073eecec9090763d185683a",
"label_vintage": "2024-12-29"
},
{
"available_at": "2025-01-29",
"cutoff": "2023-10-27",
"error": 2.4209956106691015,
"forecast_id": "3b00a306f5446f52ce0a0dc90abc90468cd6637e65451c327e0942c2ba0b8a50",
"label_vintage": "2025-01-29"
},
{
"available_at": "2025-02-28",
"cutoff": "2023-11-24",
"error": 2.60211384735468,
"forecast_id": "ea2091716536a9fb80aa0ab7e4253fdeea2725ef82120a5edcaf4afcd13c6b0a",
"label_vintage": "2025-02-28"
},
{
"available_at": "2025-03-31",
"cutoff": "2023-12-29",
"error": 2.8079967279321525,
"forecast_id": "2776838b58c70b81afc5d64dc5dce7ad5e4987cf72b9619ed8614380c9d58dcf",
"label_vintage": "2025-03-31"
},
{
"available_at": "2025-05-01",
"cutoff": "2024-01-26",
"error": 3.044063553394007,
"forecast_id": "a11c08b3941489a5dd45fb330715f4962afffa65cdf104d9ed297fd819bc95c2",
"label_vintage": "2025-05-01"
},
{
"available_at": "2025-05-29",
"cutoff": "2024-02-23",
"error": 2.92708274067707,
"forecast_id": "3a6a0cd53ec18e9b3d40bb690ef170e5c87ece80ff3dca6e33967f67cd8458bc",
"label_vintage": "2025-05-29"
},
{
"available_at": "2025-06-29",
"cutoff": "2024-03-29",
"error": 2.515707436680367,
"forecast_id": "2ec8e47c4a146b8ffa4418c99ac246ff9ca27646ecf28b03a531e83fced00375",
"label_vintage": "2025-06-29"
},
{
"available_at": "2025-07-29",
"cutoff": "2024-04-26",
"error": 2.3979267937978572,
"forecast_id": "a75ed0ee8c572d51940a13d751a4f32d1d7b9e4dccea3b3e5a209d91d042154d",
"label_vintage": "2025-07-29"
},
{
"available_at": "2025-08-29",
"cutoff": "2024-05-31",
"error": 2.2040813310655567,
"forecast_id": "013537148711418368ab151863cb301c8768892842d5cc500670d6c4d2104d6e",
"label_vintage": "2025-08-29"
},
{
"available_at": "2025-09-28",
"cutoff": "2024-06-28",
"error": 2.43204635024283,
"forecast_id": "0093b507c4427106dadeb0d7cb0b91e7373ffd598d9dfaeee34d777317e101ef",
"label_vintage": "2025-09-28"
},
{
"available_at": "2025-10-29",
"cutoff": "2024-07-26",
"error": 2.615978409123135,
"forecast_id": "26d8a48d1db466c47479c746018c3838c11b07b244a509602b017ec2d1867278",
"label_vintage": "2025-10-29"
},
{
"available_at": "2025-11-29",
"cutoff": "2024-08-30",
"error": 2.8401931810520202,
"forecast_id": "aea8efeb21c8d6bc21e80c783f0c45bce1228708168c993ae711ab2087889bf9",
"label_vintage": "2025-11-29"
},
{
"available_at": "2025-12-29",
"cutoff": "2024-09-27",
"error": 2.9601763724321666,
"forecast_id": "961858c7b7e1e2283b887608cd796d92bc7ce6a53d0fd913f74754405c8baca1",
"label_vintage": "2025-12-29"
}
],
"window": 120
},
"code_archive": "d3761caf4c6d20c77837e99322de4b1f6796d3b3d4ddaf43939a59e4cf96e161",
"code_commit": "46d71379d293a8d92309f458f55e6dce405a63c6",
"created_at": "2026-09-22T12:09:55.683270+00:00",
"data_quality": {
"alfred_available_from": "2026-09-11",
"metadata_verified_through": "2026-09-11",
"observation_age_days": 51,
"publisher_release_date_verified": false,
"release_date": null,
"status": "LAST_VERIFIED_SNAPSHOT",
"unproven_metadata_after_cutoff": true
},
"dataset_id": "9e3e95f4ca70f1bd1afe4a1082112bb1eacf46aafc7a97cf42c4e155aa0f2a09",
"event_probabilities": {
"direction_reference": 4.033444287559235,
"down": 0.7916666666666666,
"equal": 0.0,
"relation": "above",
"threshold": 4.533444287559235,
"threshold_event": 0.2,
"up": 0.20833333333333334
},
"feature_version": "none-0",
"forecast_id": "637a0c49fe62af013bade05838f79b64dbfae7e717a7e468580a4130915fbaf4",
"historical_oos": {
"annual": [
{
"crps": 0.383305312887229,
"direction_accuracy": 0.8333333333333334,
"direction_brier": 0.10516203703703704,
"distribution_n": 12,
"end": "2011-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.0369047619047619,
"n": 7,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.17083333333333334,
"n": 2,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.43333333333333335,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": 0.5416666666666666,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.049681712962962955,
"event_ece": 0.14791666666666667,
"mae": 0.5398334659989047,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.75,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.490233323282652
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.0079552220245707
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.638226583823918
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.1369594693555514,
"rmse": 0.5839581053476396,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.12290241120000948,
"year": "2011"
},
{
"crps": 0.657946866198806,
"direction_accuracy": 0.4166666666666667,
"direction_brier": 0.2462673611111111,
"distribution_n": 12,
"end": "2012-12-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.46458333333333335,
"n": 4,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": 0.5270833333333333,
"n": 4,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": 0.7166666666666667,
"n": 3,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": 0.8166666666666667,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.2959027777777778,
"event_ece": 0.525,
"mae": 1.049906338131654,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.16666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.504492195024337
},
"pi80": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.9928805169039947
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.638226583823918
},
"positive_origin_months": 1,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.478299781475804,
"rmse": 1.1134311285333365,
"start": "2012-01-27",
"status": "computed",
"training_scaled_mae": 0.24180351215093324,
"year": "2012"
},
{
"crps": 0.5913297118692848,
"direction_accuracy": 0.5,
"direction_brier": 0.2276099537037037,
"distribution_n": 12,
"end": "2013-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.4166666666666667,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": 0.5183333333333333,
"n": 5,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.6416666666666667,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": 0.8722222222222222,
"n": 3,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": 0.9,
"n": 2,
"observed_rate": 1.0,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.16677083333333334,
"event_ece": 0.3527777777777778,
"mae": 0.9381337972034078,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.25,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.4874522680718532
},
"pi80": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.980476151497529
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.638226583823918
},
"positive_origin_months": 5,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.5926349689202404,
"rmse": 1.0051746684458418,
"start": "2013-01-25",
"status": "computed",
"training_scaled_mae": 0.218401925096924,
"year": "2013"
},
{
"crps": 1.557332780178654,
"direction_accuracy": 0.3333333333333333,
"direction_brier": 0.43280092592592595,
"distribution_n": 12,
"end": "2014-12-26",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2833333333333333,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3125,
"n": 2,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.475,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": 0.5388888888888889,
"n": 3,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.6520833333333333,
"n": 4,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": 0.9,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.3238599537037037,
"event_ece": 0.5423611111111112,
"mae": 2.3017411054703403,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.6419715627223885
},
"pi80": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.128455781316486
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.638226583823918
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.1741285650533948,
"rmse": 2.305926329824904,
"start": "2014-01-31",
"status": "computed",
"training_scaled_mae": 0.5450399177462776,
"year": "2014"
},
{
"crps": 0.6468534903921029,
"direction_accuracy": 0.8333333333333334,
"direction_brier": 0.11400462962962965,
"distribution_n": 12,
"end": "2015-12-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.21666666666666667,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3333333333333333,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.44999999999999996,
"n": 2,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": 0.5916666666666667,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": 0.7166666666666667,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": 0.8833333333333333,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": 0.9833333333333334,
"n": 5,
"observed_rate": 1.0,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.08421875,
"event_ece": 0.2104166666666666,
"mae": 0.8593286508542178,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.25,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.7439286791425717
},
"pi80": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.6182517524493654
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.638226583823918
},
"positive_origin_months": 7,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.2214428094113223,
"rmse": 0.9472454563643875,
"start": "2015-01-30",
"status": "computed",
"training_scaled_mae": 0.20658058171165197,
"year": "2015"
},
{
"crps": 0.36587453832036637,
"direction_accuracy": 0.9166666666666666,
"direction_brier": 0.09453125000000001,
"distribution_n": 12,
"end": "2016-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.17777777777777778,
"n": 3,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.26666666666666666,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.38333333333333336,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.44166666666666665,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.6666666666666666,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": 0.7,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": 0.8104166666666666,
"n": 4,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.08083333333333333,
"event_ece": 0.2611111111111111,
"mae": 0.3811047302219985,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.7364826913625686
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.758796680835958
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.638226583823918
},
"positive_origin_months": 7,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.113322784042642,
"rmse": 0.4235392286900531,
"start": "2016-01-29",
"status": "computed",
"training_scaled_mae": 0.09366723783695317,
"year": "2016"
},
{
"crps": 0.4768012296959743,
"direction_accuracy": 0.6666666666666666,
"direction_brier": 0.18379050925925924,
"distribution_n": 12,
"end": "2017-12-29",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.07916666666666666,
"n": 2,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.1375,
"n": 2,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.22916666666666669,
"n": 4,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.4166666666666667,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.6416666666666667,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": 0.7666666666666667,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": 0.8,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.06875578703703701,
"event_ece": 0.2270833333333333,
"mae": 0.7267902358170594,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.6666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.484107389135813
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.532100645049235
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.638226583823918
},
"positive_origin_months": 4,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.3801485504356967,
"rmse": 0.7682816866066836,
"start": "2017-01-27",
"status": "computed",
"training_scaled_mae": 0.1816148495230068,
"year": "2017"
},
{
"crps": 0.25958195848218313,
"direction_accuracy": 0.9166666666666666,
"direction_brier": 0.09250000000000001,
"distribution_n": 12,
"end": "2018-12-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.061111111111111116,
"n": 3,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.13472222222222222,
"n": 6,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2388888888888889,
"n": 3,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.024693287037037038,
"event_ece": 0.14236111111111113,
"mae": 0.17581642610602155,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.2345481959799551
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.159457612340395
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.298586788503768
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.8044089029441928,
"rmse": 0.2147503988009741,
"start": "2018-01-26",
"status": "computed",
"training_scaled_mae": 0.04443571276727303,
"year": "2018"
},
{
"crps": 0.4108243617626124,
"direction_accuracy": 1.0,
"direction_brier": 0.12854166666666667,
"distribution_n": 12,
"end": "2019-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.05,
"n": 2,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.12916666666666665,
"n": 2,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.23666666666666666,
"n": 5,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3416666666666667,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.6166666666666667,
"n": 2,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.08736111111111111,
"event_ece": 0.24722222222222223,
"mae": 0.6007995270308741,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.5833333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.0845583436050972
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.6911335638727465
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.279170510948783
},
"positive_origin_months": 3,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.3105380600988508,
"rmse": 0.6896846215151995,
"start": "2019-01-25",
"status": "computed",
"training_scaled_mae": 0.1532057320785021,
"year": "2019"
},
{
"crps": 2.2995110718384755,
"direction_accuracy": 0.75,
"direction_brier": 0.20069444444444443,
"distribution_n": 12,
"end": "2020-12-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.022222222222222223,
"n": 3,
"observed_rate": 0.6666666666666666,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.125,
"n": 2,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.24166666666666667,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.675,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": 0.8416666666666667,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": 0.975,
"n": 4,
"observed_rate": 1.0,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.22928819444444445,
"event_ece": 0.29375,
"mae": 2.65022657533927,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.25,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.9610530972654682
},
"pi80": {
"coverage": 0.25,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.3446798006474365
},
"pi95": {
"coverage": 0.3333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.3866014358429517
},
"positive_origin_months": 9,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 4.307835565482282,
"rmse": 3.101380878356889,
"start": "2020-01-31",
"status": "computed",
"training_scaled_mae": 0.6841586960484726,
"year": "2020"
},
{
"crps": 5.454050187875449,
"direction_accuracy": 0.16666666666666666,
"direction_brier": 0.790949074074074,
"distribution_n": 12,
"end": "2021-12-31",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.006944444444444444,
"n": 12,
"observed_rate": 0.6666666666666666,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.6530671296296297,
"event_ece": 0.6597222222222222,
"mae": 5.937649251062505,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.9542002748952568
},
"pi80": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.5131444955430804
},
"pi95": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.5642978103943452
},
"positive_origin_months": 8,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 7.6544819985354655,
"rmse": 5.966848227935309,
"start": "2021-01-29",
"status": "computed",
"training_scaled_mae": 1.5535507055708628,
"year": "2021"
},
{
"crps": 1.9702661853369727,
"direction_accuracy": 1.0,
"direction_brier": 0.0022743055555555555,
"distribution_n": 12,
"end": "2022-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.010606060606060607,
"n": 11,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.11666666666666667,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.0016319444444444445,
"event_ece": 0.019444444444444445,
"mae": 2.5150581666263943,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.968110076359853
},
"pi80": {
"coverage": 0.4166666666666667,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.3363106717755477
},
"pi95": {
"coverage": 0.75,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 6.430549979046911
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 4.234069563716741,
"rmse": 2.7525327659231813,
"start": "2022-01-28",
"status": "computed",
"training_scaled_mae": 0.6599509582555391,
"year": "2022"
},
{
"crps": 0.7820743981505104,
"direction_accuracy": 0.8333333333333334,
"direction_brier": 0.10813657407407405,
"distribution_n": 12,
"end": "2023-12-29",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.1708333333333333,
"n": 6,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.21805555555555559,
"n": 6,
"observed_rate": 0.16666666666666666,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.08439814814814817,
"event_ece": 0.11111111111111112,
"mae": 1.1337736052267118,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.25,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.2071294520558602
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 6.013491175960012
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 7.864071210425155
},
"positive_origin_months": 1,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.932650077350306,
"rmse": 1.1885193961434657,
"start": "2023-01-27",
"status": "computed",
"training_scaled_mae": 0.291876860527054,
"year": "2023"
},
{
"crps": 0.5457873085826956,
"direction_accuracy": 0.8888888888888888,
"direction_brier": 0.11847993827160493,
"distribution_n": 9,
"end": "2024-09-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.22261904761904758,
"n": 7,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.32916666666666666,
"n": 2,
"observed_rate": 0.5,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.09617283950617285,
"event_ece": 0.2111111111111111,
"mae": 0.6579081129334224,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 9,
"pi50": {
"coverage": 0.8888888888888888,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 9,
"width": 1.86865740230229
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 9,
"width": 6.17409981400657
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 9,
"width": 7.8640712104251556
},
"positive_origin_months": 1,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.6596951298294456,
"rmse": 0.7176956570359795,
"start": "2024-01-26",
"status": "computed",
"training_scaled_mae": 0.1682277146304102,
"year": "2024"
},
{
"n": 0,
"status": "unavailable",
"year": "2025"
}
],
"crisis_excluded": {
"crps": 0.7535541351580564,
"direction_accuracy": 0.7364341085271318,
"direction_brier": 0.15776162790697676,
"distribution_n": 129,
"end": "2024-09-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.031159420289855078,
"n": 23,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.155,
"n": 20,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.22777777777777777,
"n": 24,
"observed_rate": 0.041666666666666664,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3333333333333333,
"n": 6,
"observed_rate": 0.16666666666666666,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.4492424242424242,
"n": 11,
"observed_rate": 0.18181818181818182,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": 0.5321428571428571,
"n": 14,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.6511904761904762,
"n": 7,
"observed_rate": 0.2857142857142857,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": 0.7222222222222222,
"n": 6,
"observed_rate": 0.5,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": 0.8358333333333334,
"n": 10,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": 0.9520833333333334,
"n": 8,
"observed_rate": 0.875,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.1165466192937123,
"event_ece": 0.2001937984496124,
"mae": 1.0339458238471422,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 165,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.6446109791577634,
"observed_months": 129,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 1.522107268389352
},
"n": 129,
"pi50": {
"coverage": 0.46511627906976744,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 165,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.20512820512820512,
"observed_months": 129,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.7079968352575748
},
"n": 129,
"width": 1.4790650125455416
},
"pi80": {
"coverage": 0.8294573643410853,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 165,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.6279985627021201,
"observed_months": 129,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.9858156028368794
},
"n": 129,
"width": 3.7356977740147004
},
"pi95": {
"coverage": 0.9767441860465116,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 165,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.9150943396226415,
"observed_months": 129,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 1.0
},
"n": 129,
"width": 6.042683485819732
},
"positive_origin_months": 26,
"positive_spells": 9,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.052356913495626,
"rmse": 1.3293387931736866,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.254180907236133
},
"full": {
"crps": 1.182915823594592,
"direction_accuracy": 0.7151515151515152,
"direction_brier": 0.20480892255892255,
"distribution_n": 165,
"end": "2024-09-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.02416666666666667,
"n": 40,
"observed_rate": 0.25,
"sparse": false,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.15034722222222222,
"n": 24,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2297222222222222,
"n": 30,
"observed_rate": 0.06666666666666667,
"sparse": false,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3345238095238095,
"n": 7,
"observed_rate": 0.2857142857142857,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.4492424242424242,
"n": 11,
"observed_rate": 0.18181818181818182,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": 0.5321428571428571,
"n": 14,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.6466666666666667,
"n": 10,
"observed_rate": 0.5,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": 0.7222222222222222,
"n": 6,
"observed_rate": 0.5,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": 0.8363636363636364,
"n": 11,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": 0.9597222222222223,
"n": 12,
"observed_rate": 0.9166666666666666,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.16164309764309764,
"event_ece": 0.20232323232323232,
"mae": 1.47662494253014,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 165,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.7419340605245235,
"observed_months": 165,
"p_value": 0.004,
"repetitions": 1999,
"status": "computed",
"upper95": 2.5010678487153646
},
"n": 165,
"pi50": {
"coverage": 0.42424242424242425,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 165,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.2,
"observed_months": 165,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.6424242424242425
},
"n": 165,
"width": 1.3745280436822103
},
"pi80": {
"coverage": 0.7393939393939394,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 165,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.49696969696969695,
"observed_months": 165,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.9393939393939394
},
"n": 165,
"width": 3.469651558597912
},
"pi95": {
"coverage": 0.8606060606060606,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 165,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.6363636363636364,
"observed_months": 165,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 1.0
},
"n": 165,
"width": 5.541012162163505
},
"positive_origin_months": 46,
"positive_spells": 12,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.569868541395969,
"rmse": 2.169110056232097,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.37260799174445586
},
"horizon": 12,
"model": "persistence",
"nonoverlapping": {
"crps": 1.1853327402269254,
"direction_accuracy": 0.6428571428571429,
"direction_brier": 0.22271329365079365,
"distribution_n": 14,
"end": "2024-01-26",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.0375,
"n": 4,
"observed_rate": 0.25,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.15,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2138888888888889,
"n": 3,
"observed_rate": 0.3333333333333333,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3416666666666667,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.43333333333333335,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": 0.5083333333333333,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": 0.6416666666666667,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": 0.8166666666666667,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": 0.9666666666666667,
"n": 1,
"observed_rate": 1.0,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.21767857142857142,
"event_ece": 0.2726190476190476,
"mae": 1.5050443734688306,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 14,
"pi50": {
"coverage": 0.35714285714285715,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 14,
"width": 1.3709432808207256
},
"pi80": {
"coverage": 0.7142857142857143,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 14,
"width": 3.3919290345950084
},
"pi95": {
"coverage": 0.8571428571428571,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 14,
"width": 5.506215817907792
},
"positive_origin_months": 5,
"positive_spells": 5,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.606319740222607,
"rmse": 2.1266377704707145,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.3796772941249481
},
"series": "CPIAUCSL",
"split": "locked_historical_holdout",
"vs_historical_mean": {
"crps_improvement": 0.03783470591443027,
"crps_improvement_ci95": {
"block_months": 24,
"calendar_months": 165,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": -0.09319616500898543,
"observed_months": 165,
"p_value": 0.3105,
"repetitions": 1999,
"status": "computed",
"upper95": 0.16323667569991646
},
"crps_n": 165,
"mae_improvement": 0.023558040843752726,
"mae_improvement_ci95": {
"block_months": 24,
"calendar_months": 165,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": -0.19258195296009048,
"observed_months": 165,
"p_value": 0.444,
"repetitions": 1999,
"status": "computed",
"upper95": 0.2227816108035611
},
"n": 165,
"relative_mae_improvement": 0.015703444916280136
},
"vs_persistence": {
"crps_improvement": 0.0,
"crps_improvement_ci95": {
"block_months": 24,
"calendar_months": 165,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.0,
"observed_months": 165,
"p_value": 1.0,
"repetitions": 1999,
"status": "computed",
"upper95": 0.0
},
"crps_n": 165,
"mae_improvement": 0.0,
"mae_improvement_ci95": {
"block_months": 24,
"calendar_months": 165,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.0,
"observed_months": 165,
"p_value": 1.0,
"repetitions": 1999,
"status": "computed",
"upper95": 0.0
},
"n": 165,
"relative_mae_improvement": 0.0
}
},
"horizon": 12,
"information_cutoff": "2026-09-11",
"input": {
"actual": {
"available_from": "2026-09-11",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "367ab378ab31df19c71dc29fe157c71558f34b0c5d0773b725f33c60a29844c4",
"series_id": "CPIAUCSL",
"value": 334.131
},
"age_days": 41,
"anchor_month": "2026-08",
"baseline": 0.0,
"checksum": "3f475a9a4418cf979f677757b29c7f91f0482e20395319542fe8ea9613a33065",
"event": "above",
"input_rows": [
{
"available_from": "2026-09-11",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "367ab378ab31df19c71dc29fe157c71558f34b0c5d0773b725f33c60a29844c4",
"series_id": "CPIAUCSL",
"value": 334.131
},
{
"available_from": "2026-08-12",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-07-01",
"release_date": null,
"request_id": "367ab378ab31df19c71dc29fe157c71558f34b0c5d0773b725f33c60a29844c4",
"series_id": "CPIAUCSL",
"value": 332.813
},
{
"available_from": "2026-07-14",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-06-01",
"release_date": null,
"request_id": "367ab378ab31df19c71dc29fe157c71558f34b0c5d0773b725f33c60a29844c4",
"series_id": "CPIAUCSL",
"value": 332.568
},
{
"available_from": "2026-06-10",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-05-01",
"release_date": null,
"request_id": "367ab378ab31df19c71dc29fe157c71558f34b0c5d0773b725f33c60a29844c4",
"series_id": "CPIAUCSL",
"value": 333.979
},
{
"available_from": "2026-05-12",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-04-01",
"release_date": null,
"request_id": "367ab378ab31df19c71dc29fe157c71558f34b0c5d0773b725f33c60a29844c4",
"series_id": "CPIAUCSL",
"value": 332.407
},
{
"available_from": "2026-04-10",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-03-01",
"release_date": null,
"request_id": "367ab378ab31df19c71dc29fe157c71558f34b0c5d0773b725f33c60a29844c4",
"series_id": "CPIAUCSL",
"value": 330.293
},
{
"available_from": "2026-03-11",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-02-01",
"release_date": null,
"request_id": "367ab378ab31df19c71dc29fe157c71558f34b0c5d0773b725f33c60a29844c4",
"series_id": "CPIAUCSL",
"value": 327.46
}
],
"metadata": {
"frequency": "Monthly",
"provider": "U.S. Bureau of Labor Statistics",
"release": "Consumer Price Index",
"seasonal_adjustment": "Seasonally Adjusted",
"title": "Consumer Price Index for All Urban Consumers: All Items in U.S. City Average",
"units": "Index 1982-1984=100"
},
"reference": 4.033444287559235,
"threshold": 4.533444287559235
},
"latest_actual": {
"available_from": "2026-09-11",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "367ab378ab31df19c71dc29fe157c71558f34b0c5d0773b725f33c60a29844c4",
"series_id": "CPIAUCSL",
"value": 334.131
},
"limitations": [
"No demonstrated predictive edge; unvalidated event probabilities",
"Day-end archive availability, not intraday publisher timestamp",
"Information set stops at official metadata coverage; no extrapolation through requested cutoff",
"First archive availability is not proven first publisher release",
"Overlapping residuals; no coverage guarantee; no parameter CI or probability uncertainty estimate",
"Calibration uses frozen Phase 3B 90-day labels; new live labels are not yet available",
"Growth horizon is measured from origin month; anchor can precede origin",
"Historical performance is retrospective, not live performance"
],
"model_id": "persistence",
"model_version": "3C.1.0",
"origin_month": "2026-09",
"outcome_definition": "UNRATE target level; other targets annualized log growth from anchor to target, both endpoints in outcome vintage",
"point_forecast": {
"mean": 3.001341436896012,
"median": 2.402374729438227,
"raw_baseline": 0.0
},
"prediction_intervals": {
"0.5": [
1.707171246766685,
3.3209163721308137
],
"0.8": [
1.1810791622795374,
6.497549169090263
],
"0.95": [
0.3028470817155078,
7.93885252611526
]
},
"predictive_distribution": {
"family": "prequential_empirical",
"mean": 3.001341436896012,
"median": 2.402374729438227,
"parameter_confidence_interval": null,
"prediction_intervals": {
"0.5": [
1.707171246766685,
3.3209163721308137
],
"0.8": [
1.1810791622795374,
6.497549169090263
],
"0.95": [
0.3028470817155078,
7.93885252611526
]
},
"probability_estimate_uncertainty": null,
"support": [
0.16145719194960834,
0.2525137783204162,
0.29822703014083096,
0.3029655445763969,
0.6391547077345666,
0.6541242321266535,
0.7375560430099422,
0.9234076394766363,
0.9770371006506794,
0.9913756263855962,
1.0752990013726413,
1.1786793311907886,
1.1813458101782872,
1.1925430973111937,
1.2472025320659037,
1.260912542629586,
1.2689311697813639,
1.272298797611461,
1.2864668452170809,
1.3328933925657849,
1.3993782672381332,
1.4288951496300804,
1.555301987707368,
1.5828162006565007,
1.604728065735054,
1.62702384077046,
1.6846286342396835,
1.6920137180795458,
1.695079413807854,
1.7000606569437573,
1.7095414433743277,
1.723638445289185,
1.7522812882304197,
1.760002126664945,
1.7918051182217714,
1.8248773360398323,
1.8294915537473044,
1.8884619608403967,
1.9002739625943532,
1.9071909020014113,
1.9538602176147513,
1.990381257176813,
1.998270146140542,
2.004962608071271,
2.088591591115591,
2.0910260847888984,
2.104624120414359,
2.1326676582451944,
2.168323927667032,
2.1963134932173403,
2.2040813310655567,
2.2260769469469976,
2.2696802945140897,
2.278863652242524,
2.282358416780778,
2.3277420591508013,
2.345708708929459,
2.354326191973447,
2.37984893236022,
2.3979267937978572,
2.4068226650785975,
2.4177370428528175,
2.4209956106691015,
2.424386705033872,
2.4294813183521637,
2.43204635024283,
2.499530842347543,
2.515707436680367,
2.5273190637063916,
2.5919677853187766,
2.60211384735468,
2.615978409123135,
2.70391093441519,
2.8079967279321525,
2.832260181882955,
2.8326371009997726,
2.8401931810520202,
2.849560372094386,
2.9005870901522415,
2.92708274067707,
2.9601763724321666,
2.964820285838565,
3.044063553394007,
3.0538496896240543,
3.068340398926572,
3.096374101190284,
3.1109814023488767,
3.2252519303392475,
3.2305931775425885,
3.299172807048237,
3.3861470673785434,
3.4417235107408173,
3.5769468102515,
3.7249645411131915,
3.9009907125360517,
4.348954770072567,
4.580572749569151,
4.8310779351078414,
5.004721489905956,
5.061465075381537,
5.224901272783653,
5.270570899414308,
5.415805987428323,
5.701483917832319,
6.021400891428806,
6.227969543166427,
6.241393283832058,
6.483205416302424,
6.6266429441808,
6.922196180547711,
7.089951079219908,
7.431443690631961,
7.624295778718855,
7.672464580669069,
7.697787240878798,
7.885332641835253,
7.93299907212117,
8.167137231884839,
8.19001334569406,
8.756957723921536
],
"uncertainty_limit": "Predictive residual distribution only; no exchangeability or coverage guarantee"
},
"primary_scoring_vintage": "target month end + 90 days; first archive and later revisions are separate diagnostics",
"record_type": "LIVE_FORECAST",
"requested_information_cutoff": "2026-09-21",
"target_date": "2027-09-30",
"target_definition": {
"event": "above",
"measure": "annualized_log_growth",
"name": "Headline CPI inflation",
"threshold_change": 0.5,
"units": "annualized log percent"
},
"target_id": "CPIAUCSL",
"target_month": "2027-09",
"units": "annualized log percent",
"validation_status": "EXPERIMENTAL"
},
{
"calibration": {
"checksum": "d034ff0e1c44ad703a0dbf13b735f4ba1b1714300a8254d7cfae83c2a9056a73",
"historical_dataset_id": "14d979068a64284b9b5cc7f1b611bd01a9899675a73303b5f0db955d6a2ba14c",
"historical_run_id": "34d2637c4beed41deb69ddba0f9c5e892fb8592ecd2304e3fe05a5241e5c6018",
"residuals": [
{
"available_at": "2016-07-29",
"cutoff": "2016-01-29",
"error": -0.6367449705990285,
"forecast_id": "7af5c42f57c27e250a4ee21e8a310d19f1e91d6315ad5dfecc1e724f77367db3",
"label_vintage": "2016-07-29"
},
{
"available_at": "2016-08-29",
"cutoff": "2016-02-26",
"error": -2.421233682900136,
"forecast_id": "056ba216ccfb2574972d4d1288718551c5601759e79cbfa1daa39da0769daec9",
"label_vintage": "2016-08-29"
},
{
"available_at": "2016-09-28",
"cutoff": "2016-03-25",
"error": -0.42006524917711174,
"forecast_id": "f9c7fc59617df28bd352175d39d99a3ee931073167bdc58ac89bdbf34a975d0f",
"label_vintage": "2016-09-28"
},
{
"available_at": "2016-10-29",
"cutoff": "2016-04-29",
"error": 3.725556350330243,
"forecast_id": "9ae65cd1db1d9a15515fad64d8c07c6a9189c69092cfd5abffab00bc2367dd6f",
"label_vintage": "2016-10-29"
},
{
"available_at": "2016-11-29",
"cutoff": "2016-05-27",
"error": 1.81061452434899,
"forecast_id": "e3ced8cf3d18eaad828794198961d59afc9487ad8d8822536da4d62649ad59b0",
"label_vintage": "2016-11-29"
},
{
"available_at": "2016-12-29",
"cutoff": "2016-06-24",
"error": 1.584717487129175,
"forecast_id": "300010016468f83f1ea87640c09a0f7c62df99b677676cb404a41671e94e33fd",
"label_vintage": "2016-12-29"
},
{
"available_at": "2017-01-29",
"cutoff": "2016-07-29",
"error": 0.5145160023396179,
"forecast_id": "6afd4592f32970605e7b6957dea0e63826f3bd140eb05228d2c5a6f19f7bc8a0",
"label_vintage": "2017-01-29"
},
{
"available_at": "2017-02-28",
"cutoff": "2016-08-26",
"error": -0.9647872762087522,
"forecast_id": "643804d9d715c9d57dddf78777471b1a62a6f6451dd406ea0aacc8b4a2e070d0",
"label_vintage": "2017-02-28"
},
{
"available_at": "2017-03-31",
"cutoff": "2016-09-30",
"error": 1.7732973243260937,
"forecast_id": "85042b7a10e8cd9fe87970dbd81d0efa9211491e5bbe0ae42623761e9ab374de",
"label_vintage": "2017-03-31"
},
{
"available_at": "2017-05-01",
"cutoff": "2016-10-28",
"error": 1.391179306927059,
"forecast_id": "87a837f7a75e5b8ba8fb1624221f5bd4f28581d81cab7417c4dc3ce07636d279",
"label_vintage": "2017-05-01"
},
{
"available_at": "2017-05-29",
"cutoff": "2016-11-25",
"error": 1.4700167480779636,
"forecast_id": "5af1201ae0a778ecfe375bcc694998408bc798ea600107f906b94975fd54b4f9",
"label_vintage": "2017-05-29"
},
{
"available_at": "2017-06-29",
"cutoff": "2016-12-30",
"error": 2.6485543760944696,
"forecast_id": "bb6f17faf4516f86f73beb8e3ac2441288a978500fe884b710574ceb470b94b5",
"label_vintage": "2017-06-29"
},
{
"available_at": "2017-07-29",
"cutoff": "2017-01-27",
"error": 2.6523692067957554,
"forecast_id": "6a42e4bb22cb46b87a8f0d25ec1c31fcd78d2da4829792b8b90f9eac9ace6161",
"label_vintage": "2017-07-29"
},
{
"available_at": "2017-08-29",
"cutoff": "2017-02-24",
"error": 4.171441205156352,
"forecast_id": "b2beab56c4baccebe7f4290158c328255c185a412fd8feca0463fca7949b616b",
"label_vintage": "2017-08-29"
},
{
"available_at": "2017-09-28",
"cutoff": "2017-03-31",
"error": 4.533391271419072,
"forecast_id": "90ce5c128022b7b637093fe2543666519477860c468eeeb45af3cfef52c7528c",
"label_vintage": "2017-09-28"
},
{
"available_at": "2017-10-29",
"cutoff": "2017-04-28",
"error": 3.409088450121236,
"forecast_id": "215303d08e3ec2f3705bd771702260887a924ea4c7660c62a020ccffc0005e49",
"label_vintage": "2017-10-29"
},
{
"available_at": "2017-11-29",
"cutoff": "2017-05-26",
"error": -0.9012369817928098,
"forecast_id": "1ab2bb1c4dae39c55fcac5065d5eb4df23079449b6fb1fd1d1752e2fe19b97aa",
"label_vintage": "2017-11-29"
},
{
"available_at": "2017-12-29",
"cutoff": "2017-06-30",
"error": -0.43488993929989345,
"forecast_id": "f2d95d24b78e4f76be1115d7125aa74327dfd2e561bcd9f7993d854455606d0a",
"label_vintage": "2017-12-29"
},
{
"available_at": "2018-01-29",
"cutoff": "2017-07-28",
"error": 3.930900711756759,
"forecast_id": "21dec599f1a2f93490bcb9d6901708eff473ff75c811a4e0e290c8def5aa8f21",
"label_vintage": "2018-01-29"
},
{
"available_at": "2018-02-28",
"cutoff": "2017-08-25",
"error": 5.255266116121901,
"forecast_id": "33f2ba7784ecac209a9391681e91e93dab3a8f41fec5f73b7d50d34fc8765af8",
"label_vintage": "2018-02-28"
},
{
"available_at": "2018-03-31",
"cutoff": "2017-09-29",
"error": 7.254334708864732,
"forecast_id": "4267dfb1b0defe48006c5bf0da4863b78d2c9430d6ffedede491ad32b5a98828",
"label_vintage": "2018-03-31"
},
{
"available_at": "2018-05-01",
"cutoff": "2017-10-27",
"error": 6.866045980836281,
"forecast_id": "2388374315bbb7ff450aa8ad26c50db5c6df5e38854cbeacc5dba82a9781684c",
"label_vintage": "2018-05-01"
},
{
"available_at": "2018-05-29",
"cutoff": "2017-11-24",
"error": 2.7983512100235903,
"forecast_id": "0bdb34e37ff77fa02e2830d95abac8185c22ba1c283dc994a4dd0d28a5a28499",
"label_vintage": "2018-05-29"
},
{
"available_at": "2018-06-29",
"cutoff": "2017-12-29",
"error": 3.2147972269642255,
"forecast_id": "34a354a6328e6c32f1f70573ac3ba1abd57956376a26785e2546dcadf1576464",
"label_vintage": "2018-06-29"
},
{
"available_at": "2018-07-29",
"cutoff": "2018-01-26",
"error": 5.11043644257582,
"forecast_id": "62eb031856c288b38df8d18b2c42b2825d54839e33025e9f4c24f5000d60b790",
"label_vintage": "2018-07-29"
},
{
"available_at": "2018-08-29",
"cutoff": "2018-02-23",
"error": 3.9732086186915074,
"forecast_id": "78145f0bc7796084deb63157c29ea699c736a9c144bbf91162b6552ac4da65b5",
"label_vintage": "2018-08-29"
},
{
"available_at": "2018-09-28",
"cutoff": "2018-03-30",
"error": 4.1721777000083335,
"forecast_id": "083a998e2dd05eaa71f1c8ea9698b4a3c0ad23bfa6b998864f8e64f779404c65",
"label_vintage": "2018-09-28"
},
{
"available_at": "2018-10-29",
"cutoff": "2018-04-27",
"error": 3.847784389077026,
"forecast_id": "ff54a98f450b4473f8bf3b753e05ff8c437c7f37a1af65a54808d8cb187bda03",
"label_vintage": "2018-10-29"
},
{
"available_at": "2018-11-29",
"cutoff": "2018-05-25",
"error": 3.112191368333581,
"forecast_id": "e605b1d10f4cc9644da9599697a2d1663533bfb92e58b2b3670f6d60df909d00",
"label_vintage": "2018-11-29"
},
{
"available_at": "2018-12-29",
"cutoff": "2018-06-29",
"error": 5.91968265614084,
"forecast_id": "b5ec45b3caa5d8fbafe0b9684c95754439b33a63a69be03e1254964133b55487",
"label_vintage": "2018-12-29"
},
{
"available_at": "2019-01-29",
"cutoff": "2018-07-27",
"error": 4.721579687270047,
"forecast_id": "1666b73ef83890dddc4bc506b83a921c1cb0a6bfb8bc7c6c9efe9cf6ac9dfa3e",
"label_vintage": "2019-01-29"
},
{
"available_at": "2019-02-28",
"cutoff": "2018-08-31",
"error": 5.752375630942546,
"forecast_id": "9eb25713dfe3f81361496ec132c1aedc0e19799bd399466af3867f2bc52623e0",
"label_vintage": "2019-02-28"
},
{
"available_at": "2019-03-31",
"cutoff": "2018-09-28",
"error": 2.6463268518573577,
"forecast_id": "0625b6b34dc83632b1c10862d64c672ede6141ca8586ccea00bef05814730bc1",
"label_vintage": "2019-03-31"
},
{
"available_at": "2019-05-01",
"cutoff": "2018-10-26",
"error": 1.4639413131687218,
"forecast_id": "ae26488a4fc4cca643ccd3380a68f3690eac5a52d699e02614202222b96022d2",
"label_vintage": "2019-05-01"
},
{
"available_at": "2019-05-29",
"cutoff": "2018-11-30",
"error": -0.9357123855445826,
"forecast_id": "f26922525b7c5f373083b058a87cfafbbc209eec2fea4f348664762b0f605608",
"label_vintage": "2019-05-29"
},
{
"available_at": "2019-06-29",
"cutoff": "2018-12-28",
"error": -2.475739294488792,
"forecast_id": "b911dd152195b926a645af3df8c779655be8499ec9cad3cffae7472f61515dbd",
"label_vintage": "2019-06-29"
},
{
"available_at": "2019-07-29",
"cutoff": "2019-01-25",
"error": -3.757985124136058,
"forecast_id": "31c3e92ac5ded8097831afb0c93a060b8fdaa2eb0462a8f2f3fef9a4f597c4b1",
"label_vintage": "2019-07-29"
},
{
"available_at": "2019-08-29",
"cutoff": "2019-02-22",
"error": -2.446047795015718,
"forecast_id": "43e69915980ba81daa38bb5c4cc314068676260eff90e5aa8d18ae24956a7a77",
"label_vintage": "2019-08-29"
},
{
"available_at": "2019-09-28",
"cutoff": "2019-03-29",
"error": -0.5569082965797738,
"forecast_id": "d70b23c8f5de68d47e5d9d15f12f6416c82aa09259a66a6c0ed603e5af7380bf",
"label_vintage": "2019-09-28"
},
{
"available_at": "2019-10-29",
"cutoff": "2019-04-26",
"error": -1.5812777485067238,
"forecast_id": "3ce4838cef7db51c072b3f2d1dffaadc3f56e23b4cf6492f90b79d402750f2e2",
"label_vintage": "2019-10-29"
},
{
"available_at": "2019-11-29",
"cutoff": "2019-05-31",
"error": 2.572234064589141,
"forecast_id": "42236251f174ed4d0998406096bb89aa60e3ede769bded307ca1ce8cde165b32",
"label_vintage": "2019-11-29"
},
{
"available_at": "2019-12-29",
"cutoff": "2019-06-28",
"error": 0.6299549054681836,
"forecast_id": "51ab70841d351d75b71abc35a5957e4af41abe14181507e2642d0b11b4263513",
"label_vintage": "2019-12-29"
},
{
"available_at": "2020-01-29",
"cutoff": "2019-07-26",
"error": -1.1668253828473405,
"forecast_id": "f649b9701e8b02f1fc56206dc348cdbf03d107f2d9c867d6c8c75542826aba7e",
"label_vintage": "2020-01-29"
},
{
"available_at": "2020-02-28",
"cutoff": "2019-08-30",
"error": 2.4306046740243303,
"forecast_id": "93234bcdd97552dae31e53552437b72329b7d769d0a49e8c560ec0c969c52ff7",
"label_vintage": "2020-02-28"
},
{
"available_at": "2020-03-30",
"cutoff": "2019-09-27",
"error": -0.8083391016246679,
"forecast_id": "193b3acc275d50963b49e876c5008a2e3e380db8d9102b790b71c3a46f41e7b2",
"label_vintage": "2020-03-30"
},
{
"available_at": "2020-04-30",
"cutoff": "2019-10-25",
"error": -1.0692947439762843,
"forecast_id": "3a8627850344af870522274c145764cf8da72388131becce0a407c2d64fcbdf5",
"label_vintage": "2020-04-30"
},
{
"available_at": "2020-05-29",
"cutoff": "2019-11-29",
"error": 0.6319295697206387,
"forecast_id": "4a7f6932f7fe60ff3a65821054e19d29905608012720d66d695c5d880c343f27",
"label_vintage": "2020-05-29"
},
{
"available_at": "2020-06-29",
"cutoff": "2019-12-27",
"error": -15.909194929597641,
"forecast_id": "f27ec509bf92bdae21a6181bd9c458e7c8f6350d8de85d32c0b514cb25a9378d",
"label_vintage": "2020-06-29"
},
{
"available_at": "2020-07-29",
"cutoff": "2020-01-31",
"error": -55.28192092596179,
"forecast_id": "09647034b103d1f8a4d1c66d5956305654c8d20c26f397439090714dfee9c406",
"label_vintage": "2020-07-29"
},
{
"available_at": "2020-08-29",
"cutoff": "2020-02-28",
"error": -51.327229485112795,
"forecast_id": "82fc785fe60e715ea52907b32376bbaf687664cab04acfd3332699ab588889b3",
"label_vintage": "2020-08-29"
},
{
"available_at": "2020-09-28",
"cutoff": "2020-03-27",
"error": -34.12021498879658,
"forecast_id": "61920bf133bb862d1112d0b0906006abd6e87d0c1cd4877b7d7f507d6cf7a4cf",
"label_vintage": "2020-09-28"
},
{
"available_at": "2020-10-29",
"cutoff": "2020-04-24",
"error": -8.214613628659224,
"forecast_id": "26f8079987bb095c7a347ddb8ed7fec193a637ee88ece6f35ac6080d8f5d4996",
"label_vintage": "2020-10-29"
},
{
"available_at": "2020-11-29",
"cutoff": "2020-05-29",
"error": 34.78970624756541,
"forecast_id": "dc54a54b0984ec9436c37f1753b502a396d77cd6dfaf78a556d006625e77e632",
"label_vintage": "2020-11-29"
},
{
"available_at": "2020-12-29",
"cutoff": "2020-06-26",
"error": 32.51732113876386,
"forecast_id": "802a4f12e049194c1c4af9abfea1c92e7e554fafdc5ec0f568aa59ace21cbda5",
"label_vintage": "2020-12-29"
},
{
"available_at": "2021-01-29",
"cutoff": "2020-07-31",
"error": 17.294792567809626,
"forecast_id": "9206e0086e8574321fc745fc7b51b07ed435acae040055eb1880b5a48feb0451",
"label_vintage": "2021-01-29"
},
{
"available_at": "2021-02-28",
"cutoff": "2020-08-28",
"error": 8.54348025453844,
"forecast_id": "8064817c6149bbb0a3e7c6a43db1c5e5b54e70426caeada891e87d00dd2ada22",
"label_vintage": "2021-02-28"
},
{
"available_at": "2021-03-31",
"cutoff": "2020-09-25",
"error": 8.486209890664808,
"forecast_id": "a6bbfe96eea2766573670b3c68a395897afe268fc179e07606c759a0b4ece266",
"label_vintage": "2021-03-31"
},
{
"available_at": "2021-05-01",
"cutoff": "2020-10-30",
"error": 11.683112063402474,
"forecast_id": "9700d97d90577044a47f169e71fb0f1aa78d51fca3ef1a09ebee0b0aa91d6f4c",
"label_vintage": "2021-05-01"
},
{
"available_at": "2021-05-29",
"cutoff": "2020-11-27",
"error": -0.7838851198407402,
"forecast_id": "b2c6df6238e1c7bb5401a96769897a75c143721c3bde4183ec08f653eeace1e3",
"label_vintage": "2021-05-29"
},
{
"available_at": "2021-06-29",
"cutoff": "2020-12-25",
"error": 5.418707007128015,
"forecast_id": "fd64f7ec63109e701351b6c60ed4ec686620e3536a09d26a6d27517c658d9db3",
"label_vintage": "2021-06-29"
},
{
"available_at": "2021-07-29",
"cutoff": "2021-01-29",
"error": 2.0702596816729386,
"forecast_id": "f8315103fe18bbf8b2a116a78f5ec2b983469d2db50fc6c344a4928fe2bae960",
"label_vintage": "2021-07-29"
},
{
"available_at": "2021-08-29",
"cutoff": "2021-02-26",
"error": 1.743482413541074,
"forecast_id": "9f42c9c1abc206aca19e233960097c2b81ba902eb91e427d459f36884b8e8bca",
"label_vintage": "2021-08-29"
},
{
"available_at": "2021-09-28",
"cutoff": "2021-03-26",
"error": 12.027448363833916,
"forecast_id": "75037fe5bb0c7b2297e18ab6f1789b2dbc439b64fad74ba540f4ba06e0ff7085",
"label_vintage": "2021-09-28"
},
{
"available_at": "2021-10-29",
"cutoff": "2021-04-30",
"error": 6.7289079415514825,
"forecast_id": "d0913566b42820a3c7a744509014db76e4ad3fd44dd57da6139a092a29b1a0f3",
"label_vintage": "2021-10-29"
},
{
"available_at": "2021-11-29",
"cutoff": "2021-05-28",
"error": 6.051217275109212,
"forecast_id": "ba6593cbb5755d79057428fcefe693cefba27cd982f02fbf49836c09f7f5ff61",
"label_vintage": "2021-11-29"
},
{
"available_at": "2021-12-29",
"cutoff": "2021-06-25",
"error": 0.4754913029541598,
"forecast_id": "b457b7fa775cef1da1419a224ca482944c4e6a82c9b5c408305aea77f200b367",
"label_vintage": "2021-12-29"
},
{
"available_at": "2022-01-29",
"cutoff": "2021-07-30",
"error": 2.3197536572932975,
"forecast_id": "873b7d9ec89e5b74bfa69fcf89f43f1b631190caf55af2a1c6c9a9171b7787eb",
"label_vintage": "2022-01-29"
},
{
"available_at": "2022-02-28",
"cutoff": "2021-08-27",
"error": 2.8459703004719086,
"forecast_id": "5c1e09d6cd3f88a0f675e916ca8090cf0fc84540d5b4170fcb48c7de391f17c1",
"label_vintage": "2022-02-28"
},
{
"available_at": "2022-03-31",
"cutoff": "2021-09-24",
"error": 1.5571919142647264,
"forecast_id": "9b9676ff1cf35d76dd1d1324234cfbf2110c84f31af4a2edb2ed001027f91b8a",
"label_vintage": "2022-03-31"
},
{
"available_at": "2022-05-01",
"cutoff": "2021-10-29",
"error": 8.371048896799007,
"forecast_id": "dd77e296ee7f9b1c1a1822580d41dc5b8d9d0a1b5a2687fed7acab0f025b6e3a",
"label_vintage": "2022-05-01"
},
{
"available_at": "2022-05-29",
"cutoff": "2021-11-26",
"error": 6.828425718820379,
"forecast_id": "83e47a3fac4f7e4584887fa49dc15b9a146f1e76f175813c40e7ebf13b4ff9e1",
"label_vintage": "2022-05-29"
},
{
"available_at": "2022-06-29",
"cutoff": "2021-12-31",
"error": 5.1284796163019575,
"forecast_id": "1b0fa83cc5ea4a01728d200b832f286a17149e9a3755dc38e1734ee490ba020a",
"label_vintage": "2022-06-29"
},
{
"available_at": "2022-07-29",
"cutoff": "2022-01-28",
"error": 8.039123444497365,
"forecast_id": "ccffef1af1534b538e4a0931918642cca163b17abe6b3228faddacdb6fa49b6e",
"label_vintage": "2022-07-29"
},
{
"available_at": "2022-08-29",
"cutoff": "2022-02-25",
"error": 6.002343121953004,
"forecast_id": "fec66703eefd0ad2a2ce71dd639097be5eeeed8b0bbfae6427dc1e9c6aad00f8",
"label_vintage": "2022-08-29"
},
{
"available_at": "2022-09-28",
"cutoff": "2022-03-25",
"error": 3.706213698529753,
"forecast_id": "f94cab47f659e574f8e36001674ec2c2b6678cc28398731141a103ad725ac0e0",
"label_vintage": "2022-09-28"
},
{
"available_at": "2022-10-29",
"cutoff": "2022-04-29",
"error": 3.6874283653247306,
"forecast_id": "3dfc20e8d2634d5fab48e2c2605e4834a7cb43566dfaba381e813491ea780711",
"label_vintage": "2022-10-29"
},
{
"available_at": "2022-11-29",
"cutoff": "2022-05-27",
"error": 1.1013518153674022,
"forecast_id": "a6bcec1786ee4d26eb3be8f7a1d15afefb5b6a653c9fe0a064bb9a2bc056e8f3",
"label_vintage": "2022-11-29"
},
{
"available_at": "2022-12-29",
"cutoff": "2022-06-24",
"error": 1.8613546809943227,
"forecast_id": "df5153c9887775bf0c0269d493dc2d3311d3d460984e599fb9bf24dac21b8397",
"label_vintage": "2022-12-29"
},
{
"available_at": "2023-01-29",
"cutoff": "2022-07-29",
"error": 2.445501690924776,
"forecast_id": "6a17d018313b74c7834bfb68eb87ed5f577d34e062e92adaef652d418312d49c",
"label_vintage": "2023-01-29"
},
{
"available_at": "2023-02-28",
"cutoff": "2022-08-26",
"error": -1.4327474741970425,
"forecast_id": "ca768b1eeade8ab75e7ebf3dd15e7019c8db6af1f1efc656764296da930defcc",
"label_vintage": "2023-02-28"
},
{
"available_at": "2023-03-31",
"cutoff": "2022-09-30",
"error": -4.762186081845708,
"forecast_id": "a5e7f794e4655f5252b1650c73898f50348c1c5eeaa6aef57e47603c6b5b9ee7",
"label_vintage": "2023-03-31"
},
{
"available_at": "2023-05-01",
"cutoff": "2022-10-28",
"error": -3.2122042810198814,
"forecast_id": "b703f1161b4bbaca16aeafc8aa4606663238680f0922d12804e512d1571ee438",
"label_vintage": "2023-05-01"
},
{
"available_at": "2023-05-29",
"cutoff": "2022-11-25",
"error": -2.6536738872975123,
"forecast_id": "f0d2e720df93ed50be763ec11294dcf4932b814de5187a17138347adcc746662",
"label_vintage": "2023-05-29"
},
{
"available_at": "2023-06-29",
"cutoff": "2022-12-30",
"error": -1.2208678213022452,
"forecast_id": "cb1a0579d9bd7740b18258a2aa7977cb8d32e9ab5c6f1df87a16971033ad9db1",
"label_vintage": "2023-06-29"
},
{
"available_at": "2023-07-29",
"cutoff": "2023-01-27",
"error": 5.2615757773568745,
"forecast_id": "a457506cf79fafd862e9770d6c91344a27ed66c58af356b548df06966dab4baa",
"label_vintage": "2023-07-29"
},
{
"available_at": "2023-08-29",
"cutoff": "2023-02-24",
"error": 0.5678800311693537,
"forecast_id": "3d1df0ba336155ac9f912d2ddfe997f24cba79e9e6de04e512c5592cbb99500d",
"label_vintage": "2023-08-29"
},
{
"available_at": "2023-09-28",
"cutoff": "2023-03-31",
"error": -0.584967862802898,
"forecast_id": "22767ba0b8c7f5a0d4040d2483c2e4a3234d7eedb19f52253dee6060eb52bad4",
"label_vintage": "2023-09-28"
},
{
"available_at": "2023-10-29",
"cutoff": "2023-04-28",
"error": 1.8362882637538884,
"forecast_id": "ead9d0de948636ca21a9803efb9fd89d44a7fd3095faf2d97c12b34336636687",
"label_vintage": "2023-10-29"
},
{
"available_at": "2023-11-29",
"cutoff": "2023-05-26",
"error": 0.4112498034342909,
"forecast_id": "fdfde1ede7af2a34101285ae0a355495f53e500adaaf6d97c1d617861906dfdd",
"label_vintage": "2023-11-29"
},
{
"available_at": "2023-12-29",
"cutoff": "2023-06-30",
"error": 1.2025533237377537,
"forecast_id": "ff15cb7a2382abf3322a6977d38989fbbdc870eac4d4f0320def6fbf7f7f192d",
"label_vintage": "2023-12-29"
},
{
"available_at": "2024-01-29",
"cutoff": "2023-07-28",
"error": 0.4659127696942308,
"forecast_id": "02379cf7b7373331020059b1d705dd15e2a2f5f291ca03917e913d65b2c71ba3",
"label_vintage": "2024-01-29"
},
{
"available_at": "2024-02-28",
"cutoff": "2023-08-25",
"error": -1.5126743762022279,
"forecast_id": "cd90bbfbb4610eaf4bb3218b54121d901071b6f7a4a79f189c779ea720717786",
"label_vintage": "2024-02-28"
},
{
"available_at": "2024-03-30",
"cutoff": "2023-09-29",
"error": -1.2305774955560904,
"forecast_id": "3c16243e261dd46dda4090419715f42fe315258c8f6fcd84a127693278611979",
"label_vintage": "2024-03-30"
},
{
"available_at": "2024-04-30",
"cutoff": "2023-10-27",
"error": -4.3482159331882455,
"forecast_id": "b53cef655e7bf99c1e889c58967bfcf26cb8fe67ef2e7b870bc8f61a8dcfb2bf",
"label_vintage": "2024-04-30"
},
{
"available_at": "2024-05-29",
"cutoff": "2023-11-24",
"error": 0.18538012285792388,
"forecast_id": "977bf5ebcec8afd9ee000c71c01e0094f60ef40abfce7926d5145a717b3da004",
"label_vintage": "2024-05-29"
},
{
"available_at": "2024-06-29",
"cutoff": "2023-12-29",
"error": -1.1018705996077696,
"forecast_id": "274edd5dfa1ec01f30a8f1457427c18f8691b784ad8158f8d220c9a718efb9c6",
"label_vintage": "2024-06-29"
},
{
"available_at": "2024-07-29",
"cutoff": "2024-01-26",
"error": -0.5793320757677203,
"forecast_id": "4c7ce2b0818ea3bedbbce7694ea21251d15d499d524105c44bd4c535fc148ee4",
"label_vintage": "2024-07-29"
},
{
"available_at": "2024-08-29",
"cutoff": "2024-02-23",
"error": 5.24656313295967,
"forecast_id": "6430a8e2212607fcc3c24c0acb29875789603aecb90be6d6dd9be3a3f0938534",
"label_vintage": "2024-08-29"
},
{
"available_at": "2024-09-28",
"cutoff": "2024-03-29",
"error": 1.6109239145792338,
"forecast_id": "99aa7a342c9c8216e10f361e7ff2655343e473dafab08b972351b689e74e212d",
"label_vintage": "2024-09-28"
},
{
"available_at": "2024-10-29",
"cutoff": "2024-04-26",
"error": 0.19804500757987442,
"forecast_id": "6b2614d335a1225bb6c8430535824180baf95aa80b01b284b9d3a21a28055384",
"label_vintage": "2024-10-29"
},
{
"available_at": "2024-11-29",
"cutoff": "2024-05-31",
"error": 2.0100200946251534,
"forecast_id": "ec9d053668e8e2b3caa9af1ebc4e1d43d62652eac07ca4196df849eb8c4f0fa6",
"label_vintage": "2024-11-29"
},
{
"available_at": "2024-12-29",
"cutoff": "2024-06-28",
"error": -1.317907018561255,
"forecast_id": "2bfcb977e4fb6a775b1b68904e69df275541b867918666a1bace952dd9ca0538",
"label_vintage": "2024-12-29"
},
{
"available_at": "2025-01-29",
"cutoff": "2024-07-26",
"error": -3.4129329591569855,
"forecast_id": "c333d7b2f464950bcb0cc49618de4d0ff6ae3f154f85dcfe8cf5fe657e6064c8",
"label_vintage": "2025-01-29"
},
{
"available_at": "2025-02-28",
"cutoff": "2024-08-30",
"error": -1.6008425567136286,
"forecast_id": "bb3fea1b23822cca5aa8d13f5fde83e9654f2f11508de6d810115328f169cabe",
"label_vintage": "2025-02-28"
},
{
"available_at": "2025-03-31",
"cutoff": "2024-09-27",
"error": 0.4242792374860018,
"forecast_id": "540fb7fdd5d853388902cfef6fe5aba1ba2e9858f5f949577543579900448d74",
"label_vintage": "2025-03-31"
},
{
"available_at": "2025-05-01",
"cutoff": "2024-10-25",
"error": 2.1746530544506624,
"forecast_id": "91894b7507a5322a1a1af88db428af8b8ff99f2a74eff6ecdea1762c472aabe2",
"label_vintage": "2025-05-01"
},
{
"available_at": "2025-05-29",
"cutoff": "2024-11-29",
"error": 5.626760434941396,
"forecast_id": "97eacc2e437fead46fe872a5b2aea9a1fc5f4b6e3a23ce9f6492ccbb774bec6f",
"label_vintage": "2025-05-29"
},
{
"available_at": "2025-06-29",
"cutoff": "2024-12-27",
"error": 5.244700139798703,
"forecast_id": "d88cbfcc0fcfbe4768d391405d71302ba977d35b10c1740ab7d8155e2e0b0145",
"label_vintage": "2025-06-29"
},
{
"available_at": "2025-07-29",
"cutoff": "2025-01-31",
"error": 1.8763130373756765,
"forecast_id": "557c40f3f650104c8cfeba4e1524de42807867a36ba303f0ebcdeae7182667f6",
"label_vintage": "2025-07-29"
},
{
"available_at": "2025-08-29",
"cutoff": "2025-02-28",
"error": 2.5201850389625013,
"forecast_id": "aa6ea6a086e12698307a1c7361e3eff9c07e952f80adfba605002c3b459c0f92",
"label_vintage": "2025-08-29"
},
{
"available_at": "2025-09-28",
"cutoff": "2025-03-28",
"error": 0.9832670925766547,
"forecast_id": "cc19d2a84e95a67dc3f7e04d7b0c152d42596effda13788f981c348d6a6b5e60",
"label_vintage": "2025-09-28"
},
{
"available_at": "2025-10-29",
"cutoff": "2025-04-25",
"error": 0.8061339668008825,
"forecast_id": "d470359c3508b1e326718f55dae0b40437c55d143766aa16133f3abf0e466a61",
"label_vintage": "2025-10-29"
},
{
"available_at": "2025-11-29",
"cutoff": "2025-05-30",
"error": 0.08769885382375657,
"forecast_id": "debe48d6ab16c2f2f4b85e18333cf7d669a3eda9d7fc0e32f50d6f707b7a8a9d",
"label_vintage": "2025-11-29"
},
{
"available_at": "2025-12-29",
"cutoff": "2025-06-27",
"error": 2.094576961666143,
"forecast_id": "122bd6efb0bb5b6b3ecc1fe3a172eeff30549eaa04d8c41073e3217193d2b551",
"label_vintage": "2025-12-29"
},
{
"available_at": "2026-01-29",
"cutoff": "2025-07-25",
"error": 0.11172700119482491,
"forecast_id": "d237789787922928a4a3f79f9838565239cc933bf6ec2f0d2aa557dada9cc510",
"label_vintage": "2026-01-29"
},
{
"available_at": "2026-02-28",
"cutoff": "2025-08-29",
"error": -1.5245652585063378,
"forecast_id": "9276ce5d19eba2bf7fef78da9bc42319c72ebcbd2802f9bbbc8083c943f209ac",
"label_vintage": "2026-02-28"
},
{
"available_at": "2026-03-31",
"cutoff": "2025-09-26",
"error": 0.1575974395671305,
"forecast_id": "e304f0d771de5d4bd049d9eb65f272c20127eefb65843458f96a3577b83b6711",
"label_vintage": "2026-03-31"
},
{
"available_at": "2026-05-01",
"cutoff": "2025-10-31",
"error": -0.06920575325696318,
"forecast_id": "90b329c5a6adee766c0a883eef60b8ffd8d86c03dabbcf150c5e020f8871f0e7",
"label_vintage": "2026-05-01"
},
{
"available_at": "2026-06-29",
"cutoff": "2025-12-26",
"error": 1.755344077954938,
"forecast_id": "bf9a062fac54359857ddf6ac0161e9586ebf47c26b096cbc68f848d150e7b59b",
"label_vintage": "2026-06-29"
},
{
"available_at": "2026-07-29",
"cutoff": "2026-01-30",
"error": 2.723229547813893,
"forecast_id": "70249a1622ff524145a779c7e2959e872e10f950c291dee0caa8a1f10bb2cbf6",
"label_vintage": "2026-07-29"
}
],
"window": 120
},
"code_archive": "d3761caf4c6d20c77837e99322de4b1f6796d3b3d4ddaf43939a59e4cf96e161",
"code_commit": "46d71379d293a8d92309f458f55e6dce405a63c6",
"created_at": "2026-09-22T12:09:55.683270+00:00",
"data_quality": {
"alfred_available_from": "2026-09-18",
"metadata_verified_through": "2026-09-18",
"observation_age_days": 51,
"publisher_release_date_verified": false,
"release_date": null,
"status": "LAST_VERIFIED_SNAPSHOT",
"unproven_metadata_after_cutoff": true
},
"dataset_id": "482194472b1f22027ab2836cdb5277c6373aec7b7b3d365fe69b21f262a44fa2",
"event_probabilities": {
"direction_reference": 0.0,
"down": 0.30833333333333335,
"equal": 0.0,
"relation": "below",
"threshold": 0.0,
"threshold_event": 0.30833333333333335,
"up": 0.6916666666666667
},
"feature_version": "none-0",
"forecast_id": "539f215486b645009e75e48457191358b84d3e432b1b5960659853af2aaec6e4",
"historical_oos": {
"annual": [
{
"crps": 1.752409984744131,
"direction_accuracy": 1.0,
"direction_brier": 0.12327546296296295,
"distribution_n": 12,
"end": "2011-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.35000000000000003,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.12327546296296299,
"event_ece": 0.35000000000000003,
"mae": 1.9642729713360987,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.75,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 6.6897366718247815
},
"pi80": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 12.988670464634886
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 24.226735504883738
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 3.8884488206273087,
"rmse": 2.4308622110216316,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.34521168261984925,
"year": "2011"
},
{
"crps": 1.5819847959099542,
"direction_accuracy": 0.75,
"direction_brier": 0.19201967592592592,
"distribution_n": 12,
"end": "2012-12-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2719696969696969,
"n": 11,
"observed_rate": 0.2727272727272727,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.19201967592592598,
"event_ece": 0.025694444444444475,
"mae": 2.148127004899879,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.6666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.502046538158372
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 10.586585064535317
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 24.226735504883738
},
"positive_origin_months": 3,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.7792071212572727,
"rmse": 2.648999658059347,
"start": "2012-01-27",
"status": "computed",
"training_scaled_mae": 0.3804058391137799,
"year": "2012"
},
{
"crps": 1.2987460447215022,
"direction_accuracy": 0.9166666666666666,
"direction_brier": 0.10319444444444446,
"distribution_n": 12,
"end": "2013-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2527777777777778,
"n": 12,
"observed_rate": 0.08333333333333333,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.10319444444444448,
"event_ece": 0.1694444444444445,
"mae": 1.4395466496962406,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.8333333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.090436776877035
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 10.306146741814592
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 24.226735504883738
},
"positive_origin_months": 1,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 3.1298761246929967,
"rmse": 1.7229209146792805,
"start": "2013-01-25",
"status": "computed",
"training_scaled_mae": 0.25658030134473114,
"year": "2013"
},
{
"crps": 1.3409163954848113,
"direction_accuracy": 0.9166666666666666,
"direction_brier": 0.09888888888888887,
"distribution_n": 12,
"end": "2014-12-26",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.23333333333333336,
"n": 12,
"observed_rate": 0.08333333333333333,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.09888888888888887,
"event_ece": 0.15000000000000002,
"mae": 1.6133109276918818,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.75,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.502917048241195
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 10.152839579438018
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 24.226735504883738
},
"positive_origin_months": 1,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 3.7401030696258126,
"rmse": 1.9986966453016992,
"start": "2014-01-31",
"status": "computed",
"training_scaled_mae": 0.29079281595612266,
"year": "2014"
},
{
"crps": 2.7723553292900363,
"direction_accuracy": 0.3333333333333333,
"direction_brier": 0.39292245370370366,
"distribution_n": 12,
"end": "2015-12-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.24652777777777776,
"n": 12,
"observed_rate": 0.6666666666666666,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.39292245370370377,
"event_ece": 0.42013888888888884,
"mae": 4.365455849243175,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.3333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.675207342982983
},
"pi80": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 10.14330864783571
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 24.226735504883738
},
"positive_origin_months": 8,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.312478619967229,
"rmse": 4.849952294428612,
"start": "2015-01-30",
"status": "computed",
"training_scaled_mae": 0.7894775102191006,
"year": "2015"
},
{
"crps": 1.512184870686113,
"direction_accuracy": 0.6666666666666666,
"direction_brier": 0.24026620370370377,
"distribution_n": 12,
"end": "2016-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.26388888888888884,
"n": 6,
"observed_rate": 0.5,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3111111111111111,
"n": 6,
"observed_rate": 0.16666666666666666,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.24026620370370377,
"event_ece": 0.1902777777777778,
"mae": 1.8791266487262392,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.6666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.300946389273357
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 10.218465792146416
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 24.155563010273152
},
"positive_origin_months": 4,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.6134402748715535,
"rmse": 2.4329993697329066,
"start": "2016-01-29",
"status": "computed",
"training_scaled_mae": 0.34335808800690865,
"year": "2016"
},
{
"crps": 1.7099537656135728,
"direction_accuracy": 0.8333333333333334,
"direction_brier": 0.16008101851851853,
"distribution_n": 12,
"end": "2017-12-29",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3055555555555555,
"n": 12,
"observed_rate": 0.16666666666666666,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.16008101851851853,
"event_ece": 0.13888888888888887,
"mae": 2.416043055412919,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.6666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.459683258686149
},
"pi80": {
"coverage": 0.8333333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 10.19628642780731
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 24.119976762967855
},
"positive_origin_months": 2,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 3.7851760840960504,
"rmse": 2.782128076348023,
"start": "2017-01-27",
"status": "computed",
"training_scaled_mae": 0.4457374546960617,
"year": "2017"
},
{
"crps": 1.6769366170870823,
"direction_accuracy": 0.8333333333333334,
"direction_brier": 0.1665625,
"distribution_n": 12,
"end": "2018-12-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2702380952380952,
"n": 7,
"observed_rate": 0.2857142857142857,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.31166666666666665,
"n": 5,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.1665625,
"event_ece": 0.13888888888888887,
"mae": 2.3876179181715,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.5833333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.27008538816386
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 10.10697049091388
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 24.119976762967855
},
"positive_origin_months": 2,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 3.677596361508263,
"rmse": 2.7458765792796775,
"start": "2018-01-26",
"status": "computed",
"training_scaled_mae": 0.4452768987577458,
"year": "2018"
},
{
"crps": 3.502885681165919,
"direction_accuracy": 0.3333333333333333,
"direction_brier": 0.42146990740740736,
"distribution_n": 12,
"end": "2019-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2152777777777778,
"n": 12,
"observed_rate": 0.6666666666666666,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.42146990740740736,
"event_ece": 0.45138888888888884,
"mae": 4.8672244865266885,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.16666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.810434955076728
},
"pi80": {
"coverage": 0.8333333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 8.752092387469961
},
"pi95": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 16.167256528882437
},
"positive_origin_months": 8,
"positive_spells": 4,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.796716361340542,
"rmse": 6.704288736190857,
"start": "2019-01-25",
"status": "computed",
"training_scaled_mae": 0.9098579818279459,
"year": "2019"
},
{
"crps": 20.549228638609375,
"direction_accuracy": 0.5833333333333334,
"direction_brier": 0.28491319444444446,
"distribution_n": 12,
"end": "2020-12-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.24375,
"n": 12,
"observed_rate": 0.4166666666666667,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.28491319444444446,
"event_ece": 0.1729166666666667,
"mae": 22.015129073639866,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.339204617529269
},
"pi80": {
"coverage": 0.16666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 7.970195202876096
},
"pi95": {
"coverage": 0.16666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 13.269982503645323
},
"positive_origin_months": 5,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 22.371766109853652,
"rmse": 29.049711647614888,
"start": "2020-01-31",
"status": "computed",
"training_scaled_mae": 4.157628060009775,
"year": "2020"
},
{
"crps": 2.3106940975905115,
"direction_accuracy": 1.0,
"direction_brier": 0.07833912037037037,
"distribution_n": 12,
"end": "2021-12-31",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.27986111111111106,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.07833912037037037,
"event_ece": 0.27986111111111106,
"mae": 2.8737986712053742,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.5,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.022288899074888
},
"pi80": {
"coverage": 0.6666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 8.626805664411782
},
"pi95": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 27.04193999126753
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 4.678973090217839,
"rmse": 3.9161629770854094,
"start": "2021-01-29",
"status": "computed",
"training_scaled_mae": 0.5170897628041188,
"year": "2021"
},
{
"crps": 2.3179571202004396,
"direction_accuracy": 0.5833333333333334,
"direction_brier": 0.26284722222222223,
"distribution_n": 12,
"end": "2022-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2819444444444444,
"n": 12,
"observed_rate": 0.4166666666666667,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.26284722222222223,
"event_ece": 0.1347222222222223,
"mae": 3.270263513554045,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.4166666666666667,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.122381658704756
},
"pi80": {
"coverage": 0.6666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 9.064792727488017
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 28.523602400010827
},
"positive_origin_months": 5,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 3.3437496969378118,
"rmse": 3.970379945859318,
"start": "2022-01-28",
"status": "computed",
"training_scaled_mae": 0.5880140450157352,
"year": "2022"
},
{
"crps": 1.7985324429779117,
"direction_accuracy": 0.5833333333333334,
"direction_brier": 0.25218171296296293,
"distribution_n": 12,
"end": "2023-12-29",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.27166666666666667,
"n": 5,
"observed_rate": 0.2,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.30238095238095236,
"n": 7,
"observed_rate": 0.5714285714285714,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.25218171296296293,
"event_ece": 0.18680555555555556,
"mae": 2.7259752026213615,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.5,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.340028258030117
},
"pi80": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 9.204176501791485
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 28.523602400010827
},
"positive_origin_months": 5,
"positive_spells": 3,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.5590955299467957,
"rmse": 3.129056953610472,
"start": "2023-01-27",
"status": "computed",
"training_scaled_mae": 0.49195086319786935,
"year": "2023"
},
{
"crps": 1.7320558295716324,
"direction_accuracy": 0.6666666666666666,
"direction_brier": 0.223449074074074,
"distribution_n": 12,
"end": "2024-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.32638888888888895,
"n": 12,
"observed_rate": 0.3333333333333333,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.223449074074074,
"event_ece": 0.006944444444444364,
"mae": 2.4321161014684116,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.5,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.292785179999318
},
"pi80": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 9.244678247037328
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 28.523602400010827
},
"positive_origin_months": 4,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.453913302218357,
"rmse": 2.8817363135764245,
"start": "2024-01-26",
"status": "computed",
"training_scaled_mae": 0.4432121575812263,
"year": "2024"
},
{
"crps": 1.1008506628111348,
"direction_accuracy": 0.8181818181818182,
"direction_brier": 0.1849747474747475,
"distribution_n": 11,
"end": "2025-12-26",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.35454545454545455,
"n": 11,
"observed_rate": 0.18181818181818182,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.1849747474747475,
"event_ece": 0.17272727272727273,
"mae": 1.1237472677566152,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 11,
"pi50": {
"coverage": 0.9090909090909091,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 11,
"width": 4.989538402346421
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 11,
"width": 9.441738309990981
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 11,
"width": 28.523602400010827
},
"positive_origin_months": 2,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.0896922256078008,
"rmse": 1.3772829913890217,
"start": "2025-01-31",
"status": "computed",
"training_scaled_mae": 0.20712747020592037,
"year": "2025"
}
],
"crisis_excluded": {
"crps": 1.7566658965475734,
"direction_accuracy": 0.7171052631578947,
"direction_brier": 0.21305098684210524,
"distribution_n": 152,
"end": "2025-12-26",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2553294573643411,
"n": 86,
"observed_rate": 0.3488372093023256,
"sparse": false,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3261363636363636,
"n": 66,
"observed_rate": 0.19696969696969696,
"sparse": false,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.2130509868421053,
"event_ece": 0.10899122807017542,
"mae": 2.399616008698667,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 180,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 1.966845006832947,
"observed_months": 152,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 2.840416893798328
},
"n": 152,
"pi50": {
"coverage": 0.6052631578947368,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 180,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.49982517482517486,
"observed_months": 152,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.7078756368204341
},
"n": 152,
"width": 5.188921320450808
},
"pi80": {
"coverage": 0.9276315789473685,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 180,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.875859815190444,
"observed_months": 152,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.9683643818167343
},
"n": 152,
"width": 10.06934738161939
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 180,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 1.0,
"observed_months": 152,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 1.0
},
"n": 152,
"width": 25.172827344049185
},
"positive_origin_months": 43,
"positive_spells": 16,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.7324592871281,
"rmse": 2.986431254603163,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.4357060881810765
},
"full": {
"crps": 3.1418517131550745,
"direction_accuracy": 0.7206703910614525,
"direction_brier": 0.21251202669149594,
"distribution_n": 179,
"end": "2025-12-26",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2554572271386431,
"n": 113,
"observed_rate": 0.3274336283185841,
"sparse": false,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3261363636363636,
"n": 66,
"observed_rate": 0.19696969696969696,
"sparse": false,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.21251202669149594,
"event_ece": 0.09306331471135937,
"mae": 3.849929144333223,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 180,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 2.0994012300263307,
"observed_months": 179,
"p_value": 0.0095,
"repetitions": 1999,
"status": "computed",
"upper95": 6.801068318848339
},
"n": 179,
"pi50": {
"coverage": 0.547486033519553,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 180,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.40555555555555556,
"observed_months": 179,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.6780565606551132
},
"n": 179,
"width": 5.094430828029521
},
"pi80": {
"coverage": 0.8547486033519553,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 180,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.7262569832402235,
"observed_months": 179,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.9550687339150085
},
"n": 179,
"width": 9.802253009454247
},
"pi95": {
"coverage": 0.9329608938547486,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 180,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.8055555555555556,
"observed_months": 179,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 1.0
},
"n": 179,
"width": 24.249775362087057
},
"positive_origin_months": 50,
"positive_spells": 18,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 4.232140230657115,
"rmse": 8.205648079475045,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.7102431491959597
},
"horizon": 3,
"model": "persistence",
"nonoverlapping": {
"crps": 3.1366412613544097,
"direction_accuracy": 0.7333333333333333,
"direction_brier": 0.20982870370370368,
"distribution_n": 60,
"end": "2025-10-31",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.25563063063063063,
"n": 37,
"observed_rate": 0.32432432432432434,
"sparse": false,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.32644927536231877,
"n": 23,
"observed_rate": 0.17391304347826086,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.2098287037037037,
"event_ece": 0.10083333333333332,
"mae": 3.7747161974986865,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 1.9395664978036675,
"observed_months": 60,
"p_value": 0.0125,
"repetitions": 1999,
"status": "computed",
"upper95": 6.820241618840865
},
"n": 60,
"pi50": {
"coverage": 0.6166666666666667,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.4406779661016949,
"observed_months": 60,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.7796610169491526
},
"n": 60,
"width": 5.1165725776419695
},
"pi80": {
"coverage": 0.7833333333333333,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.6166666666666667,
"observed_months": 60,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.9180327868852459
},
"n": 60,
"width": 9.84459042073532
},
"pi95": {
"coverage": 0.9333333333333333,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.8032786885245902,
"observed_months": 60,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 1.0
},
"n": 60,
"width": 24.273520612372273
},
"positive_origin_months": 16,
"positive_spells": 16,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 4.267696499417607,
"rmse": 8.511757778709189,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.6970638747575916
},
"series": "INDPRO",
"split": "locked_historical_holdout",
"vs_historical_mean": {
"crps_improvement": 0.008392345680064195,
"crps_improvement_ci95": {
"block_months": 24,
"calendar_months": 180,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": -0.007965799472707265,
"observed_months": 179,
"p_value": 0.1585,
"repetitions": 1999,
"status": "computed",
"upper95": 0.0242443517541192
},
"crps_n": 179,
"mae_improvement": 0.0030092930044726533,
"mae_improvement_ci95": {
"block_months": 24,
"calendar_months": 180,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": -0.018806439503892373,
"observed_months": 179,
"p_value": 0.3875,
"repetitions": 1999,
"status": "computed",
"upper95": 0.024662614515479672
},
"n": 179,
"relative_mae_improvement": 0.0007810384342792705
},
"vs_persistence": {
"crps_improvement": 0.0,
"crps_improvement_ci95": {
"block_months": 24,
"calendar_months": 180,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.0,
"observed_months": 179,
"p_value": 1.0,
"repetitions": 1999,
"status": "computed",
"upper95": 0.0
},
"crps_n": 179,
"mae_improvement": 0.0,
"mae_improvement_ci95": {
"block_months": 24,
"calendar_months": 180,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.0,
"observed_months": 179,
"p_value": 1.0,
"repetitions": 1999,
"status": "computed",
"upper95": 0.0
},
"n": 179,
"relative_mae_improvement": 0.0
}
},
"horizon": 3,
"information_cutoff": "2026-09-18",
"input": {
"actual": {
"available_from": "2026-09-18",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "a0cd66d6f2b275726721640f443a0968e0e966afb45b5599675823bf7c225e7c",
"series_id": "INDPRO",
"value": 103.0682
},
"age_days": 48,
"anchor_month": "2026-08",
"baseline": 0.0,
"checksum": "b0d9ef708521b0d1d0d41a2feeabc1df6037cee4172e0a1523446d4d460c8eba",
"event": "below",
"input_rows": [
{
"available_from": "2026-09-18",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "a0cd66d6f2b275726721640f443a0968e0e966afb45b5599675823bf7c225e7c",
"series_id": "INDPRO",
"value": 103.0682
}
],
"metadata": {
"frequency": "Monthly",
"provider": "Board of Governors of the Federal Reserve System (US)",
"release": "G.17 Industrial Production and Capacity Utilization",
"seasonal_adjustment": "Seasonally Adjusted",
"title": "Industrial Production: Total Index",
"units": "Index 2017=100"
},
"reference": 0.0,
"threshold": 0.0
},
"latest_actual": {
"available_from": "2026-09-18",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "a0cd66d6f2b275726721640f443a0968e0e966afb45b5599675823bf7c225e7c",
"series_id": "INDPRO",
"value": 103.0682
},
"limitations": [
"No demonstrated predictive edge; unvalidated event probabilities",
"Day-end archive availability, not intraday publisher timestamp",
"Information set stops at official metadata coverage; no extrapolation through requested cutoff",
"First archive availability is not proven first publisher release",
"Overlapping residuals; no coverage guarantee; no parameter CI or probability uncertainty estimate",
"Calibration uses frozen Phase 3B 90-day labels; new live labels are not yet available",
"Growth horizon is measured from origin month; anchor can precede origin",
"Historical performance is retrospective, not live performance"
],
"model_id": "persistence",
"model_version": "3C.1.0",
"origin_month": "2026-09",
"outcome_definition": "UNRATE target level; other targets annualized log growth from anchor to target, both endpoints in outcome vintage",
"point_forecast": {
"mean": 1.1376427399174343,
"median": 1.677203164060154,
"raw_baseline": 0.0
},
"prediction_intervals": {
"0.5": [
-0.6735300079094564,
3.9414776884904463
],
"0.8": [
-2.4490169449630255,
6.7388597192783735
],
"0.95": [
-16.364470431077564,
12.159131968933263
]
},
"predictive_distribution": {
"family": "prequential_empirical",
"mean": 1.1376427399174343,
"median": 1.677203164060154,
"parameter_confidence_interval": null,
"prediction_intervals": {
"0.5": [
-0.6735300079094564,
3.9414776884904463
],
"0.8": [
-2.4490169449630255,
6.7388597192783735
],
"0.95": [
-16.364470431077564,
12.159131968933263
]
},
"probability_estimate_uncertainty": null,
"support": [
-55.28192092596179,
-51.327229485112795,
-34.12021498879658,
-15.909194929597641,
-8.214613628659224,
-4.762186081845708,
-4.3482159331882455,
-3.757985124136058,
-3.4129329591569855,
-3.2122042810198814,
-2.6536738872975123,
-2.475739294488792,
-2.446047795015718,
-2.421233682900136,
-1.6008425567136286,
-1.5812777485067238,
-1.5245652585063378,
-1.5126743762022279,
-1.4327474741970425,
-1.317907018561255,
-1.2305774955560904,
-1.2208678213022452,
-1.1668253828473405,
-1.1018705996077696,
-1.0692947439762843,
-0.9647872762087522,
-0.9357123855445826,
-0.9012369817928098,
-0.8083391016246679,
-0.7838851198407402,
-0.6367449705990285,
-0.584967862802898,
-0.5793320757677203,
-0.5569082965797738,
-0.43488993929989345,
-0.42006524917711174,
-0.06920575325696318,
0.08769885382375657,
0.11172700119482491,
0.1575974395671305,
0.18538012285792388,
0.19804500757987442,
0.4112498034342909,
0.4242792374860018,
0.4659127696942308,
0.4754913029541598,
0.5145160023396179,
0.5678800311693537,
0.6299549054681836,
0.6319295697206387,
0.8061339668008825,
0.9832670925766547,
1.1013518153674022,
1.2025533237377537,
1.391179306927059,
1.4639413131687218,
1.4700167480779636,
1.5571919142647264,
1.584717487129175,
1.6109239145792338,
1.743482413541074,
1.755344077954938,
1.7732973243260937,
1.81061452434899,
1.8362882637538884,
1.8613546809943227,
1.8763130373756765,
2.0100200946251534,
2.0702596816729386,
2.094576961666143,
2.1746530544506624,
2.3197536572932975,
2.4306046740243303,
2.445501690924776,
2.5201850389625013,
2.572234064589141,
2.6463268518573577,
2.6485543760944696,
2.6523692067957554,
2.723229547813893,
2.7983512100235903,
2.8459703004719086,
3.112191368333581,
3.2147972269642255,
3.409088450121236,
3.6874283653247306,
3.706213698529753,
3.725556350330243,
3.847784389077026,
3.930900711756759,
3.9732086186915074,
4.171441205156352,
4.1721777000083335,
4.533391271419072,
4.721579687270047,
5.11043644257582,
5.1284796163019575,
5.244700139798703,
5.24656313295967,
5.255266116121901,
5.2615757773568745,
5.418707007128015,
5.626760434941396,
5.752375630942546,
5.91968265614084,
6.002343121953004,
6.051217275109212,
6.7289079415514825,
6.828425718820379,
6.866045980836281,
7.254334708864732,
8.039123444497365,
8.371048896799007,
8.486209890664808,
8.54348025453844,
11.683112063402474,
12.027448363833916,
17.294792567809626,
32.51732113876386,
34.78970624756541
],
"uncertainty_limit": "Predictive residual distribution only; no exchangeability or coverage guarantee"
},
"primary_scoring_vintage": "target month end + 90 days; first archive and later revisions are separate diagnostics",
"record_type": "LIVE_FORECAST",
"requested_information_cutoff": "2026-09-21",
"target_date": "2026-12-31",
"target_definition": {
"event": "below",
"measure": "annualized_log_growth",
"name": "Industrial production growth",
"threshold": 0.0,
"units": "annualized log percent"
},
"target_id": "INDPRO",
"target_month": "2026-12",
"units": "annualized log percent",
"validation_status": "EXPERIMENTAL"
},
{
"calibration": {
"checksum": "a73d4b8e7619b04ba8d1c1c3e8b6bbe45cf566a949dc38877367921cfeb6a22e",
"historical_dataset_id": "14d979068a64284b9b5cc7f1b611bd01a9899675a73303b5f0db955d6a2ba14c",
"historical_run_id": "34d2637c4beed41deb69ddba0f9c5e892fb8592ecd2304e3fe05a5241e5c6018",
"residuals": [
{
"available_at": "2016-08-29",
"cutoff": "2015-11-27",
"error": -2.3896679863620944,
"forecast_id": "4cb56c3bee397ef0c56a34208feb6411a886dfac387cf86e95999f7cf8ad881a",
"label_vintage": "2016-08-29"
},
{
"available_at": "2016-09-28",
"cutoff": "2015-12-25",
"error": -0.36001203964135836,
"forecast_id": "b789cfe98b9d8476ec7531c159bf0a63772c944d39d9b0bb03276e5e1e3cd031",
"label_vintage": "2016-09-28"
},
{
"available_at": "2016-10-29",
"cutoff": "2016-01-29",
"error": 1.1047967685526816,
"forecast_id": "ecab694bd591b3697a55b9da3aef4dd33fb89bc0eb67121de180470a3ff74290",
"label_vintage": "2016-10-29"
},
{
"available_at": "2016-11-29",
"cutoff": "2016-02-26",
"error": -0.13516357090772635,
"forecast_id": "42e38f9f2b6c1caec91c2cb1cefe36c814135b13a5e410fa28bae20cc31632f1",
"label_vintage": "2016-11-29"
},
{
"available_at": "2016-12-29",
"cutoff": "2016-03-25",
"error": -0.28114512528159197,
"forecast_id": "2e546fc4fc3531853494bdba8b873a18e4bc7d8e60b2159b233dd88cf19fc9c3",
"label_vintage": "2016-12-29"
},
{
"available_at": "2017-01-29",
"cutoff": "2016-04-29",
"error": 1.6094854345081577,
"forecast_id": "5a05da8c9a415ac7f4e5a1564d4d5fc83c5a143a441766957955ea0e59cc4614",
"label_vintage": "2017-01-29"
},
{
"available_at": "2017-02-28",
"cutoff": "2016-05-27",
"error": 0.574216130608622,
"forecast_id": "f3f291889fdd001a6bc474c4f75d62591426ae320461059b9a8e3c2935d055d3",
"label_vintage": "2017-02-28"
},
{
"available_at": "2017-03-31",
"cutoff": "2016-06-24",
"error": 1.663889400032501,
"forecast_id": "554fb6705d25c6190e4a878a4e6d73bf0e0a9e9f9772f56b3c4ab6d53ecbe9d7",
"label_vintage": "2017-03-31"
},
{
"available_at": "2017-05-01",
"cutoff": "2016-07-29",
"error": 0.5702303312113735,
"forecast_id": "b3c481d95382087ff5cd9d422c9954d600e16df8d6f0772f09dbe825ae9ab2c7",
"label_vintage": "2017-05-01"
},
{
"available_at": "2017-05-29",
"cutoff": "2016-08-26",
"error": 0.7684119363582148,
"forecast_id": "96a4bd4d04610fa5ef415821063a0bbbdc14bb4658f34f49984e71fcb9c136d9",
"label_vintage": "2017-05-29"
},
{
"available_at": "2017-06-29",
"cutoff": "2016-09-30",
"error": 1.1839007053985577,
"forecast_id": "287e1f804203e63a1578e4d535167a07812f89545018f65235203f0e6d13e146",
"label_vintage": "2017-06-29"
},
{
"available_at": "2017-07-29",
"cutoff": "2016-10-28",
"error": 2.8052736128965683,
"forecast_id": "26e863c51dd1eddbdbb9aa04a01bd6e82bd90737562beb1143d7fb43233ad99c",
"label_vintage": "2017-07-29"
},
{
"available_at": "2017-08-29",
"cutoff": "2016-11-25",
"error": 2.8532542002204453,
"forecast_id": "8ce4d715997b3195c4f4e018e4912aac3b008109573b752b0e836cbc83848d62",
"label_vintage": "2017-08-29"
},
{
"available_at": "2017-09-28",
"cutoff": "2016-12-30",
"error": 3.844799883334901,
"forecast_id": "b7bc064d8a4d89d642267e2200fcdfcf1ea0ea0a974b785b8395d9a86648dae9",
"label_vintage": "2017-09-28"
},
{
"available_at": "2017-10-29",
"cutoff": "2017-01-27",
"error": 2.1935337746624883,
"forecast_id": "26cc73f9ba4c27c03e0e97fd6742cb0e9e540fbb807a938d00111460b5f81dd8",
"label_vintage": "2017-10-29"
},
{
"available_at": "2017-11-29",
"cutoff": "2017-02-24",
"error": 2.0989442159663856,
"forecast_id": "3a6f627ba88afe14f357b066cb806fbb00c9da3dd0770fcc66e95c2d0b6b9d5f",
"label_vintage": "2017-11-29"
},
{
"available_at": "2017-12-29",
"cutoff": "2017-03-31",
"error": 1.9922179297355251,
"forecast_id": "a96e54f5e28c57029b370a3b13b4eb48108cabbd95eccb9489fe03e14432e5d3",
"label_vintage": "2017-12-29"
},
{
"available_at": "2018-01-29",
"cutoff": "2017-04-28",
"error": 4.436806733776721,
"forecast_id": "04dc9dbc07deb8abe6f82e5d3629a326cb1c9856490f0cffb52c2bc77b20248e",
"label_vintage": "2018-01-29"
},
{
"available_at": "2018-02-28",
"cutoff": "2017-05-26",
"error": 2.940658310347158,
"forecast_id": "cc5eda4371d488e820d28172fbf6fbe326aa646b568ac707c041f70b6317df33",
"label_vintage": "2018-02-28"
},
{
"available_at": "2018-03-31",
"cutoff": "2017-06-30",
"error": 3.2894641729008494,
"forecast_id": "25ed7da2c1dcd78e675426ec4c55a578b1ad4d12e27d6ebaaea7e444cbabe22e",
"label_vintage": "2018-03-31"
},
{
"available_at": "2018-05-01",
"cutoff": "2017-07-28",
"error": 2.937692491014229,
"forecast_id": "384078cd5c0d84a1cb7aa8f7c2ea68ebaf2ed9e0bc70beb6db28ae6a66889036",
"label_vintage": "2018-05-01"
},
{
"available_at": "2018-05-29",
"cutoff": "2017-08-25",
"error": 3.4814689189927095,
"forecast_id": "cc7f7e38dc89313ac752551a27a3e11a8c4aabe5cb0c500591f0b3bfdd8fae6b",
"label_vintage": "2018-05-29"
},
{
"available_at": "2018-06-29",
"cutoff": "2017-09-29",
"error": 5.288410439586138,
"forecast_id": "032fafefb02edf0ce873930492bbded647d5781e3fae384d97a71a518f0503c0",
"label_vintage": "2018-06-29"
},
{
"available_at": "2018-07-29",
"cutoff": "2017-10-27",
"error": 7.176609381028158,
"forecast_id": "afd4ecede3a34c4854d5ebe7c7d5f970cbec89aacb72e40fd347a728231c2897",
"label_vintage": "2018-07-29"
},
{
"available_at": "2018-08-29",
"cutoff": "2017-11-24",
"error": 3.367150667330244,
"forecast_id": "b3646882ec44321d915feb5185a3be019bf1229e3b2ac21fce0e9e7069a52259",
"label_vintage": "2018-08-29"
},
{
"available_at": "2018-09-28",
"cutoff": "2017-12-29",
"error": 3.394279603709822,
"forecast_id": "3b467294441fba4023cedb2f9be4b520f3469d31a19de335bbec353f06cc65e6",
"label_vintage": "2018-09-28"
},
{
"available_at": "2018-10-29",
"cutoff": "2018-01-26",
"error": 3.2957197540508285,
"forecast_id": "94fe6140183865b911451b9927afc2e8b6cf90dd2a39ead2912339efc20ecc7f",
"label_vintage": "2018-10-29"
},
{
"available_at": "2018-11-29",
"cutoff": "2018-02-23",
"error": 5.358824559735484,
"forecast_id": "ea6712178768286113ec89a0dc0eb70db0ab9536ac0146a575ac6573e20f511c",
"label_vintage": "2018-11-29"
},
{
"available_at": "2018-12-29",
"cutoff": "2018-03-30",
"error": 4.771394205306719,
"forecast_id": "4f48b42d536f4b0c8df2a85ae1a5c32cc06b2637b7c8a966ba6f72e3fafb9fd3",
"label_vintage": "2018-12-29"
},
{
"available_at": "2019-01-29",
"cutoff": "2018-04-27",
"error": 4.2937807426030385,
"forecast_id": "933a5ca8c12fdaca453e9f436c9d80df674cef88634ce4302fe33ef280ff7365",
"label_vintage": "2019-01-29"
},
{
"available_at": "2019-02-28",
"cutoff": "2018-05-25",
"error": 3.656718596884326,
"forecast_id": "9802eeef4af5f0b1244e212c164493d0f5c9341058e6657ad31721e1f864f510",
"label_vintage": "2019-02-28"
},
{
"available_at": "2019-03-31",
"cutoff": "2018-06-29",
"error": 4.9279323639675585,
"forecast_id": "36555f373d4d1be198900a7891e187eaf838fc453ee2a554c6b2233f27b5f61e",
"label_vintage": "2019-03-31"
},
{
"available_at": "2019-05-01",
"cutoff": "2018-07-27",
"error": 3.203966524770727,
"forecast_id": "b582a481f29c45434190a7e395c6802641d5f4fb0b7679ee4abb4187cac0308c",
"label_vintage": "2019-05-01"
},
{
"available_at": "2019-05-29",
"cutoff": "2018-08-31",
"error": 1.44888532774679,
"forecast_id": "8449c97c8dccd8162608d2a0e6b471bb029cef3780ac83f55f56b92241e623a3",
"label_vintage": "2019-05-29"
},
{
"available_at": "2019-06-29",
"cutoff": "2018-09-28",
"error": 0.11562972510772608,
"forecast_id": "e5f2ece2e8b8b8d9e58e8492e138c8852f321beab0a028e848fd22aa2533c80b",
"label_vintage": "2019-06-29"
},
{
"available_at": "2019-07-29",
"cutoff": "2018-10-26",
"error": -0.7825323530872477,
"forecast_id": "3c9560ff2a77821639a84c7c9dea161a8d39f7474d92f63f200bcdf1ed0745a3",
"label_vintage": "2019-07-29"
},
{
"available_at": "2019-08-29",
"cutoff": "2018-11-30",
"error": -1.082986388600683,
"forecast_id": "82327f570823ddb422d2f2b27f481b731ee39e1ef4e64663f0a4f5e159933dfa",
"label_vintage": "2019-08-29"
},
{
"available_at": "2019-09-28",
"cutoff": "2018-12-28",
"error": -1.7883213599448258,
"forecast_id": "5fb1e0c307bd7c5099362c97e729fffd51eca3dec7fc2c21eef432e0f0026b99",
"label_vintage": "2019-09-28"
},
{
"available_at": "2019-10-29",
"cutoff": "2019-01-25",
"error": -2.258784297707233,
"forecast_id": "de2a0d2901e0e653b85aa58e9a456420cd3c323973430f31394812b5bc613604",
"label_vintage": "2019-10-29"
},
{
"available_at": "2019-11-29",
"cutoff": "2019-02-22",
"error": -0.2979120810859378,
"forecast_id": "e42810efb48589bbac0706ed032206b617de0888fe2e162a82d9a127ec91f3ff",
"label_vintage": "2019-11-29"
},
{
"available_at": "2019-12-29",
"cutoff": "2019-03-29",
"error": -0.1676566241337938,
"forecast_id": "fdc2e9c027eca4c68ab5fdd16f60be446da192c004407574e0e0448ff55811f5",
"label_vintage": "2019-12-29"
},
{
"available_at": "2020-01-29",
"cutoff": "2019-04-26",
"error": -1.2988935217090927,
"forecast_id": "e4e75a63d6363249b7e30697a998a71e78b304175b74d19f6e0176cfe0e6e9c0",
"label_vintage": "2020-01-29"
},
{
"available_at": "2020-02-28",
"cutoff": "2019-05-31",
"error": 1.5404775769448669,
"forecast_id": "89d30c34c86341be3fa6d2b4bd1770bf346f7a135b5b2df2477de78d47a9405a",
"label_vintage": "2020-02-28"
},
{
"available_at": "2020-03-30",
"cutoff": "2019-06-28",
"error": 0.5207462308004694,
"forecast_id": "9474fa628e3a88bf62204e37da8a431e9a73817b130952d1d9bb888cb570ac60",
"label_vintage": "2020-03-30"
},
{
"available_at": "2020-04-30",
"cutoff": "2019-07-26",
"error": -0.3052359593606111,
"forecast_id": "a871ed477a60a72cc08e5bef02ec55c067c88e189fdde3c025d85795323945c1",
"label_vintage": "2020-04-30"
},
{
"available_at": "2020-05-29",
"cutoff": "2019-08-30",
"error": 0.2696162744759055,
"forecast_id": "520845f98c9f1107f4f2689dd802822d70da8b0afafb74a79f579b3abbe1d9a7",
"label_vintage": "2020-05-29"
},
{
"available_at": "2020-06-29",
"cutoff": "2019-09-27",
"error": -8.803296213598044,
"forecast_id": "d0790a744fb8f9c34ef818004798bdd2505be72010a32b0a4762752be84ea5fa",
"label_vintage": "2020-06-29"
},
{
"available_at": "2020-07-29",
"cutoff": "2019-10-25",
"error": -31.307716723231458,
"forecast_id": "61bd7523c5ae2382a23bd20ad74dad78a4a63bfc1df38b671cb56c70586e3385",
"label_vintage": "2020-07-29"
},
{
"available_at": "2020-08-29",
"cutoff": "2019-11-29",
"error": -29.0823790428235,
"forecast_id": "5fb113c620362e4e7299cd5ec1ff92b54b895955e7eca11b2dcac22b689556ad",
"label_vintage": "2020-08-29"
},
{
"available_at": "2020-09-28",
"cutoff": "2019-12-27",
"error": -20.657450259485294,
"forecast_id": "5a134075ddb7997a61da228225de629191825f5304dc1c3575902315cf716638",
"label_vintage": "2020-09-28"
},
{
"available_at": "2020-10-29",
"cutoff": "2020-01-31",
"error": -12.90884768461488,
"forecast_id": "ff1fdc4beaca5bf6418fd3dd020bd977dc295ebee12bcb364a8c240628ebb407",
"label_vintage": "2020-10-29"
},
{
"available_at": "2020-11-29",
"cutoff": "2020-02-28",
"error": -10.850965061770815,
"forecast_id": "05d9f4cf5032232ca465315e5fcb8a464b247a7bbfe950effdf1c47f80b9a393",
"label_vintage": "2020-11-29"
},
{
"available_at": "2020-12-29",
"cutoff": "2020-03-27",
"error": -10.837638458846088,
"forecast_id": "421d7a6490369ab4e53b6af8e1410c77cc2e50985ff9ed1834e18c2f431c5d07",
"label_vintage": "2020-12-29"
},
{
"available_at": "2021-01-29",
"cutoff": "2020-04-24",
"error": -1.5094661973827546,
"forecast_id": "fa6ede9bd422e35ac01989568c0d8eeb168c8f722c506654c68cd47370a7e494",
"label_vintage": "2021-01-29"
},
{
"available_at": "2021-02-28",
"cutoff": "2020-05-29",
"error": 23.790595284183052,
"forecast_id": "303dccbdfdbd87f44c73884b515774bf67e873b4e81ae1e54d152997925d9cbd",
"label_vintage": "2021-02-28"
},
{
"available_at": "2021-03-31",
"cutoff": "2020-06-26",
"error": 23.910614467324976,
"forecast_id": "190c0ea4a672b77ac96a797035dbd2fbf80fddf0e9fff3854f7f7b521e86ec23",
"label_vintage": "2021-03-31"
},
{
"available_at": "2021-05-01",
"cutoff": "2020-07-31",
"error": 15.224964450394893,
"forecast_id": "8dac516f65f17e6c4528492662a0fc9394774ae83c944dd10237a2ee11d52dbd",
"label_vintage": "2021-05-01"
},
{
"available_at": "2021-05-29",
"cutoff": "2020-08-28",
"error": 2.6967486670869,
"forecast_id": "8a8a733e6777d1a4eae5e354322abcaa2078b5cd714df37ac55fb8a469eb59aa",
"label_vintage": "2021-05-29"
},
{
"available_at": "2021-06-29",
"cutoff": "2020-09-25",
"error": 5.349256169425252,
"forecast_id": "75a6c6ae85d74616a697b39d7449268e2872145f5f4d80e27a3d505906de0638",
"label_vintage": "2021-06-29"
},
{
"available_at": "2021-07-29",
"cutoff": "2020-10-30",
"error": 5.928627851524692,
"forecast_id": "ab11c5a23aa76fe12cab9b02188950c1b3a41ebbff214711c84a4c7ecdf07f25",
"label_vintage": "2021-07-29"
},
{
"available_at": "2021-08-29",
"cutoff": "2020-11-27",
"error": 5.827125844885501,
"forecast_id": "a2c6f9f171dad4ba4d6e0093a222e350a8ed5bb8d4636a4b51e9b7536b666898",
"label_vintage": "2021-08-29"
},
{
"available_at": "2021-09-28",
"cutoff": "2020-12-25",
"error": 5.518981486077665,
"forecast_id": "647f0e8f931a2944d0fb972a5f8b7be785bd5e095d5f5500f8dd4141fde51da7",
"label_vintage": "2021-09-28"
},
{
"available_at": "2021-10-29",
"cutoff": "2021-01-29",
"error": 5.366924815385197,
"forecast_id": "02bd8526bfec981668bfc277b3c291ccfd9b23bd633eb91f31ae0066cc277efa",
"label_vintage": "2021-10-29"
},
{
"available_at": "2021-11-29",
"cutoff": "2021-02-26",
"error": 3.1713318828022667,
"forecast_id": "cf85f47fe79ddafaf30a38fe5d9f29f52323d2fb457436dd16321ab9d52b65c6",
"label_vintage": "2021-11-29"
},
{
"available_at": "2021-12-29",
"cutoff": "2021-03-26",
"error": 6.430273032055159,
"forecast_id": "3a36fcd534b500fd73235018d70c9f326e8009ac1666586179d41f181a1444d8",
"label_vintage": "2021-12-29"
},
{
"available_at": "2022-01-29",
"cutoff": "2021-04-30",
"error": 3.573053050653847,
"forecast_id": "f15457c973aa652991a4ed3c5188e703719e9e488cd588e81ce2522ee63eecb5",
"label_vintage": "2022-01-29"
},
{
"available_at": "2022-02-28",
"cutoff": "2021-05-28",
"error": 4.9213429598434235,
"forecast_id": "1b1e9eaed532656fad7823d2ad5bb2bf790279edc945de3fa7cf3088de227175",
"label_vintage": "2022-02-28"
},
{
"available_at": "2022-03-31",
"cutoff": "2021-06-25",
"error": 2.8856007602310183,
"forecast_id": "414739ad30f6e0f4ade2132c9a6932b78da160c98842f6c7760bcc2c38f41fd2",
"label_vintage": "2022-03-31"
},
{
"available_at": "2022-05-01",
"cutoff": "2021-07-30",
"error": 3.7398090916471856,
"forecast_id": "ba6d823d9175fc2156593d37b1c9f3e47172b4af47018ca0af4ab646cdcce12f",
"label_vintage": "2022-05-01"
},
{
"available_at": "2022-05-29",
"cutoff": "2021-08-27",
"error": 4.047284098875688,
"forecast_id": "d5b706c8d799e2a515c1abb6e1d3b07981adbd6596b428165b0b68645ddb0703",
"label_vintage": "2022-05-29"
},
{
"available_at": "2022-06-29",
"cutoff": "2021-09-24",
"error": 4.8308515720974246,
"forecast_id": "469a1f5408ad39869d4101f0b75c2a80634706d4bcbb363573d9a4bb9c2a0eee",
"label_vintage": "2022-06-29"
},
{
"available_at": "2022-07-29",
"cutoff": "2021-10-29",
"error": 7.84017353931245,
"forecast_id": "b00b321cda9d49bccb5b90eb5fbab853044b9b787d73c2855a519759c4baf7e6",
"label_vintage": "2022-07-29"
},
{
"available_at": "2022-08-29",
"cutoff": "2021-11-26",
"error": 4.753793764580071,
"forecast_id": "13445ffbef95fb9e70bb25fc7e9efeb6e5fa9ccc55c668187b0d6bb6a915e83d",
"label_vintage": "2022-08-29"
},
{
"available_at": "2022-09-28",
"cutoff": "2021-12-31",
"error": 3.6872001547740703,
"forecast_id": "567f68d9742389d8ffe77a0765042e1bd8d9c70e29634e89a527fa0fae09548c",
"label_vintage": "2022-09-28"
},
{
"available_at": "2022-10-29",
"cutoff": "2022-01-28",
"error": 5.134496574346686,
"forecast_id": "979164faa6b95f0b32fd97f3806ec2a94839706d265871f1b891dd9d537de92c",
"label_vintage": "2022-10-29"
},
{
"available_at": "2022-11-29",
"cutoff": "2022-02-25",
"error": 4.158913804055285,
"forecast_id": "b6df1b1d31c44c0f7b1a6c76283e21f1988a8305a2597cae93c5e5e49f09ea40",
"label_vintage": "2022-11-29"
},
{
"available_at": "2022-12-29",
"cutoff": "2022-03-25",
"error": 3.159745162204282,
"forecast_id": "1ed174c55c82c8e78d7a7b8e512c706fb4be7ee890cbb65535fd65df31d4e2e8",
"label_vintage": "2022-12-29"
},
{
"available_at": "2023-01-29",
"cutoff": "2022-04-29",
"error": 2.0165018549463283,
"forecast_id": "0990e7a228eecb70460c0561196cc69d63eea0d9d8679b4cff9b339bf810785c",
"label_vintage": "2023-01-29"
},
{
"available_at": "2023-02-28",
"cutoff": "2022-05-27",
"error": -0.4713443910924318,
"forecast_id": "c169e3418d57d7891552963bf9ddd8b34346535ecea4309af634e9ce6a54e2d1",
"label_vintage": "2023-02-28"
},
{
"available_at": "2023-03-31",
"cutoff": "2022-06-24",
"error": -1.9598472630453083,
"forecast_id": "59cba37c2f887ef5d26f0ee3d04bc270d9343eefa4b0d5cb3ce0fa7e9e872fcb",
"label_vintage": "2023-03-31"
},
{
"available_at": "2023-05-01",
"cutoff": "2022-07-29",
"error": -0.43560893319327276,
"forecast_id": "e69d07160dfcb30b747960df975a5db9d0888510cca013e0f60ee19564102577",
"label_vintage": "2023-05-01"
},
{
"available_at": "2023-05-29",
"cutoff": "2022-08-26",
"error": -1.0539172002445327,
"forecast_id": "56d4fd5679b9b37e3d5e9a199d5f5c2b5244cf63e54cd24a039cf544f7e90e6a",
"label_vintage": "2023-05-29"
},
{
"available_at": "2023-06-29",
"cutoff": "2022-09-30",
"error": -0.9696908083478628,
"forecast_id": "b2330ccc90e5f63cc75aaa28107bf9de2dff6cea2a70a6fdc17dafa19eab1e8b",
"label_vintage": "2023-06-29"
},
{
"available_at": "2023-07-29",
"cutoff": "2022-10-28",
"error": -0.4109804201791893,
"forecast_id": "5d87274ea66269a28007a70a23719193b7321fd47c4924a5c85c25d9ca72d416",
"label_vintage": "2023-07-29"
},
{
"available_at": "2023-08-29",
"cutoff": "2022-11-25",
"error": -1.1131273152066654,
"forecast_id": "dca2a951f1074503049666f413970da5105af9573bb60b0c04e9e54cbf9be2ed",
"label_vintage": "2023-08-29"
},
{
"available_at": "2023-09-28",
"cutoff": "2022-12-30",
"error": -1.1739145469539687,
"forecast_id": "b5ee315283488bcd8c3d0ac7f003b33be827c083ca7c52a40aa685ee890a39c7",
"label_vintage": "2023-09-28"
},
{
"available_at": "2023-10-29",
"cutoff": "2023-01-27",
"error": 3.021718576132096,
"forecast_id": "dae19e5a2e82e3b7a1b5845c4f94073a469f1a61e9b0be5f7e775dcf486777a9",
"label_vintage": "2023-10-29"
},
{
"available_at": "2023-11-29",
"cutoff": "2023-02-24",
"error": 1.2407441713025613,
"forecast_id": "1dc027c8b3554b2cf805cb094033d54e8ba362d5f625b1d253f1f0649a024447",
"label_vintage": "2023-11-29"
},
{
"available_at": "2023-12-29",
"cutoff": "2023-03-31",
"error": 1.282653313726533,
"forecast_id": "c800bc71d0244bc7cfc921f934f26f3fd52231b7ebeda3f7fee1a0f5fea816dc",
"label_vintage": "2023-12-29"
},
{
"available_at": "2024-01-29",
"cutoff": "2023-04-28",
"error": -0.3343017998487213,
"forecast_id": "9ec25acd33e1a8d7796fee22b4af87f277ba60c29477edef8559044e83769b23",
"label_vintage": "2024-01-29"
},
{
"available_at": "2024-02-28",
"cutoff": "2023-05-26",
"error": -0.799915163318804,
"forecast_id": "36c7c3f406cd1b51b19b8437db4044ef83c5409583cef0ca9865fd62e72eed54",
"label_vintage": "2024-02-28"
},
{
"available_at": "2024-03-30",
"cutoff": "2023-06-30",
"error": -0.38685165988151643,
"forecast_id": "b4f842e99237f8c8a854ca5fa46b9286829d9555d07e7694c668a53b729adbf8",
"label_vintage": "2024-03-30"
},
{
"available_at": "2024-04-30",
"cutoff": "2023-07-28",
"error": -0.821738520198744,
"forecast_id": "3a39753b48464d1e58d048a6e210b5e1cb5dcfbcac21cd883c71d6964c37239e",
"label_vintage": "2024-04-30"
},
{
"available_at": "2024-05-29",
"cutoff": "2023-08-25",
"error": -0.9300166713920729,
"forecast_id": "0260363e7e9585c29a6289951c4b04a67d417d5f8450b5e30cabcd1b4a5aa8ef",
"label_vintage": "2024-05-29"
},
{
"available_at": "2024-06-29",
"cutoff": "2023-09-29",
"error": -0.9763560841700317,
"forecast_id": "179a79c8d9e49dae5e72a9b7e40a9c32fdb40c241889b95a9abe3e7ad76fd22f",
"label_vintage": "2024-06-29"
},
{
"available_at": "2024-07-29",
"cutoff": "2023-10-27",
"error": -1.4584860646228626,
"forecast_id": "3db69b7424e7473c8addcdd54155e093550d42068119c94765b3692d2fdab5b4",
"label_vintage": "2024-07-29"
},
{
"available_at": "2024-08-29",
"cutoff": "2023-11-24",
"error": 1.1580652946572838,
"forecast_id": "dded70985aa2424fbef6f249b8d4f72af02a163fa74b4aa11d12cbaa5e975fd8",
"label_vintage": "2024-08-29"
},
{
"available_at": "2024-09-28",
"cutoff": "2023-12-29",
"error": 0.6535637700191688,
"forecast_id": "a1f806e506b2f220c83e44240a887c7e955d0329e4072d2ec2961e879db14720",
"label_vintage": "2024-09-28"
},
{
"available_at": "2024-10-29",
"cutoff": "2024-01-26",
"error": -0.07451338782607986,
"forecast_id": "ddecfb5295e54791403eae29fc605edaf2087187c95ed8b848354890c995d654",
"label_vintage": "2024-10-29"
},
{
"available_at": "2024-11-29",
"cutoff": "2024-02-23",
"error": 2.618317509207955,
"forecast_id": "ea376734bb8e32ce7aa93f9bc1fee74c4364dc26a99e1e98256b2f074c1110ab",
"label_vintage": "2024-11-29"
},
{
"available_at": "2024-12-29",
"cutoff": "2024-03-29",
"error": -0.3314066810938342,
"forecast_id": "1b8cf93924d24f23600e75ca229fa1fe4a984eed984f3a99be4eb3787b2b29ed",
"label_vintage": "2024-12-29"
},
{
"available_at": "2025-01-29",
"cutoff": "2024-04-26",
"error": -0.7259190251557837,
"forecast_id": "f7f99333099f6fca0ae8deb420029050a08b6f2bd2ee8807b031e575457c3f6d",
"label_vintage": "2025-01-29"
},
{
"available_at": "2025-02-28",
"cutoff": "2024-05-31",
"error": -0.6429929720304808,
"forecast_id": "0261c1977af1cd134aca86f47aa24dbcb359eb137ab4a3a84e3e4a9a1a60f59e",
"label_vintage": "2025-02-28"
},
{
"available_at": "2025-03-31",
"cutoff": "2024-06-28",
"error": 0.30885327204238827,
"forecast_id": "28657e9663dd4ba1da9f45ee86f28c177ad252f7a64bda0d5307e0e5160ff7b5",
"label_vintage": "2025-03-31"
},
{
"available_at": "2025-05-01",
"cutoff": "2024-07-26",
"error": 0.14670511840694297,
"forecast_id": "398a659776e17c64cc77d6012b5960dc12648d64a198291c012e1edfa1afd300",
"label_vintage": "2025-05-01"
},
{
"available_at": "2025-05-29",
"cutoff": "2024-08-30",
"error": 2.703851659655824,
"forecast_id": "391ec3d0e2059b301ec89b9a71d808ab0ab5e410a965b4f0366690eee98e13c1",
"label_vintage": "2025-05-29"
},
{
"available_at": "2025-06-29",
"cutoff": "2024-09-27",
"error": 1.2083163506929093,
"forecast_id": "8575b04c677f820654cff7f81c5f2c59003e83d9b2bada1fdb3e29b7531ca044",
"label_vintage": "2025-06-29"
},
{
"available_at": "2025-07-29",
"cutoff": "2024-10-25",
"error": 1.8212835492833894,
"forecast_id": "c7405bdd9014898c6da9915266197a6d214480bbb9cba01abac0f05b5ed79126",
"label_vintage": "2025-07-29"
},
{
"available_at": "2025-08-29",
"cutoff": "2024-11-29",
"error": 2.5546353080530895,
"forecast_id": "5a1cf0d71ef02bc19d893e43ab138b5698a8c7877b8c72a17afdf6f2c33a4a4d",
"label_vintage": "2025-08-29"
},
{
"available_at": "2025-09-28",
"cutoff": "2024-12-27",
"error": 3.760636847617496,
"forecast_id": "1489405ae54113e1fa52f207e6f10a6158dbbf02d5a833807b5f5fc7c8eb069a",
"label_vintage": "2025-09-28"
},
{
"available_at": "2025-10-29",
"cutoff": "2025-01-31",
"error": 1.2839959678751076,
"forecast_id": "16964272dc14798552fb94c1f8cc69cbfca8d98ec35b9ad4c4f6789185ddc115",
"label_vintage": "2025-10-29"
},
{
"available_at": "2025-11-29",
"cutoff": "2025-02-28",
"error": 2.053232639937352,
"forecast_id": "8435e9608d3971533d7e8897da5e35e3b82807115a5a8561ca36cb37a1e22f87",
"label_vintage": "2025-11-29"
},
{
"available_at": "2025-12-29",
"cutoff": "2025-03-28",
"error": 0.9698734920974721,
"forecast_id": "269baf57a4d97866bb1359d41aa9bf0d8488293244f51c222c74b53c185ec8f7",
"label_vintage": "2025-12-29"
},
{
"available_at": "2026-01-29",
"cutoff": "2025-04-25",
"error": 0.8055325472374003,
"forecast_id": "04b0df1cce5e835d0e0ab596c89f141a85ff6eff2de6f9d2179743c01232f90d",
"label_vintage": "2026-01-29"
},
{
"available_at": "2026-02-28",
"cutoff": "2025-05-30",
"error": 0.4225921194869357,
"forecast_id": "2df4ddc86eb78f532abcd33a4c269e024a5726d6451a397fabb11e21fb69c306",
"label_vintage": "2026-02-28"
},
{
"available_at": "2026-03-31",
"cutoff": "2025-06-27",
"error": 1.2056685090802175,
"forecast_id": "b63144efc8a01b3c0e86f7cdfc93c768d404124590d2eedd1d51a76200aa300d",
"label_vintage": "2026-03-31"
},
{
"available_at": "2026-05-01",
"cutoff": "2025-07-25",
"error": 0.19736659623507927,
"forecast_id": "7be68451e5a58ae824c512311e9e3dd78532f7c3a74121100ea6de6332a6d111",
"label_vintage": "2026-05-01"
},
{
"available_at": "2026-05-29",
"cutoff": "2025-08-29",
"error": 0.3477399051699121,
"forecast_id": "1c8375ee38462c8cdc642e54f8b75107fd28c52b8ccf3b407936cd770d8de7a6",
"label_vintage": "2026-05-29"
},
{
"available_at": "2026-06-29",
"cutoff": "2025-09-26",
"error": 0.0043858292734150015,
"forecast_id": "45996a2327c3cba5eaa0eb52db8bc56b2721e53d75c2d6946e4e21c58d63aa33",
"label_vintage": "2026-06-29"
},
{
"available_at": "2026-07-29",
"cutoff": "2025-10-31",
"error": 1.1687227058206608,
"forecast_id": "2a1e19d45823fc43f799c859df6f37a23eaceb8a396b2eac6a6f32a8faf81118",
"label_vintage": "2026-07-29"
}
],
"window": 120
},
"code_archive": "d3761caf4c6d20c77837e99322de4b1f6796d3b3d4ddaf43939a59e4cf96e161",
"code_commit": "46d71379d293a8d92309f458f55e6dce405a63c6",
"created_at": "2026-09-22T12:09:55.683270+00:00",
"data_quality": {
"alfred_available_from": "2026-09-18",
"metadata_verified_through": "2026-09-18",
"observation_age_days": 51,
"publisher_release_date_verified": false,
"release_date": null,
"status": "LAST_VERIFIED_SNAPSHOT",
"unproven_metadata_after_cutoff": true
},
"dataset_id": "482194472b1f22027ab2836cdb5277c6373aec7b7b3d365fe69b21f262a44fa2",
"event_probabilities": {
"direction_reference": 0.0,
"down": 0.325,
"equal": 0.0,
"relation": "below",
"threshold": 0.0,
"threshold_event": 0.325,
"up": 0.675
},
"feature_version": "none-0",
"forecast_id": "08b19924f5d2e7076b4b4891cc0fe03e73138f958d6b61c6fcdd875763dbf031",
"historical_oos": {
"annual": [
{
"crps": 1.6358914669912803,
"direction_accuracy": 1.0,
"direction_brier": 0.13357060185185185,
"distribution_n": 12,
"end": "2011-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3645833333333333,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.13357060185185185,
"event_ece": 0.3645833333333333,
"mae": 2.014620111836107,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.6666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.6173888759919
},
"pi80": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 12.281065004656979
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 23.893531900782467
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 4.223120230351207,
"rmse": 2.227896139042175,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.3877470642758896,
"year": "2011"
},
{
"crps": 1.0878371650119425,
"direction_accuracy": 1.0,
"direction_brier": 0.07862847222222223,
"distribution_n": 12,
"end": "2012-12-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2733333333333333,
"n": 10,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3125,
"n": 2,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.07862847222222223,
"event_ece": 0.2798611111111111,
"mae": 1.2952286217267366,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.687483404886826
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 10.078249756194765
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 23.893531900782467
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.053845455376741,
"rmse": 1.5187107760461145,
"start": "2012-01-27",
"status": "computed",
"training_scaled_mae": 0.2505933028819389,
"year": "2012"
},
{
"crps": 1.0604327227156538,
"direction_accuracy": 1.0,
"direction_brier": 0.0557175925925926,
"distribution_n": 12,
"end": "2013-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.23472222222222228,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.0557175925925926,
"event_ece": 0.23472222222222228,
"mae": 1.169462762924999,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.6666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.034634464703934
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 9.710926229236744
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 23.893531900782467
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 3.5886174774062085,
"rmse": 1.2966898059330163,
"start": "2013-01-25",
"status": "computed",
"training_scaled_mae": 0.22736572809857622,
"year": "2013"
},
{
"crps": 1.298008111980334,
"direction_accuracy": 0.8333333333333334,
"direction_brier": 0.13951388888888888,
"distribution_n": 12,
"end": "2014-12-26",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.19166666666666668,
"n": 12,
"observed_rate": 0.16666666666666666,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.1395138888888889,
"event_ece": 0.025000000000000022,
"mae": 1.7370803139294309,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.5,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.9707960979214243
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 9.585397907110929
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 23.893531900782467
},
"positive_origin_months": 2,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 3.037770743858433,
"rmse": 2.182095725136507,
"start": "2014-01-31",
"status": "computed",
"training_scaled_mae": 0.34168577841652087,
"year": "2014"
},
{
"crps": 2.6628056884072873,
"direction_accuracy": 0.25,
"direction_brier": 0.4881712962962963,
"distribution_n": 12,
"end": "2015-12-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.19166666666666668,
"n": 8,
"observed_rate": 0.625,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2125,
"n": 4,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.4881712962962963,
"event_ece": 0.5513888888888889,
"mae": 4.219024066638744,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.3893588485958364
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 9.427637538674647
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 23.893531900782467
},
"positive_origin_months": 9,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.1601881292808447,
"rmse": 4.359820214314394,
"start": "2015-01-30",
"status": "computed",
"training_scaled_mae": 0.8320394319472749,
"year": "2015"
},
{
"crps": 1.2283026435743396,
"direction_accuracy": 0.8333333333333334,
"direction_brier": 0.1577199074074074,
"distribution_n": 12,
"end": "2016-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2472222222222222,
"n": 12,
"observed_rate": 0.16666666666666666,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.15771990740740743,
"event_ece": 0.08055555555555555,
"mae": 1.6981519238611638,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.8333333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.311664113309605
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 9.351974473860398
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 23.629880360650123
},
"positive_origin_months": 2,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.4495472582759452,
"rmse": 1.903737998648338,
"start": "2016-01-29",
"status": "computed",
"training_scaled_mae": 0.33901069136981565,
"year": "2016"
},
{
"crps": 1.2867267012355175,
"direction_accuracy": 1.0,
"direction_brier": 0.07916087962962964,
"distribution_n": 12,
"end": "2017-12-29",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.28125,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.07916087962962966,
"event_ece": 0.28125,
"mae": 1.3933399771648884,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.75,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.310595075348135
},
"pi80": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 9.18816064297248
},
"pi95": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 23.36622882051779
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 3.5497697199208686,
"rmse": 1.9323743083415073,
"start": "2017-01-27",
"status": "computed",
"training_scaled_mae": 0.281556611380391,
"year": "2017"
},
{
"crps": 1.609568330493443,
"direction_accuracy": 0.75,
"direction_brier": 0.20328703703703707,
"distribution_n": 12,
"end": "2018-12-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2527777777777778,
"n": 12,
"observed_rate": 0.25,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.20328703703703702,
"event_ece": 0.0027777777777778234,
"mae": 2.454626293027499,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.3333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.170006570168848
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 9.174418552425067
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 23.500233554933192
},
"positive_origin_months": 3,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.893890991817163,
"rmse": 2.7203098610075624,
"start": "2018-01-26",
"status": "computed",
"training_scaled_mae": 0.5015054148059618,
"year": "2018"
},
{
"crps": 9.20790942799683,
"direction_accuracy": 0.25,
"direction_brier": 0.5174768518518519,
"distribution_n": 12,
"end": "2019-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.16583333333333333,
"n": 10,
"observed_rate": 0.7,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.20416666666666666,
"n": 2,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.5174768518518519,
"event_ece": 0.5777777777777778,
"mae": 10.739347623406735,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.08333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.57806157470252
},
"pi80": {
"coverage": 0.6666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 6.74960785935004
},
"pi95": {
"coverage": 0.6666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 16.94054854861943
},
"positive_origin_months": 9,
"positive_spells": 3,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 8.042513733779684,
"rmse": 15.889895193154794,
"start": "2019-01-25",
"status": "computed",
"training_scaled_mae": 2.1999436748419394,
"year": "2019"
},
{
"crps": 8.51346322865996,
"direction_accuracy": 0.6666666666666666,
"direction_brier": 0.25808449074074075,
"distribution_n": 12,
"end": "2020-12-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.175,
"n": 8,
"observed_rate": 0.5,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.21458333333333332,
"n": 4,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.25808449074074075,
"event_ece": 0.2881944444444445,
"mae": 9.593540216286057,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.08333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.7296611864559566
},
"pi80": {
"coverage": 0.08333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 6.262432918533734
},
"pi95": {
"coverage": 0.3333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 11.584945135168303
},
"positive_origin_months": 4,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 10.36281930195979,
"rmse": 12.01862193824581,
"start": "2020-01-31",
"status": "computed",
"training_scaled_mae": 1.9870289104179788,
"year": "2020"
},
{
"crps": 1.651497180976963,
"direction_accuracy": 1.0,
"direction_brier": 0.058402777777777796,
"distribution_n": 12,
"end": "2021-12-31",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.24166666666666667,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.05840277777777778,
"event_ece": 0.24166666666666667,
"mae": 2.3366992892520773,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.4166666666666667,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.8411340942967
},
"pi80": {
"coverage": 0.75,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 6.952747801385125
},
"pi95": {
"coverage": 0.8333333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 19.92564600682156
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 4.603969893521484,
"rmse": 2.7088171123854705,
"start": "2021-01-29",
"status": "computed",
"training_scaled_mae": 0.4743916731691094,
"year": "2021"
},
{
"crps": 1.692963110723405,
"direction_accuracy": 0.3333333333333333,
"direction_brier": 0.4028472222222222,
"distribution_n": 12,
"end": "2022-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.24166666666666667,
"n": 12,
"observed_rate": 0.6666666666666666,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.4028472222222222,
"event_ece": 0.425,
"mae": 2.6610131480199892,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.16666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.008232345421949
},
"pi80": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 7.165228066515719
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 20.803868533912468
},
"positive_origin_months": 8,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.8381740228179844,
"rmse": 2.878995853534908,
"start": "2022-01-28",
"status": "computed",
"training_scaled_mae": 0.5330142220144213,
"year": "2022"
},
{
"crps": 1.4298079936931363,
"direction_accuracy": 0.4166666666666667,
"direction_brier": 0.32894097222222224,
"distribution_n": 12,
"end": "2023-12-29",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.265625,
"n": 8,
"observed_rate": 0.625,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.30833333333333335,
"n": 4,
"observed_rate": 0.5,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.32894097222222224,
"event_ece": 0.3034722222222222,
"mae": 2.3123609153802263,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.4166666666666667,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.404829599305223
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 7.288353091310701
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 21.127356061076064
},
"positive_origin_months": 7,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.0887009241058663,
"rmse": 2.5372959270001485,
"start": "2023-01-27",
"status": "computed",
"training_scaled_mae": 0.4640704569543712,
"year": "2023"
},
{
"crps": 1.137354175335154,
"direction_accuracy": 0.6666666666666666,
"direction_brier": 0.23639467592592597,
"distribution_n": 12,
"end": "2024-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.34930555555555554,
"n": 12,
"observed_rate": 0.3333333333333333,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.23639467592592597,
"event_ece": 0.01597222222222222,
"mae": 1.5993814524284369,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.75,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.499596691556596
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 7.2840520372645825
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 21.127356061076064
},
"positive_origin_months": 4,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.4081193067555144,
"rmse": 1.8149315670927748,
"start": "2024-01-26",
"status": "computed",
"training_scaled_mae": 0.32481601139596833,
"year": "2024"
},
{
"crps": 0.8350144320522359,
"direction_accuracy": 1.0,
"direction_brier": 0.15608333333333335,
"distribution_n": 10,
"end": "2025-10-31",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3875,
"n": 4,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.39999999999999997,
"n": 6,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.15608333333333335,
"event_ece": 0.395,
"mae": 0.45622637184437204,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 10,
"pi50": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 10,
"width": 4.135891389327725
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 10,
"width": 7.241873196612664
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 10,
"width": 21.127356061076064
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.8459110312213554,
"rmse": 0.5816022087179932,
"start": "2025-01-31",
"status": "computed",
"training_scaled_mae": 0.09395798155436272,
"year": "2025"
}
],
"crisis_excluded": {
"crps": 1.4459343036127286,
"direction_accuracy": 0.7364864864864865,
"direction_brier": 0.2152088025525526,
"distribution_n": 148,
"end": "2025-10-31",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.18923611111111113,
"n": 24,
"observed_rate": 0.375,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2524801587301588,
"n": 84,
"observed_rate": 0.2857142857142857,
"sparse": false,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.35220588235294115,
"n": 34,
"observed_rate": 0.17647058823529413,
"sparse": false,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.39999999999999997,
"n": 6,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.2152088025525526,
"event_ece": 0.10557432432432427,
"mae": 1.9956138678590334,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 1.5088833313104049,
"observed_months": 148,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 2.5257138048557586
},
"n": 148,
"pi50": {
"coverage": 0.5675675675675675,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.3857662023016354,
"observed_months": 148,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.7330016869871943
},
"n": 148,
"width": 4.192354345098061
},
"pi80": {
"coverage": 0.9797297297297297,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.9618173810921903,
"observed_months": 148,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.9943820224719101
},
"n": 148,
"width": 8.935796715466402
},
"pi95": {
"coverage": 0.9932432432432432,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.98,
"observed_months": 148,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 1.0
},
"n": 148,
"width": 22.86203164268721
},
"positive_origin_months": 39,
"positive_spells": 8,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.230030484893218,
"rmse": 2.417472342628795,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.39773987975587266
},
"full": {
"crps": 2.440342470191378,
"direction_accuracy": 0.7303370786516854,
"direction_brier": 0.22031367041198505,
"distribution_n": 178,
"end": "2025-10-31",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.18135964912280703,
"n": 38,
"observed_rate": 0.47368421052631576,
"sparse": false,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.24966666666666673,
"n": 100,
"observed_rate": 0.24,
"sparse": false,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.35220588235294115,
"n": 34,
"observed_rate": 0.17647058823529413,
"sparse": false,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.39999999999999997,
"n": 6,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.22031367041198505,
"event_ece": 0.11488764044943822,
"mae": 3.074431372522701,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 1.6407943781766297,
"observed_months": 178,
"p_value": 0.0065,
"repetitions": 1999,
"status": "computed",
"upper95": 5.287063836733559
},
"n": 178,
"pi50": {
"coverage": 0.5056179775280899,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.3258426966292135,
"observed_months": 178,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.6966292134831461
},
"n": 178,
"width": 4.112360838231813
},
"pi80": {
"coverage": 0.8820224719101124,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.7191011235955056,
"observed_months": 178,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.9887640449438202
},
"n": 178,
"width": 8.530459295056346
},
"pi95": {
"coverage": 0.9157303370786517,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.7865168539325843,
"observed_months": 178,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.9943820224719101
},
"n": 178,
"width": 21.511001301410158
},
"positive_origin_months": 48,
"positive_spells": 10,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 3.3711891942862153,
"rmse": 5.629309962398087,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.621779817298795
},
"horizon": 6,
"model": "persistence",
"nonoverlapping": {
"crps": 2.148573727492379,
"direction_accuracy": 0.7333333333333333,
"direction_brier": 0.2227013888888889,
"distribution_n": 30,
"end": "2025-07-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.18333333333333335,
"n": 7,
"observed_rate": 0.5714285714285714,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2520833333333333,
"n": 16,
"observed_rate": 0.1875,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3541666666666667,
"n": 6,
"observed_rate": 0.16666666666666666,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.4,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.2227013888888889,
"event_ece": 0.1758333333333333,
"mae": 2.656195447978484,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 175,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 1.3780985218041168,
"observed_months": 30,
"p_value": 0.0065,
"repetitions": 1999,
"status": "computed",
"upper95": 4.554004986139217
},
"n": 30,
"pi50": {
"coverage": 0.6333333333333333,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 175,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.4131034482758621,
"observed_months": 30,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.8439867424242422
},
"n": 30,
"width": 4.1262522199878
},
"pi80": {
"coverage": 0.8666666666666667,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 175,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.7,
"observed_months": 30,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 1.0
},
"n": 30,
"width": 8.598254145920434
},
"pi95": {
"coverage": 0.9333333333333333,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 175,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.8,
"observed_months": 30,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 1.0
},
"n": 30,
"width": 21.541069017585638
},
"positive_origin_months": 8,
"positive_spells": 8,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 3.0377711530358793,
"rmse": 4.305223910872455,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.5378489069401754
},
"series": "INDPRO",
"split": "locked_historical_holdout",
"vs_historical_mean": {
"crps_improvement": 0.015931696490415568,
"crps_improvement_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": -0.010743241381051698,
"observed_months": 178,
"p_value": 0.1265,
"repetitions": 1999,
"status": "computed",
"upper95": 0.04283784209544022
},
"crps_n": 178,
"mae_improvement": 0.017529506898886077,
"mae_improvement_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": -0.03205010885765477,
"observed_months": 178,
"p_value": 0.2415,
"repetitions": 1999,
"status": "computed",
"upper95": 0.06870128440642234
},
"n": 178,
"relative_mae_improvement": 0.005669381852646635
},
"vs_persistence": {
"crps_improvement": 0.0,
"crps_improvement_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.0,
"observed_months": 178,
"p_value": 1.0,
"repetitions": 1999,
"status": "computed",
"upper95": 0.0
},
"crps_n": 178,
"mae_improvement": 0.0,
"mae_improvement_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.0,
"observed_months": 178,
"p_value": 1.0,
"repetitions": 1999,
"status": "computed",
"upper95": 0.0
},
"n": 178,
"relative_mae_improvement": 0.0
}
},
"horizon": 6,
"information_cutoff": "2026-09-18",
"input": {
"actual": {
"available_from": "2026-09-18",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "a0cd66d6f2b275726721640f443a0968e0e966afb45b5599675823bf7c225e7c",
"series_id": "INDPRO",
"value": 103.0682
},
"age_days": 48,
"anchor_month": "2026-08",
"baseline": 0.0,
"checksum": "b0d9ef708521b0d1d0d41a2feeabc1df6037cee4172e0a1523446d4d460c8eba",
"event": "below",
"input_rows": [
{
"available_from": "2026-09-18",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "a0cd66d6f2b275726721640f443a0968e0e966afb45b5599675823bf7c225e7c",
"series_id": "INDPRO",
"value": 103.0682
}
],
"metadata": {
"frequency": "Monthly",
"provider": "Board of Governors of the Federal Reserve System (US)",
"release": "G.17 Industrial Production and Capacity Utilization",
"seasonal_adjustment": "Seasonally Adjusted",
"title": "Industrial Production: Total Index",
"units": "Index 2017=100"
},
"reference": 0.0,
"threshold": 0.0
},
"latest_actual": {
"available_from": "2026-09-18",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "a0cd66d6f2b275726721640f443a0968e0e966afb45b5599675823bf7c225e7c",
"series_id": "INDPRO",
"value": 103.0682
},
"limitations": [
"No demonstrated predictive edge; unvalidated event probabilities",
"Day-end archive availability, not intraday publisher timestamp",
"Information set stops at official metadata coverage; no extrapolation through requested cutoff",
"First archive availability is not proven first publisher release",
"Overlapping residuals; no coverage guarantee; no parameter CI or probability uncertainty estimate",
"Calibration uses frozen Phase 3B 90-day labels; new live labels are not yet available",
"Growth horizon is measured from origin month; anchor can precede origin",
"Historical performance is retrospective, not live performance"
],
"model_id": "persistence",
"model_version": "3C.1.0",
"origin_month": "2026-09",
"outcome_definition": "UNRATE target level; other targets annualized log growth from anchor to target, both endpoints in outcome vintage",
"point_forecast": {
"mean": 1.0808737704909517,
"median": 1.2245302609977353,
"raw_baseline": 0.0
},
"prediction_intervals": {
"0.5": [
-0.36672194470139785,
3.416076932530544
],
"0.8": [
-1.463584077898852,
5.29449501257005
],
"0.95": [
-13.10256274898662,
8.024793312089448
]
},
"predictive_distribution": {
"family": "prequential_empirical",
"mean": 1.0808737704909517,
"median": 1.2245302609977353,
"parameter_confidence_interval": null,
"prediction_intervals": {
"0.5": [
-0.36672194470139785,
3.416076932530544
],
"0.8": [
-1.463584077898852,
5.29449501257005
],
"0.95": [
-13.10256274898662,
8.024793312089448
]
},
"probability_estimate_uncertainty": null,
"support": [
-31.307716723231458,
-29.0823790428235,
-20.657450259485294,
-12.90884768461488,
-10.850965061770815,
-10.837638458846088,
-8.803296213598044,
-2.3896679863620944,
-2.258784297707233,
-1.9598472630453083,
-1.7883213599448258,
-1.5094661973827546,
-1.4584860646228626,
-1.2988935217090927,
-1.1739145469539687,
-1.1131273152066654,
-1.082986388600683,
-1.0539172002445327,
-0.9763560841700317,
-0.9696908083478628,
-0.9300166713920729,
-0.821738520198744,
-0.799915163318804,
-0.7825323530872477,
-0.7259190251557837,
-0.6429929720304808,
-0.4713443910924318,
-0.43560893319327276,
-0.4109804201791893,
-0.38685165988151643,
-0.36001203964135836,
-0.3343017998487213,
-0.3314066810938342,
-0.3052359593606111,
-0.2979120810859378,
-0.28114512528159197,
-0.1676566241337938,
-0.13516357090772635,
-0.07451338782607986,
0.0043858292734150015,
0.11562972510772608,
0.14670511840694297,
0.19736659623507927,
0.2696162744759055,
0.30885327204238827,
0.3477399051699121,
0.4225921194869357,
0.5207462308004694,
0.5702303312113735,
0.574216130608622,
0.6535637700191688,
0.7684119363582148,
0.8055325472374003,
0.9698734920974721,
1.1047967685526816,
1.1580652946572838,
1.1687227058206608,
1.1839007053985577,
1.2056685090802175,
1.2083163506929093,
1.2407441713025613,
1.282653313726533,
1.2839959678751076,
1.44888532774679,
1.5404775769448669,
1.6094854345081577,
1.663889400032501,
1.8212835492833894,
1.9922179297355251,
2.0165018549463283,
2.053232639937352,
2.0989442159663856,
2.1935337746624883,
2.5546353080530895,
2.618317509207955,
2.6967486670869,
2.703851659655824,
2.8052736128965683,
2.8532542002204453,
2.8856007602310183,
2.937692491014229,
2.940658310347158,
3.021718576132096,
3.159745162204282,
3.1713318828022667,
3.203966524770727,
3.2894641729008494,
3.2957197540508285,
3.367150667330244,
3.394279603709822,
3.4814689189927095,
3.573053050653847,
3.656718596884326,
3.6872001547740703,
3.7398090916471856,
3.760636847617496,
3.844799883334901,
4.047284098875688,
4.158913804055285,
4.2937807426030385,
4.436806733776721,
4.753793764580071,
4.771394205306719,
4.8308515720974246,
4.9213429598434235,
4.9279323639675585,
5.134496574346686,
5.288410439586138,
5.349256169425252,
5.358824559735484,
5.366924815385197,
5.518981486077665,
5.827125844885501,
5.928627851524692,
6.430273032055159,
7.176609381028158,
7.84017353931245,
15.224964450394893,
23.790595284183052,
23.910614467324976
],
"uncertainty_limit": "Predictive residual distribution only; no exchangeability or coverage guarantee"
},
"primary_scoring_vintage": "target month end + 90 days; first archive and later revisions are separate diagnostics",
"record_type": "LIVE_FORECAST",
"requested_information_cutoff": "2026-09-21",
"target_date": "2027-03-31",
"target_definition": {
"event": "below",
"measure": "annualized_log_growth",
"name": "Industrial production growth",
"threshold": 0.0,
"units": "annualized log percent"
},
"target_id": "INDPRO",
"target_month": "2027-03",
"units": "annualized log percent",
"validation_status": "EXPERIMENTAL"
},
{
"calibration": {
"checksum": "76639682b66d3ef2310943ad976be4bb0d46038076e6febdb38eaccd49e12ed1",
"historical_dataset_id": "14d979068a64284b9b5cc7f1b611bd01a9899675a73303b5f0db955d6a2ba14c",
"historical_run_id": "34d2637c4beed41deb69ddba0f9c5e892fb8592ecd2304e3fe05a5241e5c6018",
"residuals": [
{
"available_at": "2016-08-29",
"cutoff": "2015-05-29",
"error": -1.3817548897763239,
"forecast_id": "d61a5cab66ccf93fe02444da36bab6de6130f734b72cf25d8f3700f68ac44acb",
"label_vintage": "2016-08-29"
},
{
"available_at": "2016-09-28",
"cutoff": "2015-06-26",
"error": -0.6686250304042929,
"forecast_id": "8fa2fe81bab384d03a723e43152ea829402905d8664fb79f315e5723d1bdbf3c",
"label_vintage": "2016-09-28"
},
{
"available_at": "2016-10-29",
"cutoff": "2015-07-31",
"error": -0.12508666770534363,
"forecast_id": "44e6d2a8adf23dae38243cc71f637ef7152ed7e2cbdd1957d1a9a7da534ef7b8",
"label_vintage": "2016-10-29"
},
{
"available_at": "2016-11-29",
"cutoff": "2015-08-28",
"error": -0.8867546917087163,
"forecast_id": "bb1ece01a962d97d5eecfee8eb0698319c7b7fe809f328bcc4c4c54bf61f8647",
"label_vintage": "2016-11-29"
},
{
"available_at": "2016-12-29",
"cutoff": "2015-09-25",
"error": -1.1749942973003218,
"forecast_id": "e0e3b12cd4298ce1284be0c45cc9ee1d3ce7284a15ce101c685b1074e4fa686d",
"label_vintage": "2016-12-29"
},
{
"available_at": "2017-01-29",
"cutoff": "2015-10-30",
"error": -0.7976844073172944,
"forecast_id": "c535192c301ae5d6aeff2d87deb6fb9613f306553911e69ad0f89dd0fa78dcdf",
"label_vintage": "2017-01-29"
},
{
"available_at": "2017-02-28",
"cutoff": "2015-11-27",
"error": -0.862448565571069,
"forecast_id": "a3dcf27a81acbf20bed2ed89a4c31282b8fe013bd450c8f562921e302fd8072f",
"label_vintage": "2017-02-28"
},
{
"available_at": "2017-03-31",
"cutoff": "2015-12-25",
"error": 0.32163410738251336,
"forecast_id": "1343bd5f1cab1cd7e0cd55c666d14b259ae8e0e5fa86dfd92d072ff3ef3031bb",
"label_vintage": "2017-03-31"
},
{
"available_at": "2017-05-01",
"cutoff": "2016-01-29",
"error": 0.49252020444904593,
"forecast_id": "8a6a9fa73951540aa17eb0f5bb790c2e750787f533acdc350322cf854b2780d7",
"label_vintage": "2017-05-01"
},
{
"available_at": "2017-05-29",
"cutoff": "2016-02-26",
"error": 0.17716249665753456,
"forecast_id": "d4313dddd513b8ad066f4873f36c4fc2fbd80a5bd93a49244a15be76d4c764a8",
"label_vintage": "2017-05-29"
},
{
"available_at": "2017-06-29",
"cutoff": "2016-03-25",
"error": 0.5278325251571903,
"forecast_id": "489b2820a923f4d5cc443265e5b5a11c958c1b25bed4edae54306a75e0e4a870",
"label_vintage": "2017-06-29"
},
{
"available_at": "2017-07-29",
"cutoff": "2016-04-29",
"error": 1.9268953147406036,
"forecast_id": "c3e3945b38c6f07b39e8b0dc60b433e14b5ef8887f6a53206e356acc2a3c37e0",
"label_vintage": "2017-07-29"
},
{
"available_at": "2017-08-29",
"cutoff": "2016-05-27",
"error": 1.809199919106008,
"forecast_id": "3c901b8d15be53b789912b0f34f3200a13bb1f7ee17f26a63ba1fae38cf38350",
"label_vintage": "2017-08-29"
},
{
"available_at": "2017-09-28",
"cutoff": "2016-06-24",
"error": 2.2431325476676216,
"forecast_id": "d3af1532bdcbc18c7377a85f2add61c8305b3c60ddc9aa9b5adddc75b9a04bf8",
"label_vintage": "2017-09-28"
},
{
"available_at": "2017-10-29",
"cutoff": "2016-07-29",
"error": 1.7545438443462744,
"forecast_id": "2b5f6a653c0ca6239ae25a419aeb417263762ffc28d9d6c2935ef84a50504a90",
"label_vintage": "2017-10-29"
},
{
"available_at": "2017-11-29",
"cutoff": "2016-08-26",
"error": 1.3444954349906029,
"forecast_id": "13531ae6d1171b87da5e2af395175b09adc8a2d544fb2a9da32ae4fe754bf4a3",
"label_vintage": "2017-11-29"
},
{
"available_at": "2017-12-29",
"cutoff": "2016-09-30",
"error": 1.5706651568637264,
"forecast_id": "e55b9011a3f0439e2f4d4d359faf7e1f5c01b51fe4c2a9735206b2178dfd9863",
"label_vintage": "2017-12-29"
},
{
"available_at": "2018-01-29",
"cutoff": "2016-10-28",
"error": 3.215651401667871,
"forecast_id": "093919b5534d54c154c123d957ac424cc5046d5c1a44b7980ad09aa07ef21b9e",
"label_vintage": "2018-01-29"
},
{
"available_at": "2018-02-28",
"cutoff": "2016-11-25",
"error": 3.2437830917141133,
"forecast_id": "c1eee9877a402c51ad38278e2194fc52a7dc9cf373157dadcd0c6817b28e15fc",
"label_vintage": "2018-02-28"
},
{
"available_at": "2018-03-31",
"cutoff": "2016-12-30",
"error": 3.462410789353187,
"forecast_id": "473fb3c43119f17d662b04bdb708338251e51e2dc984ac96a66148009a81eaf2",
"label_vintage": "2018-03-31"
},
{
"available_at": "2018-05-01",
"cutoff": "2017-01-27",
"error": 2.460682314572567,
"forecast_id": "aaf646a38f75f470d98a18b82bb99803b52d3a32be10babcfc959a541c39e12d",
"label_vintage": "2018-05-01"
},
{
"available_at": "2018-05-29",
"cutoff": "2017-02-24",
"error": 2.84294591298064,
"forecast_id": "cc2c73e9f0bd17c63f773cf216eddcaab5f8bdbd7e589b0ec939152a4cd759c8",
"label_vintage": "2018-05-29"
},
{
"available_at": "2018-06-29",
"cutoff": "2017-03-31",
"error": 3.7809707308493277,
"forecast_id": "fd1b6c0dd6e12fb8386f612bb60b7ad5b832be4866e90c4ab95e4af78035a3a6",
"label_vintage": "2018-06-29"
},
{
"available_at": "2018-07-29",
"cutoff": "2017-04-28",
"error": 4.269963371838787,
"forecast_id": "e8ce74babbc9fba991332f119809792c455be431a15dc82f6585f68807fbdce4",
"label_vintage": "2018-07-29"
},
{
"available_at": "2018-08-29",
"cutoff": "2017-05-26",
"error": 2.7428096193628906,
"forecast_id": "5e7d5d35264a547a14af6c854726bef0345ee09a40b6e6878d96c5e226c7c166",
"label_vintage": "2018-08-29"
},
{
"available_at": "2018-09-28",
"cutoff": "2017-06-30",
"error": 3.2252732130816737,
"forecast_id": "87660e3702c01042e36e7e2dba1e0002455384a8fc82eec2ffcadf5061214b84",
"label_vintage": "2018-09-28"
},
{
"available_at": "2018-10-29",
"cutoff": "2017-07-28",
"error": 3.5357093606926164,
"forecast_id": "25758ba421da5ed5591b5ddb529f56ed1ac3c86cabe7bc30617ccc8231cb13b0",
"label_vintage": "2018-10-29"
},
{
"available_at": "2018-11-29",
"cutoff": "2017-08-25",
"error": 4.489682285196035,
"forecast_id": "08321f72f859071dcaa0d0df3250f6ecb92ba8e56b50bcd9845f5d785215dae9",
"label_vintage": "2018-11-29"
},
{
"available_at": "2018-12-29",
"cutoff": "2017-09-29",
"error": 4.9715915409483316,
"forecast_id": "56ea411dfd39a2fd0819b908862373f5c305e5bfd0121c1bb55ae2e69295faa4",
"label_vintage": "2018-12-29"
},
{
"available_at": "2019-01-29",
"cutoff": "2017-10-27",
"error": 5.194606601320205,
"forecast_id": "66d2036d8ddd80400fad78431d1eac70420d5559a4c25fa02442d3e9b64a8804",
"label_vintage": "2019-01-29"
},
{
"available_at": "2019-02-28",
"cutoff": "2017-11-24",
"error": 4.487481293811517,
"forecast_id": "7afdc88e38849b7fcf5d3d1897a45e0f515f4e621ff49cec25e483ee2a2f1283",
"label_vintage": "2019-02-28"
},
{
"available_at": "2019-03-31",
"cutoff": "2017-12-29",
"error": 3.6657302585362883,
"forecast_id": "3df78029221564b0ebf6ff467b086949aeb59b0a79c488cdffcc95b1b94b14a9",
"label_vintage": "2019-03-31"
},
{
"available_at": "2019-05-01",
"cutoff": "2018-01-26",
"error": 3.130835394870322,
"forecast_id": "50f98c8f9425ed501aba71bddc563447fef76a39aa9e42fc4be85d492260d195",
"label_vintage": "2019-05-01"
},
{
"available_at": "2019-05-29",
"cutoff": "2018-02-23",
"error": 2.830270691549248,
"forecast_id": "a5bb3fa5adf865b074a8faaa88ab64c01dda3e0f4f839bf3b5c718fd92952efb",
"label_vintage": "2019-05-29"
},
{
"available_at": "2019-06-29",
"cutoff": "2018-03-30",
"error": 2.5243565190369806,
"forecast_id": "c3d68f433ef323d0b294dc09bdfd3847105121aca70102d92f79238c02788003",
"label_vintage": "2019-06-29"
},
{
"available_at": "2019-07-29",
"cutoff": "2018-04-27",
"error": 1.6408144558564741,
"forecast_id": "030698af99d283c8e4064ce738148778db475708229ea0734f9ac60d1eba95c0",
"label_vintage": "2019-07-29"
},
{
"available_at": "2019-08-29",
"cutoff": "2018-05-25",
"error": 0.8507188648502347,
"forecast_id": "b22b3f969bbbe9847e5baf983171d911c82b93321cf18eb97a6b2c2cc9fc2002",
"label_vintage": "2019-08-29"
},
{
"available_at": "2019-09-28",
"cutoff": "2018-06-29",
"error": 1.7003334518799165,
"forecast_id": "3c7b1a4674f51d4fd23380127a24e27ac1f86f06e8bea6939bffbe3cf3ec19b9",
"label_vintage": "2019-09-28"
},
{
"available_at": "2019-10-29",
"cutoff": "2018-07-27",
"error": 0.7934403355156295,
"forecast_id": "d2c23f5c82363b35ce51ce7f318485169c0ec012c9a7b1dd73562b8a06bc7731",
"label_vintage": "2019-10-29"
},
{
"available_at": "2019-11-29",
"cutoff": "2018-08-31",
"error": 1.077149902204803,
"forecast_id": "55378669b08678f6c46f6cebac91cfb7efb4ef89819d3d00a89672fcd7f17227",
"label_vintage": "2019-11-29"
},
{
"available_at": "2019-12-29",
"cutoff": "2018-09-28",
"error": -0.05783441911707646,
"forecast_id": "00b9a1ff30991a32d7f1830dcecebc735c0774005d8ff25f9e4e938047e0503a",
"label_vintage": "2019-12-29"
},
{
"available_at": "2020-01-29",
"cutoff": "2018-10-26",
"error": -0.6941861320733816,
"forecast_id": "965238124fd639fcfb27236024f1a9283fc960b54e484dcfe8c284201226515e",
"label_vintage": "2020-01-29"
},
{
"available_at": "2020-02-28",
"cutoff": "2018-11-30",
"error": 0.047100667116454054,
"forecast_id": "757c1e7a69e7d9446c31fcd2b2dfbf036315fd3d92082bf739924f678551beb9",
"label_vintage": "2020-02-28"
},
{
"available_at": "2020-03-30",
"cutoff": "2018-12-28",
"error": -0.7952929775769755,
"forecast_id": "4ecc41ea8fda0dd521e48da7edb45b929dd15d12441d2df6976963ab3215935e",
"label_vintage": "2020-03-30"
},
{
"available_at": "2020-04-30",
"cutoff": "2019-01-25",
"error": -1.2344603020017149,
"forecast_id": "1144a760e8f70ef151651de2d0e25c0ca2871861e5fef60a58e568e30e3889c5",
"label_vintage": "2020-04-30"
},
{
"available_at": "2020-05-29",
"cutoff": "2019-02-22",
"error": -0.7250832740084723,
"forecast_id": "8803ac6e5b808ce3ce20558d2b96b9ada198b0291d2527aeb28e86976ce89531",
"label_vintage": "2020-05-29"
},
{
"available_at": "2020-06-29",
"cutoff": "2019-03-29",
"error": -4.495223804914899,
"forecast_id": "84bfc227932d44b11e57ce667614eebe2086f6574d93e698d5a688c5a6b3306e",
"label_vintage": "2020-06-29"
},
{
"available_at": "2020-07-29",
"cutoff": "2019-04-26",
"error": -17.033726378677965,
"forecast_id": "2f6070f607921fb710700b50eec1661a480fb1403a89a59f5f4eef5c2c50a45a",
"label_vintage": "2020-07-29"
},
{
"available_at": "2020-08-29",
"cutoff": "2019-05-31",
"error": -15.62739487036915,
"forecast_id": "cddee89e42c23a9bce36f05a80b7e0fb7f3139341e8605b881da37128e37a359",
"label_vintage": "2020-08-29"
},
{
"available_at": "2020-09-28",
"cutoff": "2019-06-28",
"error": -10.439220428545447,
"forecast_id": "86aeee0ff63ac97274a1f55c7f36b05935b871bdc0fe0a99deb05029a4851a91",
"label_vintage": "2020-09-28"
},
{
"available_at": "2020-10-29",
"cutoff": "2019-07-26",
"error": -6.634441530053554,
"forecast_id": "2bfa5bd87a8b7fca50f5a2cfd448a4c5015af6c52d37ad527c220087ba63f9a8",
"label_vintage": "2020-10-29"
},
{
"available_at": "2020-11-29",
"cutoff": "2019-08-30",
"error": -5.758838088404644,
"forecast_id": "98c34eebe746edf5ed9d53f261ae06009e350390cd3fe976c8b8d7eee44352c1",
"label_vintage": "2020-11-29"
},
{
"available_at": "2020-12-29",
"cutoff": "2019-09-27",
"error": -6.305465757686829,
"forecast_id": "3dd59c74c1b357003dc47f7f5197364a489bef2e2cf0dfbf2e9b4753600e4aab",
"label_vintage": "2020-12-29"
},
{
"available_at": "2021-01-29",
"cutoff": "2019-10-25",
"error": -5.084313539855343,
"forecast_id": "01f47018a333cdfb6dae8591222d6d37c40834221fcd869976cdfbecf36f3e91",
"label_vintage": "2021-01-29"
},
{
"available_at": "2021-02-28",
"cutoff": "2019-11-29",
"error": -3.603780676360711,
"forecast_id": "22a05c5033168fcf46ac1aa0cc27d9b14dedc1687be4287e6cee006c35948f2d",
"label_vintage": "2021-02-28"
},
{
"available_at": "2021-03-31",
"cutoff": "2019-12-27",
"error": -3.590749565916443,
"forecast_id": "147d3defe57ac0f2084055cc70b68fa10103dd993700102146b2db086c81a2da",
"label_vintage": "2021-03-31"
},
{
"available_at": "2021-05-01",
"cutoff": "2020-01-31",
"error": -2.3595509059862088,
"forecast_id": "ac0c9179ab3481bdc75b36da615ec445ea89eb53d6bba529b654aa739bc548d4",
"label_vintage": "2021-05-01"
},
{
"available_at": "2021-05-29",
"cutoff": "2020-02-28",
"error": -4.393232788945183,
"forecast_id": "5ba279fc801f63d8f837fd9eacc1c37ec70c9d74fb3c1b5c0804da9c4830efac",
"label_vintage": "2021-05-29"
},
{
"available_at": "2021-06-29",
"cutoff": "2020-03-27",
"error": -2.206106574227994,
"forecast_id": "18ae20f11e5d7b8dff2239724135b33c90ca6cbfee9fa6f4a220756f75082a0a",
"label_vintage": "2021-06-29"
},
{
"available_at": "2021-07-29",
"cutoff": "2020-04-24",
"error": 1.4271261208739858,
"forecast_id": "031797ed21d071f5b251d307790929693668b669ea9eb6bbcd2f229d582efb0a",
"label_vintage": "2021-07-29"
},
{
"available_at": "2021-08-29",
"cutoff": "2020-05-29",
"error": 15.860665739572418,
"forecast_id": "c749dfb53a413b880f20bc249fddc20895c31e5f4ea5290ed2267960f5d413f5",
"label_vintage": "2021-08-29"
},
{
"available_at": "2021-09-28",
"cutoff": "2020-06-26",
"error": 14.403481820210136,
"forecast_id": "a8b80d87339f5db4ca4c3c6b1f526c9c9057d672c2d025493f9a2a35ffa92658",
"label_vintage": "2021-09-28"
},
{
"available_at": "2021-10-29",
"cutoff": "2020-07-31",
"error": 9.834666013242737,
"forecast_id": "f593226b82042913ef14ebeba57d9fe339f6452ad1029b079f12849cc6f222ac",
"label_vintage": "2021-10-29"
},
{
"available_at": "2021-11-29",
"cutoff": "2020-08-28",
"error": 6.0021581222016485,
"forecast_id": "74dd532c495ed1ff2dbdd43c7b94f515dd6a9ac57a7b6bbb5ce9772e3fcf080c",
"label_vintage": "2021-11-29"
},
{
"available_at": "2021-12-29",
"cutoff": "2020-09-25",
"error": 3.94653487146602,
"forecast_id": "290b28fbcf1c5e18886065812bf5cf3ead29ec06393ed915e448e9086574deea",
"label_vintage": "2021-12-29"
},
{
"available_at": "2022-01-29",
"cutoff": "2020-10-30",
"error": 5.298736117696027,
"forecast_id": "6cbce2df8c3f4cc5e25c5df7fd7f32bf32a89a640e297aece4f2e9226bb35116",
"label_vintage": "2022-01-29"
},
{
"available_at": "2022-02-28",
"cutoff": "2020-11-27",
"error": 5.096908158316713,
"forecast_id": "4850e0e796eb095fe38ac85eaa340d6f3a2192c7743f31e79a61122cb061e799",
"label_vintage": "2022-02-28"
},
{
"available_at": "2022-03-31",
"cutoff": "2020-12-25",
"error": 4.140940637030309,
"forecast_id": "acc9159bc90f5eec8f6c2f8afd4b6e50cc44af3cb96faaf20f5d9eb94ac30c60",
"label_vintage": "2022-03-31"
},
{
"available_at": "2022-05-01",
"cutoff": "2021-01-29",
"error": 4.0433740237249385,
"forecast_id": "90e0107c7cc84eea4df282282da1866b103b963425190133facdaca50e5caee7",
"label_vintage": "2022-05-01"
},
{
"available_at": "2022-05-29",
"cutoff": "2021-02-26",
"error": 3.79930479140961,
"forecast_id": "6570789d4319a5a10e2c27d43a674a8290644b0daa8fa400c084c5a80fc765d2",
"label_vintage": "2022-05-29"
},
{
"available_at": "2022-06-29",
"cutoff": "2021-03-26",
"error": 6.924541448811349,
"forecast_id": "96a076d2d66704501284c7b39ba17de95ee942646b2b03ae217d30430235db26",
"label_vintage": "2022-06-29"
},
{
"available_at": "2022-07-29",
"cutoff": "2021-04-30",
"error": 5.139272555766281,
"forecast_id": "363bad8b7fdd2b13d434bc692ad48ab8aaf3db7dd9c8ee48425a5046ea38de46",
"label_vintage": "2022-07-29"
},
{
"available_at": "2022-08-29",
"cutoff": "2021-05-28",
"error": 4.71163095570299,
"forecast_id": "6592f4841b961bf217cfcd8b2d65de5ecad1840bfe5de3b95c15f1bd7c2d2fc1",
"label_vintage": "2022-08-29"
},
{
"available_at": "2022-09-28",
"cutoff": "2021-06-25",
"error": 3.9827377430725672,
"forecast_id": "e28092410a4bdf06edefcffc228e488fa40f1a011a458a8386cbd52c3a8aa775",
"label_vintage": "2022-09-28"
},
{
"available_at": "2022-10-29",
"cutoff": "2021-07-30",
"error": 4.1966967673336795,
"forecast_id": "1005c47ba919fac3dbf93f52174659be25a16362e6f02aaac3292ac06f2b4681",
"label_vintage": "2022-10-29"
},
{
"available_at": "2022-11-29",
"cutoff": "2021-08-27",
"error": 3.397582258630981,
"forecast_id": "04da9e6ed6700ceb2e8421b0bd7cb320f4012c567995e753e66fb6eab14d88a5",
"label_vintage": "2022-11-29"
},
{
"available_at": "2022-12-29",
"cutoff": "2021-09-24",
"error": 3.569677304938745,
"forecast_id": "ae42bed08ee8ca2d4ea13a08cb129f761d7aa7d2489f11f0c7cb08aa377c4ad7",
"label_vintage": "2022-12-29"
},
{
"available_at": "2023-01-29",
"cutoff": "2021-10-29",
"error": 4.463999733919224,
"forecast_id": "2afb9a293510527a86e6563f201a3a1d2fd8d4a0c863c63042130b75167deafd",
"label_vintage": "2023-01-29"
},
{
"available_at": "2023-02-28",
"cutoff": "2021-11-26",
"error": 2.359597114886039,
"forecast_id": "45f7583f796aa9e4a05f2be4dc25ee650353a7185480643be168b0fec43b7ac3",
"label_vintage": "2023-02-28"
},
{
"available_at": "2023-03-31",
"cutoff": "2021-12-31",
"error": 0.37459171524386176,
"forecast_id": "a121e1ee06f25a2383c4d71ae4af34ec94e1d161f59ac47a249f3144ef958f89",
"label_vintage": "2023-03-31"
},
{
"available_at": "2023-05-01",
"cutoff": "2022-01-28",
"error": 1.3981376478174803,
"forecast_id": "a3c5d5e82917872028e280f2821d8462e0ef1dbedf463f2885b7a3593edfdc3d",
"label_vintage": "2023-05-01"
},
{
"available_at": "2023-05-29",
"cutoff": "2022-02-25",
"error": 1.3407123470753497,
"forecast_id": "e911119ecef09c02ada1b28e3a3ea63c64a4aaf8df928a389e2ebf6564bce1e9",
"label_vintage": "2023-05-29"
},
{
"available_at": "2023-06-29",
"cutoff": "2022-03-25",
"error": 0.8813919727107714,
"forecast_id": "201773712ab97e2cc2bb0f2e9502534f8acd4888540ff4ef7e7e4c2d25767415",
"label_vintage": "2023-06-29"
},
{
"available_at": "2023-07-29",
"cutoff": "2022-04-29",
"error": 0.7199518248612098,
"forecast_id": "eca284eab2075dd0ab58908d97cc75d6ef90ac3430d530a8c2c272617d26ea14",
"label_vintage": "2023-07-29"
},
{
"available_at": "2023-08-29",
"cutoff": "2022-05-27",
"error": -0.04778467899696031,
"forecast_id": "d144597bb2fc5c43c255d23c8749ed5b7bf66ca85b19e250bce41e13da5019cd",
"label_vintage": "2023-08-29"
},
{
"available_at": "2023-09-28",
"cutoff": "2022-06-24",
"error": -0.3686117473721647,
"forecast_id": "f6e0d2b2a966e368d6a3b2dc66bf8460f60057da15a69ba7b8dedd17a9b7a50d",
"label_vintage": "2023-09-28"
},
{
"available_at": "2023-10-29",
"cutoff": "2022-07-29",
"error": 0.5406475826130483,
"forecast_id": "5893cba5a4b1cbead7acbf72592dca49162cdefe80241cca2e23780f8c15429d",
"label_vintage": "2023-10-29"
},
{
"available_at": "2023-11-29",
"cutoff": "2022-08-26",
"error": 0.14300561657479688,
"forecast_id": "d6e61a9d1f30090259dad4e2ae7f1361d5ecdf13fedc3aa73517d0623866fd81",
"label_vintage": "2023-11-29"
},
{
"available_at": "2023-12-29",
"cutoff": "2022-09-30",
"error": 0.09205218810718571,
"forecast_id": "6837fb01f57745624cc524e77e53847208cbc4fbace40c405f2a1df2548785c0",
"label_vintage": "2023-12-29"
},
{
"available_at": "2024-01-29",
"cutoff": "2022-10-28",
"error": -0.9581847439779606,
"forecast_id": "5a8b0b044a6e9ac0d867dec872cff9280fadd8afdc13922b7b19209821528389",
"label_vintage": "2024-01-29"
},
{
"available_at": "2024-02-28",
"cutoff": "2022-11-25",
"error": -0.6632774991519134,
"forecast_id": "87df6f160c25b0c245215bfdfa5e27c164b78dce6d06e2c86842b99a49c436d0",
"label_vintage": "2024-02-28"
},
{
"available_at": "2024-03-30",
"cutoff": "2022-12-30",
"error": -0.3397793919616894,
"forecast_id": "9d168f573d708fe19cd9119733d8b974638fe47ffdc933a169adb565dddfff1c",
"label_vintage": "2024-03-30"
},
{
"available_at": "2024-04-30",
"cutoff": "2023-01-27",
"error": 0.2962264352923352,
"forecast_id": "63a9a2ca4498310e0cbf1316feb0b9a73c4d7e2c20d1ab24f747af5405194446",
"label_vintage": "2024-04-30"
},
{
"available_at": "2024-05-29",
"cutoff": "2023-02-24",
"error": 0.07549112670873638,
"forecast_id": "a4bb06c23bc9be537e88b6e7a210bfaf33c7bda3ef91c0355c50bcc560b5e3b0",
"label_vintage": "2024-05-29"
},
{
"available_at": "2024-06-29",
"cutoff": "2023-03-31",
"error": -0.26139863772764027,
"forecast_id": "f860cea5a533a3b67c56c91d6c9cadc337d46d361da8a9b30d745183edf6bd4a",
"label_vintage": "2024-06-29"
},
{
"available_at": "2024-07-29",
"cutoff": "2023-04-28",
"error": -0.3430613851929174,
"forecast_id": "dc3e889f0afded2f0ee53a632906f0717ff35b473e5d83250990a990d433a333",
"label_vintage": "2024-07-29"
},
{
"available_at": "2024-08-29",
"cutoff": "2023-05-26",
"error": 0.04407578122960569,
"forecast_id": "e97655d37cbaa163572fac7af721af000fd727341ab4a87a1f3d166fbe2339bf",
"label_vintage": "2024-08-29"
},
{
"available_at": "2024-09-28",
"cutoff": "2023-06-30",
"error": 0.2675331611335656,
"forecast_id": "8829ad7e3df171d7113549f2c509ebabaa1db9468079e2cebf7a15734f8c96f0",
"label_vintage": "2024-09-28"
},
{
"available_at": "2024-10-29",
"cutoff": "2023-07-28",
"error": 0.18500527251893042,
"forecast_id": "d1fe12241831b9031738fb8da033a56d47eaa0037badefc16b2dd74173d66c4b",
"label_vintage": "2024-10-29"
},
{
"available_at": "2024-11-29",
"cutoff": "2023-08-25",
"error": -0.024452119836113225,
"forecast_id": "f9c33519208f39d7e8694fd410a9eaaf67997b5f454c45236c7dd3ab76149d8f",
"label_vintage": "2024-11-29"
},
{
"available_at": "2024-12-29",
"cutoff": "2023-09-29",
"error": -0.5088927866614337,
"forecast_id": "12c735bca363c3a2093f50337581fa3603a7c6699a055f2e7cddd2b4680e9b98",
"label_vintage": "2024-12-29"
},
{
"available_at": "2025-01-29",
"cutoff": "2023-10-27",
"error": -1.0990216208062853,
"forecast_id": "8be51877b7d2d74247606435a0fe34942edaed36c16f426a45998a9bcbd94fde",
"label_vintage": "2025-01-29"
},
{
"available_at": "2025-02-28",
"cutoff": "2023-11-24",
"error": -0.5455849298073849,
"forecast_id": "8eaa7e414fcadec462e2c71c3d05a09cdd1352c59ee798ea33eae490c2acd95e",
"label_vintage": "2025-02-28"
},
{
"available_at": "2025-03-31",
"cutoff": "2023-12-29",
"error": 0.24961576482326275,
"forecast_id": "7e8ab4041c10549347d5424bf4a0e80d7f8ae2e524be7cf242fbb0b51ef5300f",
"label_vintage": "2025-03-31"
},
{
"available_at": "2025-05-01",
"cutoff": "2024-01-26",
"error": 0.6371892880218504,
"forecast_id": "a24ab6fb036627043e0f045bb34870e44922e9ec118edf34778c99f1f9861266",
"label_vintage": "2025-05-01"
},
{
"available_at": "2025-05-29",
"cutoff": "2024-02-23",
"error": 2.393655632783609,
"forecast_id": "57d305101e96841d2e31031722a1dab0be3b18b9b6f68639a51f8d21e93c6e0c",
"label_vintage": "2025-05-29"
},
{
"available_at": "2025-06-29",
"cutoff": "2024-03-29",
"error": 0.9134501319839493,
"forecast_id": "db81fc3df6571b01a0ade58779e136ec8e976f49b11d8333557272e0d818b0ff",
"label_vintage": "2025-06-29"
},
{
"available_at": "2025-07-29",
"cutoff": "2024-04-26",
"error": 1.0498159320436293,
"forecast_id": "bd6411dd62f0e68d69c1cf39c1f746ef889cf62d989f90acc7d5a8fe5031d3de",
"label_vintage": "2025-07-29"
},
{
"available_at": "2025-08-29",
"cutoff": "2024-05-31",
"error": 1.246522035141398,
"forecast_id": "54d7c3eec0c03bfb2c23af4d0a20fa57e74acf7095dfc52c070ac7612c6a9479",
"label_vintage": "2025-08-29"
},
{
"available_at": "2025-09-28",
"cutoff": "2024-06-28",
"error": 1.0975944448716013,
"forecast_id": "2d96e4912f60b3c148124c24b770975bd8be450a2a40312be7ae3b9f80d9b621",
"label_vintage": "2025-09-28"
},
{
"available_at": "2025-10-29",
"cutoff": "2024-07-26",
"error": 0.5046175447424988,
"forecast_id": "8fe642d811b94b62f08d793e561475ddb72c2a6b6353d8fea4aefa6eb47941d0",
"label_vintage": "2025-10-29"
},
{
"available_at": "2025-11-29",
"cutoff": "2024-08-30",
"error": 1.187724065968126,
"forecast_id": "269bcc91ba19f9d8240fb72a76aaf3cc3bc11e839e9d115e4fa2f4688a750ae1",
"label_vintage": "2025-11-29"
},
{
"available_at": "2025-12-29",
"cutoff": "2024-09-27",
"error": 1.1345417265644988,
"forecast_id": "9d3e1d5645d4844fbadc3d866e94d5a888d7ce3a3eb73ddcb346514424ed9e7c",
"label_vintage": "2025-12-29"
},
{
"available_at": "2026-01-29",
"cutoff": "2024-10-25",
"error": 1.5661872562463424,
"forecast_id": "a0dd36e45c70fff3a8e7e490a5252d3682632730acd765703cb80afeafcbbfa1",
"label_vintage": "2026-01-29"
},
{
"available_at": "2026-02-28",
"cutoff": "2024-11-29",
"error": 1.7538561723198358,
"forecast_id": "675aa40ad29478af45be0abeff842a1ef7e6085e0ab0b95607d16f045e727636",
"label_vintage": "2026-02-28"
},
{
"available_at": "2026-03-31",
"cutoff": "2024-12-27",
"error": 2.191560104757198,
"forecast_id": "bb198eecfd897b23318f3bbcc2df74c311a33297ddee5da8aa392550fc80c4f4",
"label_vintage": "2026-03-31"
},
{
"available_at": "2026-05-01",
"cutoff": "2025-01-31",
"error": 1.1594231212166888,
"forecast_id": "0a6215972674f504a54012771d8ebbe691bca7d85208176a0beb4f3b14d1e4bc",
"label_vintage": "2026-05-01"
},
{
"available_at": "2026-05-29",
"cutoff": "2025-02-28",
"error": 1.859498145720612,
"forecast_id": "00097e54fe34c77fe6923008e70acc30ec5d7c5e6ae48295f406dc42f3467362",
"label_vintage": "2026-05-29"
},
{
"available_at": "2026-06-29",
"cutoff": "2025-03-28",
"error": 0.48083055447881173,
"forecast_id": "bc5d4c3f5eef25b7a34710012113ff5b0b78fdb766845733039c2833ec26a7fa",
"label_vintage": "2026-06-29"
},
{
"available_at": "2026-07-29",
"cutoff": "2025-04-25",
"error": 1.2514766471060148,
"forecast_id": "c79abff08895f2467757d19ce304bc1194e6d7697fb798355f8e4ddcfb9a0f07",
"label_vintage": "2026-07-29"
}
],
"window": 120
},
"code_archive": "d3761caf4c6d20c77837e99322de4b1f6796d3b3d4ddaf43939a59e4cf96e161",
"code_commit": "46d71379d293a8d92309f458f55e6dce405a63c6",
"created_at": "2026-09-22T12:09:55.683270+00:00",
"data_quality": {
"alfred_available_from": "2026-09-18",
"metadata_verified_through": "2026-09-18",
"observation_age_days": 51,
"publisher_release_date_verified": false,
"release_date": null,
"status": "LAST_VERIFIED_SNAPSHOT",
"unproven_metadata_after_cutoff": true
},
"dataset_id": "482194472b1f22027ab2836cdb5277c6373aec7b7b3d365fe69b21f262a44fa2",
"event_probabilities": {
"direction_reference": 0.0,
"down": 0.3,
"equal": 0.0,
"relation": "below",
"threshold": 0.0,
"threshold_event": 0.3,
"up": 0.7
},
"feature_version": "none-0",
"forecast_id": "429fb475f8083f692f7367c040ab1982b662fd81fadb81d29cfa54396e3a20ae",
"historical_oos": {
"annual": [
{
"crps": 1.495437665376393,
"direction_accuracy": 1.0,
"direction_brier": 0.09791666666666667,
"distribution_n": 12,
"end": "2011-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2833333333333333,
"n": 2,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.31833333333333325,
"n": 10,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.09791666666666667,
"event_ece": 0.31249999999999994,
"mae": 2.021001988930324,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.4166666666666667,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.725667384556391
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 10.918348838945596
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 19.40795709899007
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 3.709368652006446,
"rmse": 2.2112888844859966,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.45010748299725006,
"year": "2011"
},
{
"crps": 0.8228876424064614,
"direction_accuracy": 1.0,
"direction_brier": 0.052899305555555574,
"distribution_n": 12,
"end": "2012-12-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2284722222222223,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.052899305555555574,
"event_ece": 0.2284722222222223,
"mae": 0.48149222676963593,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.828607120405971
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 10.426702799416342
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 19.54015265808755
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.4975554567505287,
"rmse": 0.5793812797276935,
"start": "2012-01-27",
"status": "computed",
"training_scaled_mae": 0.10711888601818469,
"year": "2012"
},
{
"crps": 0.9480685148381317,
"direction_accuracy": 1.0,
"direction_brier": 0.035665509259259244,
"distribution_n": 12,
"end": "2013-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.17166666666666666,
"n": 5,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.19999999999999998,
"n": 7,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.03566550925925926,
"event_ece": 0.18819444444444444,
"mae": 1.1597030343901318,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.6666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.025935747184235
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 10.313656297973862
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 19.54015265808755
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 4.025710135002329,
"rmse": 1.265151596939914,
"start": "2013-01-25",
"status": "computed",
"training_scaled_mae": 0.25857345781236135,
"year": "2013"
},
{
"crps": 1.2876768754860701,
"direction_accuracy": 0.8333333333333334,
"direction_brier": 0.13916666666666666,
"distribution_n": 12,
"end": "2014-12-26",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.14999999999999997,
"n": 12,
"observed_rate": 0.16666666666666666,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.13916666666666666,
"event_ece": 0.01666666666666669,
"mae": 1.820692940969671,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.3333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.5081519831053787
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 10.241508584475456
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 19.54015265808755
},
"positive_origin_months": 2,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.8528624034447914,
"rmse": 2.165886133100067,
"start": "2014-01-31",
"status": "computed",
"training_scaled_mae": 0.4097559971018941,
"year": "2014"
},
{
"crps": 2.7179086381682285,
"direction_accuracy": 0.08333333333333333,
"direction_brier": 0.6641666666666667,
"distribution_n": 12,
"end": "2015-12-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.14999999999999997,
"n": 12,
"observed_rate": 0.9166666666666666,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.6641666666666667,
"event_ece": 0.7666666666666666,
"mae": 4.10126258917608,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.492590836714122
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 10.155631585149875
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 19.54015265808755
},
"positive_origin_months": 11,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.0809922368383214,
"rmse": 4.15845949532453,
"start": "2015-01-30",
"status": "computed",
"training_scaled_mae": 0.9253772158253114,
"year": "2015"
},
{
"crps": 1.0341464209132507,
"direction_accuracy": 1.0,
"direction_brier": 0.037083333333333336,
"distribution_n": 12,
"end": "2016-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.1638888888888889,
"n": 6,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.21666666666666667,
"n": 6,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.037083333333333336,
"event_ece": 0.19027777777777777,
"mae": 1.3276315178150344,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.75,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.057814067575032
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 10.138298199526252
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 19.54015265808755
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.814024393892815,
"rmse": 1.5118215646084954,
"start": "2016-01-29",
"status": "computed",
"training_scaled_mae": 0.30200185412054315,
"year": "2016"
},
{
"crps": 1.2443105642302494,
"direction_accuracy": 1.0,
"direction_brier": 0.0656886574074074,
"distribution_n": 12,
"end": "2017-12-29",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.25625000000000003,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.06568865740740741,
"event_ece": 0.25625000000000003,
"mae": 1.6237419665503203,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.5833333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.110111080449247
},
"pi80": {
"coverage": 0.8333333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 10.021847679788547
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 19.54015265808755
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 3.805620541932573,
"rmse": 1.8879038877211876,
"start": "2017-01-27",
"status": "computed",
"training_scaled_mae": 0.3738868157679338,
"year": "2017"
},
{
"crps": 1.1955529897877375,
"direction_accuracy": 0.75,
"direction_brier": 0.18825231481481483,
"distribution_n": 12,
"end": "2018-12-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2569444444444445,
"n": 12,
"observed_rate": 0.25,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.18825231481481483,
"event_ece": 0.006944444444444475,
"mae": 1.6599343881501956,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.75,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.116894518401164
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 10.017234474730685
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 19.54015265808755
},
"positive_origin_months": 3,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.345194484303958,
"rmse": 1.9667582187727626,
"start": "2018-01-26",
"status": "computed",
"training_scaled_mae": 0.3872335006293372,
"year": "2018"
},
{
"crps": 7.353036983340481,
"direction_accuracy": 0.0,
"direction_brier": 0.650931712962963,
"distribution_n": 12,
"end": "2019-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.16805555555555554,
"n": 6,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.21944444444444444,
"n": 6,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.650931712962963,
"event_ece": 0.80625,
"mae": 9.624636015934724,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.147583801435475
},
"pi80": {
"coverage": 0.16666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 7.197387034936177
},
"pi95": {
"coverage": 0.8333333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 16.994725911988958
},
"positive_origin_months": 12,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 6.711058184732931,
"rmse": 10.82946350237201,
"start": "2019-01-25",
"status": "computed",
"training_scaled_mae": 2.252232138335382,
"year": "2019"
},
{
"crps": 4.181751783535746,
"direction_accuracy": 0.75,
"direction_brier": 0.2050578703703704,
"distribution_n": 12,
"end": "2020-12-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.1606060606060606,
"n": 11,
"observed_rate": 0.2727272727272727,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.20505787037037046,
"event_ece": 0.11944444444444441,
"mae": 5.089081495481296,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.16666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.9321453521506577
},
"pi80": {
"coverage": 0.25,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.7295321434528255
},
"pi95": {
"coverage": 0.5,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 9.48876726326278
},
"positive_origin_months": 3,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 6.247508989147448,
"rmse": 6.337108384101025,
"start": "2020-01-31",
"status": "computed",
"training_scaled_mae": 1.2015966979387311,
"year": "2020"
},
{
"crps": 1.3658344557057374,
"direction_accuracy": 1.0,
"direction_brier": 0.06002314814814814,
"distribution_n": 12,
"end": "2021-12-31",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.24444444444444444,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.06002314814814815,
"event_ece": 0.24444444444444444,
"mae": 1.8019122241243772,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.4166666666666667,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.6726701310798284
},
"pi80": {
"coverage": 0.6666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 6.311754685413621
},
"pi95": {
"coverage": 0.8333333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 11.852119481041207
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 3.913583867786688,
"rmse": 2.0630417482220498,
"start": "2021-01-29",
"status": "computed",
"training_scaled_mae": 0.4222113208734343,
"year": "2021"
},
{
"crps": 1.242256512944507,
"direction_accuracy": 0.5833333333333334,
"direction_brier": 0.268125,
"distribution_n": 12,
"end": "2022-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.25833333333333336,
"n": 12,
"observed_rate": 0.4166666666666667,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.268125,
"event_ece": 0.15833333333333333,
"mae": 2.085657328533691,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.6666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.8954409157744436
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 6.824283645208818
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 13.277193693715715
},
"positive_origin_months": 5,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.6244614367683775,
"rmse": 2.2089802780192613,
"start": "2022-01-28",
"status": "computed",
"training_scaled_mae": 0.48546924282660325,
"year": "2022"
},
{
"crps": 1.3386259455364138,
"direction_accuracy": 0.5,
"direction_brier": 0.3030324074074074,
"distribution_n": 12,
"end": "2023-12-29",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2638888888888889,
"n": 12,
"observed_rate": 0.5,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.3030324074074074,
"event_ece": 0.23611111111111108,
"mae": 2.1409686103677057,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.5833333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.9548859125741083
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 6.935203426620986
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 13.726855565437946
},
"positive_origin_months": 6,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.3250299184781842,
"rmse": 2.1807119600601563,
"start": "2023-01-27",
"status": "computed",
"training_scaled_mae": 0.49791409585509,
"year": "2023"
},
{
"crps": 0.7940339740996679,
"direction_accuracy": 1.0,
"direction_brier": 0.09317708333333334,
"distribution_n": 12,
"end": "2024-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2833333333333334,
"n": 3,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.31203703703703706,
"n": 9,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.09317708333333335,
"event_ece": 0.30486111111111114,
"mae": 0.562774423393361,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.158953718225368
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 6.935203426620986
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 13.726855565437946
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.3063928612870448,
"rmse": 0.6455842519726956,
"start": "2024-01-26",
"status": "computed",
"training_scaled_mae": 0.13247181178828374,
"year": "2024"
},
{
"crps": 0.721678799769791,
"direction_accuracy": 1.0,
"direction_brier": 0.12105902777777777,
"distribution_n": 4,
"end": "2025-04-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.34791666666666665,
"n": 4,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.12105902777777777,
"event_ece": 0.34791666666666665,
"mae": 0.49705420548094614,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 4,
"pi50": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 4,
"width": 3.9666533421995025
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 4,
"width": 6.715196340177977
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 4,
"width": 13.726855565437948
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.1878071171305318,
"rmse": 0.581412779573562,
"start": "2025-01-31",
"status": "computed",
"training_scaled_mae": 0.118833637102643,
"year": "2025"
}
],
"crisis_excluded": {
"crps": 1.26718811856268,
"direction_accuracy": 0.8014705882352942,
"direction_brier": 0.17519352532679738,
"distribution_n": 136,
"end": "2025-04-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.1554761904761905,
"n": 35,
"observed_rate": 0.37142857142857144,
"sparse": false,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2472222222222222,
"n": 78,
"observed_rate": 0.1794871794871795,
"sparse": false,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.32101449275362315,
"n": 23,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.17519352532679738,
"event_ece": 0.14871323529411762,
"mae": 1.6897540367829236,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 1.222030874352437,
"observed_months": 136,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 2.2744809198716354
},
"n": 136,
"pi50": {
"coverage": 0.625,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.4344192406692407,
"observed_months": 136,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.769790539250016
},
"n": 136,
"width": 3.63505332932635
},
"pi80": {
"coverage": 0.9852941176470589,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.9553504797441366,
"observed_months": 136,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 1.0
},
"n": 136,
"width": 9.27938097692795
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 1.0,
"observed_months": 136,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 1.0
},
"n": 136,
"width": 17.779019034000633
},
"positive_origin_months": 27,
"positive_spells": 7,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.010277784683725,
"rmse": 2.072773485577982,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.3855460211567947
},
"full": {
"crps": 1.902006179043652,
"direction_accuracy": 0.7558139534883721,
"direction_brier": 0.20243297803617566,
"distribution_n": 172,
"end": "2025-04-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.1580128205128205,
"n": 52,
"observed_rate": 0.4230769230769231,
"sparse": false,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.24467353951890036,
"n": 97,
"observed_rate": 0.20618556701030927,
"sparse": false,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.32101449275362315,
"n": 23,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.20243297803617566,
"event_ece": 0.14476744186046514,
"mae": 2.4883378245869903,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 1.4049714671012346,
"observed_months": 172,
"p_value": 0.001,
"repetitions": 1999,
"status": "computed",
"upper95": 3.9568745456402956
},
"n": 172,
"pi50": {
"coverage": 0.5348837209302325,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.3430232558139535,
"observed_months": 172,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.7093023255813954
},
"n": 172,
"width": 3.5546281639789252
},
"pi80": {
"coverage": 0.8546511627906976,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.6627906976744186,
"observed_months": 172,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.9941860465116279
},
"n": 172,
"width": 8.679418018766468
},
"pi95": {
"coverage": 0.9418604651162791,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.8488372093023255,
"observed_months": 172,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 1.0
},
"n": 172,
"width": 16.73240663081164
},
"positive_origin_months": 42,
"positive_spells": 7,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.7666487861452986,
"rmse": 3.8311888627646384,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.5752717486226433
},
"horizon": 12,
"model": "persistence",
"nonoverlapping": {
"crps": 1.4026482923867398,
"direction_accuracy": 0.8,
"direction_brier": 0.1856157407407407,
"distribution_n": 15,
"end": "2025-01-31",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.15,
"n": 4,
"observed_rate": 0.5,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.24722222222222223,
"n": 9,
"observed_rate": 0.1111111111111111,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.33333333333333337,
"n": 2,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.1856157407407407,
"event_ece": 0.21944444444444447,
"mae": 1.800006482864105,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 15,
"pi50": {
"coverage": 0.6,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 15,
"width": 3.5980553742968158
},
"pi80": {
"coverage": 0.9333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 15,
"width": 8.770976211429439
},
"pi95": {
"coverage": 0.9333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 15,
"width": 16.6507248554875
},
"positive_origin_months": 3,
"positive_spells": 3,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.1229777039416664,
"rmse": 2.444996770729372,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.4154140505429904
},
"series": "INDPRO",
"split": "locked_historical_holdout",
"vs_historical_mean": {
"crps_improvement": 0.013382509261763575,
"crps_improvement_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": -0.025117160745453056,
"observed_months": 172,
"p_value": 0.2525,
"repetitions": 1999,
"status": "computed",
"upper95": 0.05119743279484888
},
"crps_n": 172,
"mae_improvement": 0.02709685406190654,
"mae_improvement_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": -0.04155576361375043,
"observed_months": 172,
"p_value": 0.229,
"repetitions": 1999,
"status": "computed",
"upper95": 0.09591595906657532
},
"n": 172,
"relative_mae_improvement": 0.010772235229125862
},
"vs_persistence": {
"crps_improvement": 0.0,
"crps_improvement_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.0,
"observed_months": 172,
"p_value": 1.0,
"repetitions": 1999,
"status": "computed",
"upper95": 0.0
},
"crps_n": 172,
"mae_improvement": 0.0,
"mae_improvement_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.0,
"observed_months": 172,
"p_value": 1.0,
"repetitions": 1999,
"status": "computed",
"upper95": 0.0
},
"n": 172,
"relative_mae_improvement": 0.0
}
},
"horizon": 12,
"information_cutoff": "2026-09-18",
"input": {
"actual": {
"available_from": "2026-09-18",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "a0cd66d6f2b275726721640f443a0968e0e966afb45b5599675823bf7c225e7c",
"series_id": "INDPRO",
"value": 103.0682
},
"age_days": 48,
"anchor_month": "2026-08",
"baseline": 0.0,
"checksum": "b0d9ef708521b0d1d0d41a2feeabc1df6037cee4172e0a1523446d4d460c8eba",
"event": "below",
"input_rows": [
{
"available_from": "2026-09-18",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "a0cd66d6f2b275726721640f443a0968e0e966afb45b5599675823bf7c225e7c",
"series_id": "INDPRO",
"value": 103.0682
}
],
"metadata": {
"frequency": "Monthly",
"provider": "Board of Governors of the Federal Reserve System (US)",
"release": "G.17 Industrial Production and Capacity Utilization",
"seasonal_adjustment": "Seasonally Adjusted",
"title": "Industrial Production: Total Index",
"units": "Index 2017=100"
},
"reference": 0.0,
"threshold": 0.0
},
"latest_actual": {
"available_from": "2026-09-18",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "a0cd66d6f2b275726721640f443a0968e0e966afb45b5599675823bf7c225e7c",
"series_id": "INDPRO",
"value": 103.0682
},
"limitations": [
"No demonstrated predictive edge; unvalidated event probabilities",
"Day-end archive availability, not intraday publisher timestamp",
"Information set stops at official metadata coverage; no extrapolation through requested cutoff",
"First archive availability is not proven first publisher release",
"Overlapping residuals; no coverage guarantee; no parameter CI or probability uncertainty estimate",
"Calibration uses frozen Phase 3B 90-day labels; new live labels are not yet available",
"Growth horizon is measured from origin month; anchor can precede origin",
"Historical performance is retrospective, not live performance"
],
"model_id": "persistence",
"model_version": "3C.1.0",
"origin_month": "2026-09",
"outcome_definition": "UNRATE target level; other targets annualized log growth from anchor to target, both endpoints in outcome vintage",
"point_forecast": {
"mean": 0.9991008921137717,
"median": 1.0634829171242162,
"raw_baseline": 0.0
},
"prediction_intervals": {
"0.5": [
-0.3405998902694964,
3.1520393965697093
],
"0.8": [
-2.2214510074038163,
4.487701392949969
],
"0.95": [
-6.72956100251584,
6.997294562922108
]
},
"predictive_distribution": {
"family": "prequential_empirical",
"mean": 0.9991008921137717,
"median": 1.0634829171242162,
"parameter_confidence_interval": null,
"prediction_intervals": {
"0.5": [
-0.3405998902694964,
3.1520393965697093
],
"0.8": [
-2.2214510074038163,
4.487701392949969
],
"0.95": [
-6.72956100251584,
6.997294562922108
]
},
"probability_estimate_uncertainty": null,
"support": [
-17.033726378677965,
-15.62739487036915,
-10.439220428545447,
-6.634441530053554,
-6.305465757686829,
-5.758838088404644,
-5.084313539855343,
-4.495223804914899,
-4.393232788945183,
-3.603780676360711,
-3.590749565916443,
-2.3595509059862088,
-2.206106574227994,
-1.3817548897763239,
-1.2344603020017149,
-1.1749942973003218,
-1.0990216208062853,
-0.9581847439779606,
-0.8867546917087163,
-0.862448565571069,
-0.7976844073172944,
-0.7952929775769755,
-0.7250832740084723,
-0.6941861320733816,
-0.6686250304042929,
-0.6632774991519134,
-0.5455849298073849,
-0.5088927866614337,
-0.3686117473721647,
-0.3430613851929174,
-0.3397793919616894,
-0.26139863772764027,
-0.12508666770534363,
-0.05783441911707646,
-0.04778467899696031,
-0.024452119836113225,
0.04407578122960569,
0.047100667116454054,
0.07549112670873638,
0.09205218810718571,
0.14300561657479688,
0.17716249665753456,
0.18500527251893042,
0.24961576482326275,
0.2675331611335656,
0.2962264352923352,
0.32163410738251336,
0.37459171524386176,
0.48083055447881173,
0.49252020444904593,
0.5046175447424988,
0.5278325251571903,
0.5406475826130483,
0.6371892880218504,
0.7199518248612098,
0.7934403355156295,
0.8507188648502347,
0.8813919727107714,
0.9134501319839493,
1.0498159320436293,
1.077149902204803,
1.0975944448716013,
1.1345417265644988,
1.1594231212166888,
1.187724065968126,
1.246522035141398,
1.2514766471060148,
1.3407123470753497,
1.3444954349906029,
1.3981376478174803,
1.4271261208739858,
1.5661872562463424,
1.5706651568637264,
1.6408144558564741,
1.7003334518799165,
1.7538561723198358,
1.7545438443462744,
1.809199919106008,
1.859498145720612,
1.9268953147406036,
2.191560104757198,
2.2431325476676216,
2.359597114886039,
2.393655632783609,
2.460682314572567,
2.5243565190369806,
2.7428096193628906,
2.830270691549248,
2.84294591298064,
3.130835394870322,
3.215651401667871,
3.2252732130816737,
3.2437830917141133,
3.397582258630981,
3.462410789353187,
3.5357093606926164,
3.569677304938745,
3.6657302585362883,
3.7809707308493277,
3.79930479140961,
3.94653487146602,
3.9827377430725672,
4.0433740237249385,
4.140940637030309,
4.1966967673336795,
4.269963371838787,
4.463999733919224,
4.487481293811517,
4.489682285196035,
4.71163095570299,
4.9715915409483316,
5.096908158316713,
5.139272555766281,
5.194606601320205,
5.298736117696027,
6.0021581222016485,
6.924541448811349,
9.834666013242737,
14.403481820210136,
15.860665739572418
],
"uncertainty_limit": "Predictive residual distribution only; no exchangeability or coverage guarantee"
},
"primary_scoring_vintage": "target month end + 90 days; first archive and later revisions are separate diagnostics",
"record_type": "LIVE_FORECAST",
"requested_information_cutoff": "2026-09-21",
"target_date": "2027-09-30",
"target_definition": {
"event": "below",
"measure": "annualized_log_growth",
"name": "Industrial production growth",
"threshold": 0.0,
"units": "annualized log percent"
},
"target_id": "INDPRO",
"target_month": "2027-09",
"units": "annualized log percent",
"validation_status": "EXPERIMENTAL"
},
{
"calibration": {
"checksum": "a767d52dce98377e50c834220662c1175d9c008e68e25c3ab1707cabeadc723d",
"historical_dataset_id": "14d979068a64284b9b5cc7f1b611bd01a9899675a73303b5f0db955d6a2ba14c",
"historical_run_id": "34d2637c4beed41deb69ddba0f9c5e892fb8592ecd2304e3fe05a5241e5c6018",
"residuals": [
{
"available_at": "2016-08-29",
"cutoff": "2016-02-26",
"error": 1.2262607815685143,
"forecast_id": "7cdfcbaf90ea9adadf33d7fbad4088b84166e6b42f92190927329fff74ea5d64",
"label_vintage": "2016-08-29"
},
{
"available_at": "2016-09-28",
"cutoff": "2016-03-25",
"error": 1.3033570596309658,
"forecast_id": "4c6f4cf27b7c61385dbfdafe1ad6b4e0f359264f6f3e37fa1c5d7959c40ebe31",
"label_vintage": "2016-09-28"
},
{
"available_at": "2016-10-29",
"cutoff": "2016-04-29",
"error": 1.4388017459490752,
"forecast_id": "77a8c9d9f65dad413a108de74795462aececf890668f52e89515e8bf778b6d08",
"label_vintage": "2016-10-29"
},
{
"available_at": "2016-11-29",
"cutoff": "2016-05-27",
"error": 1.503762547063258,
"forecast_id": "c917c064396a3f4cd57a257e7ec466ea090d6e2404bde27d1016b737579f556e",
"label_vintage": "2016-11-29"
},
{
"available_at": "2016-12-29",
"cutoff": "2016-06-24",
"error": 1.8849491714247621,
"forecast_id": "e40f44ad3876ae551d521bae8cf78dd3223fbe978d343a0197578a7693ca4835",
"label_vintage": "2016-12-29"
},
{
"available_at": "2017-01-29",
"cutoff": "2016-07-29",
"error": 1.6000591343025217,
"forecast_id": "47b08c9a6434e46df2bcd6c16a7938c64e755287a88d9dc821781b16ade09939",
"label_vintage": "2017-01-29"
},
{
"available_at": "2017-02-28",
"cutoff": "2016-08-26",
"error": 1.4770752181790772,
"forecast_id": "e32c59409fa6ffbf5acf989b696af6500c4cdcb91e0cafce0eb986c238bfa4af",
"label_vintage": "2017-02-28"
},
{
"available_at": "2017-03-31",
"cutoff": "2016-09-30",
"error": 1.431934239711647,
"forecast_id": "7cee628150314daa86e15ab73aa886cf620970e853d231c794422d87d53e9a0c",
"label_vintage": "2017-03-31"
},
{
"available_at": "2017-05-01",
"cutoff": "2016-10-28",
"error": 1.361464755264886,
"forecast_id": "61393ec3d961035bc05398721905ef6f016c64c7353a67be176a2d78b087a219",
"label_vintage": "2017-05-01"
},
{
"available_at": "2017-05-29",
"cutoff": "2016-11-25",
"error": 1.5826489096979233,
"forecast_id": "c69d57dbffe0c79db0260c62bf91bf4b4c0d266a3d5a55819ae479311b2a0e64",
"label_vintage": "2017-05-29"
},
{
"available_at": "2017-06-29",
"cutoff": "2016-12-30",
"error": 1.34642640086383,
"forecast_id": "e0d1c92b8f64b2e2f383a5fb30f98887d2383d972e5f6f2c9fe728ba45f742c7",
"label_vintage": "2017-06-29"
},
{
"available_at": "2017-07-29",
"cutoff": "2017-01-27",
"error": 1.4518399394897343,
"forecast_id": "fac9f6d95623f7fe12bb2cc7222d531a7f26c015152d950aa9f7b61ea43d384d",
"label_vintage": "2017-07-29"
},
{
"available_at": "2017-08-29",
"cutoff": "2017-02-24",
"error": 1.3040100609269394,
"forecast_id": "39656f89d5bbbf14ac6dc8328d7c5e555c2829da336293d38ae5c87163ac80d9",
"label_vintage": "2017-08-29"
},
{
"available_at": "2017-09-28",
"cutoff": "2017-03-31",
"error": 1.2568560063165748,
"forecast_id": "5000d3b9dff02add3ca9ede4c4e0fa63df86ce2cb3f71971b59c134eecfb45a3",
"label_vintage": "2017-09-28"
},
{
"available_at": "2017-10-29",
"cutoff": "2017-04-28",
"error": 1.436656573578571,
"forecast_id": "e6205c72eea73ed95d1099ab3653c11ad677a01019ce331e797146c68fe452a7",
"label_vintage": "2017-10-29"
},
{
"available_at": "2017-11-29",
"cutoff": "2017-05-26",
"error": 1.4366695147937956,
"forecast_id": "8dc1241b0c3bedd3785283cedbae4224c856accdb8e0c4a58316c8bc60233305",
"label_vintage": "2017-11-29"
},
{
"available_at": "2017-12-29",
"cutoff": "2017-06-30",
"error": 1.2166164470042473,
"forecast_id": "c1dff32d198aadaf9e34d6148df1be686ae6555628fdf8d8a32d626fe0a9f68e",
"label_vintage": "2017-12-29"
},
{
"available_at": "2018-01-29",
"cutoff": "2017-07-28",
"error": 1.2169157517573317,
"forecast_id": "b38856dad666ddbbebdb25e52c70ed1bfe9e843886fb5710691e2ad9974d32ac",
"label_vintage": "2018-01-29"
},
{
"available_at": "2018-02-28",
"cutoff": "2017-08-25",
"error": 1.4725807837661444,
"forecast_id": "766ca0bfcfaf80f4b3b67698cc17c218e6872e12862c158d9dc013909fcb3bff",
"label_vintage": "2018-02-28"
},
{
"available_at": "2018-03-31",
"cutoff": "2017-09-29",
"error": 1.3769060134442146,
"forecast_id": "ff381015c04a6b58a6cf2f1bb0e1f5fc866bb1f78c5263c04e7473a1de530ea8",
"label_vintage": "2018-03-31"
},
{
"available_at": "2018-05-01",
"cutoff": "2017-10-27",
"error": 1.70577599236379,
"forecast_id": "5d1ec4f19d6ff60b9f91ba96f7be1b5bf8a62e2ccfa77dd5fb23df1aa6a9821f",
"label_vintage": "2018-05-01"
},
{
"available_at": "2018-05-29",
"cutoff": "2017-11-24",
"error": 1.8100062015365421,
"forecast_id": "2193bcb8fb0fd7525647913925a68999be23fb63de4af9adfe1228e7c41c9a80",
"label_vintage": "2018-05-29"
},
{
"available_at": "2018-06-29",
"cutoff": "2017-12-29",
"error": 1.683972906373896,
"forecast_id": "bab269856fa446a7fb88dd57cc2619dc44a280d6717918909b01ef3291f6505b",
"label_vintage": "2018-06-29"
},
{
"available_at": "2018-07-29",
"cutoff": "2018-01-26",
"error": 1.6819822497713233,
"forecast_id": "ef149f7c3ea9659429ad45773a051f21c3c5d2d9534fcbc0a228254cd109ecf4",
"label_vintage": "2018-07-29"
},
{
"available_at": "2018-08-29",
"cutoff": "2018-02-23",
"error": 1.8656222862639211,
"forecast_id": "c7fa1957a729a5cd09979524ae22fa8f16dfeefd279ae36b1d43b3d1dd679dae",
"label_vintage": "2018-08-29"
},
{
"available_at": "2018-09-28",
"cutoff": "2018-03-30",
"error": 1.6279798649181307,
"forecast_id": "e7fa481f3ad1604c578265c8e3aae2f4f2b5467a0f4ef16214765c357e6f4545",
"label_vintage": "2018-09-28"
},
{
"available_at": "2018-10-29",
"cutoff": "2018-04-27",
"error": 1.646404648749727,
"forecast_id": "b50786305afe0de78fb108f8cd201ea8d75ceceabd74fc454f6e94528f879ddd",
"label_vintage": "2018-10-29"
},
{
"available_at": "2018-11-29",
"cutoff": "2018-05-25",
"error": 1.867470448713437,
"forecast_id": "366f19b321357294dae6b8a1d39a2c531e94022f5a892d0bbe3965276a01c5af",
"label_vintage": "2018-11-29"
},
{
"available_at": "2018-12-29",
"cutoff": "2018-06-29",
"error": 1.565269927887079,
"forecast_id": "d6567810ed3afbe9b07334a41a9092262d27635bb23492a0ef28fe845edcca26",
"label_vintage": "2018-12-29"
},
{
"available_at": "2019-01-29",
"cutoff": "2018-07-27",
"error": 1.6953169592597461,
"forecast_id": "54e11a13be6598ca08afaa3a79e1c449f62ac92cbfb51066623aa1e2722bc986",
"label_vintage": "2019-01-29"
},
{
"available_at": "2019-02-28",
"cutoff": "2018-08-31",
"error": 1.7304289153939838,
"forecast_id": "d45857c41954e7ea6da835f97bd1f794f011e65bc88e9c4849bda42b0c867ff2",
"label_vintage": "2019-02-28"
},
{
"available_at": "2019-03-31",
"cutoff": "2018-09-28",
"error": 1.6173948738501347,
"forecast_id": "67d351e77d6b1b53bcf93e8f87d65a98cae1ca48f1a801d89a628678f0bd9e97",
"label_vintage": "2019-03-31"
},
{
"available_at": "2019-05-01",
"cutoff": "2018-10-26",
"error": 2.0229152947952143,
"forecast_id": "f49379b367400be515c362238f9e5203d6172b6c51b9dfd1b3d2facb3d54e479",
"label_vintage": "2019-05-01"
},
{
"available_at": "2019-05-29",
"cutoff": "2018-11-30",
"error": 1.5793976478554312,
"forecast_id": "a0b2b69a7bf73d52edc2788d90ccf8e0523fa365695fd6728e42b9b7f50fecc0",
"label_vintage": "2019-05-29"
},
{
"available_at": "2019-06-29",
"cutoff": "2018-12-28",
"error": 1.4918061347824851,
"forecast_id": "4a6e8e969cd4820c2a40014f83aa3fd72f20502604df2cdf2470f7a80a739312",
"label_vintage": "2019-06-29"
},
{
"available_at": "2019-07-29",
"cutoff": "2019-01-25",
"error": 1.467706479235517,
"forecast_id": "bbbb6ac468ad40e0ba307e01d6f57d24efca489aa8747ffec9a3dc73a64d0fbe",
"label_vintage": "2019-07-29"
},
{
"available_at": "2019-08-29",
"cutoff": "2019-02-22",
"error": 0.968637821432668,
"forecast_id": "64cca18e672e12995a1bab1f276f7ec7bcaa48ab1a1983c6dbff079ebaa4fbe2",
"label_vintage": "2019-08-29"
},
{
"available_at": "2019-09-28",
"cutoff": "2019-03-29",
"error": 1.2103562352652746,
"forecast_id": "8b8f18d853d5420ef297229ed6ad242139394a5c60d081bcae7650c5568b81d1",
"label_vintage": "2019-09-28"
},
{
"available_at": "2019-10-29",
"cutoff": "2019-04-26",
"error": 1.2348882810011224,
"forecast_id": "8f5339073ccde9f9b53a684748fb3bf50b1c7cd9e7c4b16baff9f72b970f2ea8",
"label_vintage": "2019-10-29"
},
{
"available_at": "2019-11-29",
"cutoff": "2019-05-31",
"error": 1.2390608694571872,
"forecast_id": "4c7823f96aea65e8e5a6aff81701076a554158018c77e7c1933b82f0a3c460c7",
"label_vintage": "2019-11-29"
},
{
"available_at": "2019-12-29",
"cutoff": "2019-06-28",
"error": 1.497507269172359,
"forecast_id": "d1536dd3457070c48f33752171f63a8338ac0bb36d4942577ba0d3c3de1fba3a",
"label_vintage": "2019-12-29"
},
{
"available_at": "2020-01-29",
"cutoff": "2019-07-26",
"error": 1.4444318451889788,
"forecast_id": "803d54679be006c2db1ba78c79c7b537efc28d81c4a2df16a4823fe661d87a37",
"label_vintage": "2020-01-29"
},
{
"available_at": "2020-02-28",
"cutoff": "2019-08-30",
"error": 1.7062671711048067,
"forecast_id": "523644c28f5e74154e95de6b79e4224cee57cdb690c3039dea26aa0e9e116c1b",
"label_vintage": "2020-02-28"
},
{
"available_at": "2020-03-30",
"cutoff": "2019-09-27",
"error": 1.6585453151056528,
"forecast_id": "b27a529ca65615ccf919c5b65795c30c96271cb86aa22388fcdbb72eb3a50932",
"label_vintage": "2020-03-30"
},
{
"available_at": "2020-04-30",
"cutoff": "2019-10-25",
"error": 1.6680983750811444,
"forecast_id": "9854113892fdd297e03330cc75e288aa7e28d80b501953db78f42faece3533b5",
"label_vintage": "2020-04-30"
},
{
"available_at": "2020-05-29",
"cutoff": "2019-11-29",
"error": 1.7959634712014534,
"forecast_id": "a258183a761dee1b6cedf59f00e2d9a6ccb53e30579c4374384135fea9ab7c78",
"label_vintage": "2020-05-29"
},
{
"available_at": "2020-06-29",
"cutoff": "2019-12-27",
"error": -1.434120471339911,
"forecast_id": "c5e5014b5fade99cb8aa885e86cdc2e5f6583f189bfcc6d098fe959c0e707747",
"label_vintage": "2020-06-29"
},
{
"available_at": "2020-07-29",
"cutoff": "2020-01-31",
"error": -46.201456562390035,
"forecast_id": "40a73c782953bf7e8972a83198a404b75af4c4d91ab42379291c7baf5e17926d",
"label_vintage": "2020-07-29"
},
{
"available_at": "2020-08-29",
"cutoff": "2020-02-28",
"error": -40.414396069922624,
"forecast_id": "2bb6c8e0bd3f9d6264c1835749bb6ad44867df79e1edaf01efc5f4e323992226",
"label_vintage": "2020-08-29"
},
{
"available_at": "2020-09-28",
"cutoff": "2020-03-27",
"error": -30.315982549702042,
"forecast_id": "7234313c0459e0a127f437a540eaeb51747f5e3a92cf2d986a9374c34a4b0cf0",
"label_vintage": "2020-09-28"
},
{
"available_at": "2020-10-29",
"cutoff": "2020-04-24",
"error": -23.792825469358995,
"forecast_id": "2423bc9a573d6f6430f176d3b8886b1f282f45331a9cd7f032ab782167bb1661",
"label_vintage": "2020-10-29"
},
{
"available_at": "2020-11-29",
"cutoff": "2020-05-29",
"error": 23.803227432780112,
"forecast_id": "01cb0bb86afff551c1cdec9d45a4745bbb9c2cf0b18435a800ba9e8d1aa5e870",
"label_vintage": "2020-11-29"
},
{
"available_at": "2020-12-29",
"cutoff": "2020-06-26",
"error": 19.102382419649295,
"forecast_id": "a9e81239a0ff716b18067d9a46b08efc40adad34e0def373c4bf936be1fc6427",
"label_vintage": "2020-12-29"
},
{
"available_at": "2021-01-29",
"cutoff": "2020-07-31",
"error": 9.890382110731515,
"forecast_id": "63dbac5fca9ac9aaee29b3704436848f54abe1f21a91061a1f0577367959b46d",
"label_vintage": "2021-01-29"
},
{
"available_at": "2021-02-28",
"cutoff": "2020-08-28",
"error": 6.8911396421212325,
"forecast_id": "4582d0e5d87e5c9d523cc4e7fa2bd7a2dfa9b831e575d610ec01546d7a67e7ff",
"label_vintage": "2021-02-28"
},
{
"available_at": "2021-03-31",
"cutoff": "2020-09-25",
"error": 2.864094631795778,
"forecast_id": "beafd0392785446b1f389a0f1b0426c53d6826ad3a18e8e38530fd7f9978935f",
"label_vintage": "2021-03-31"
},
{
"available_at": "2021-05-01",
"cutoff": "2020-10-30",
"error": 1.8362607004239648,
"forecast_id": "200da519049358ed12153a7be3b3e0f48165b8f732290cf4933945f3ac9893d6",
"label_vintage": "2021-05-01"
},
{
"available_at": "2021-05-29",
"cutoff": "2020-11-27",
"error": 1.5261546399150252,
"forecast_id": "33475bebda2a9159179d648e76e0ed49a13002264ea42a1ade972464dcc59368",
"label_vintage": "2021-05-29"
},
{
"available_at": "2021-06-29",
"cutoff": "2020-12-25",
"error": 2.6102944375273758,
"forecast_id": "7e084e49b598368c38bd5485b06b392bf9be3d7819b80f1312c296683f7a8c27",
"label_vintage": "2021-06-29"
},
{
"available_at": "2021-07-29",
"cutoff": "2021-01-29",
"error": 3.8134732832477045,
"forecast_id": "13da63ca1f57b832379df3b42906642e01b46487a1e57234cdeadad8bcefe5fb",
"label_vintage": "2021-07-29"
},
{
"available_at": "2021-08-29",
"cutoff": "2021-02-26",
"error": 4.596928052912318,
"forecast_id": "47d05b8e7ad8e0f0e8ce6ffb9fde93aa83e7d85cc9b7b566b47563ff3fe95808",
"label_vintage": "2021-08-29"
},
{
"available_at": "2021-09-28",
"cutoff": "2021-03-26",
"error": 5.457072596861688,
"forecast_id": "6e2813f6d1223ef87d55e8a55bc8ea2f92b72624ce173b4e100fd1c9c5eab185",
"label_vintage": "2021-09-28"
},
{
"available_at": "2021-10-29",
"cutoff": "2021-04-30",
"error": 6.0527736027920644,
"forecast_id": "0b7d4305b8bdfc947940cb1385cd5add01e30880a17f70bdaae01c62925d1b18",
"label_vintage": "2021-10-29"
},
{
"available_at": "2021-11-29",
"cutoff": "2021-05-28",
"error": 6.477246284085004,
"forecast_id": "203259798bb4deb2570bb94a41b7673f7e73a2e827a46eb4886ad7f2252b902c",
"label_vintage": "2021-11-29"
},
{
"available_at": "2021-12-29",
"cutoff": "2021-06-25",
"error": 5.973660031313001,
"forecast_id": "6c73e4919ffd1b75c737657a294e55b3b45926adfe98373a55e3d08e8ca13fc3",
"label_vintage": "2021-12-29"
},
{
"available_at": "2022-01-29",
"cutoff": "2021-07-30",
"error": 5.30099898147634,
"forecast_id": "9ab550c6480243c2670241588687b2049aeaab1d22d26c1fdd572d60d2f82223",
"label_vintage": "2022-01-29"
},
{
"available_at": "2022-02-28",
"cutoff": "2021-08-27",
"error": 4.606261201948248,
"forecast_id": "2f72c0a685f222a4c4087fde40f86cd721b92d299157a6f6308a3ef40191f26b",
"label_vintage": "2022-02-28"
},
{
"available_at": "2022-03-31",
"cutoff": "2021-09-24",
"error": 4.7329308408235775,
"forecast_id": "a4abd9410ad4a61258e94ffb6c0ed2f304a826f5cfbf5acf60813440c700665a",
"label_vintage": "2022-03-31"
},
{
"available_at": "2022-05-01",
"cutoff": "2021-10-29",
"error": 4.8797327266613655,
"forecast_id": "02bb3198d8609bf68b579f05f1a1590f3df91eaf9f554d37fb86e224d3cb3ca9",
"label_vintage": "2022-05-01"
},
{
"available_at": "2022-05-29",
"cutoff": "2021-11-26",
"error": 4.9313755491105535,
"forecast_id": "d282928cfd6423e816cfef6f5f88b2c32853a5a78bb2b5bdebef217391eddfde",
"label_vintage": "2022-05-29"
},
{
"available_at": "2022-06-29",
"cutoff": "2021-12-31",
"error": 4.4153206943649295,
"forecast_id": "4e2184789f9c334b6b1f8f386fa6274ae3c0114e04f18ed70f8767f00df1b996",
"label_vintage": "2022-06-29"
},
{
"available_at": "2022-07-29",
"cutoff": "2022-01-28",
"error": 3.9619298864720913,
"forecast_id": "e69ccf9e15da249050fa5d6fad0db776b6bfc07798037211dad69e7661b4e15c",
"label_vintage": "2022-07-29"
},
{
"available_at": "2022-08-29",
"cutoff": "2022-02-25",
"error": 3.715279403576892,
"forecast_id": "48f58944cbfd29d99db9dfe9a631901d257891b2fa9bd71eba487ac843e47e3b",
"label_vintage": "2022-08-29"
},
{
"available_at": "2022-09-28",
"cutoff": "2022-03-25",
"error": 2.8674551303535085,
"forecast_id": "f9b54240180578b108167ced92428feeab2999694c68b755474c305947796a20",
"label_vintage": "2022-09-28"
},
{
"available_at": "2022-10-29",
"cutoff": "2022-04-29",
"error": 3.1336009743114075,
"forecast_id": "eda63cf49ec8049f9b5141a51f5f07ec9007ed3e91e7f9d45d3a251783d85b74",
"label_vintage": "2022-10-29"
},
{
"available_at": "2022-11-29",
"cutoff": "2022-05-27",
"error": 2.9767710579021758,
"forecast_id": "64d654cb2b1b844218988dd72a13cfc6ab913fed004c16287e737e71fdbd6f8b",
"label_vintage": "2022-11-29"
},
{
"available_at": "2022-12-29",
"cutoff": "2022-06-24",
"error": 2.739906967589489,
"forecast_id": "52530b58ee73f442aa805ede7ccf35c7e40d377d675d4d888b8d0e24275244d2",
"label_vintage": "2022-12-29"
},
{
"available_at": "2023-01-29",
"cutoff": "2022-07-29",
"error": 2.6759296195248545,
"forecast_id": "46afbc58a2044dac0a4cffb1e180a9ee0568183ab4af6d3086c88c71d2503f1d",
"label_vintage": "2023-01-29"
},
{
"available_at": "2023-02-28",
"cutoff": "2022-08-26",
"error": 2.5696924841325672,
"forecast_id": "7c31deca4b2ee97d14cf2a82ee6dcb059c83190e122ce4bde279393028508f88",
"label_vintage": "2023-02-28"
},
{
"available_at": "2023-03-31",
"cutoff": "2022-09-30",
"error": 2.344530832169441,
"forecast_id": "1c060ade0d9bdeb8b8b647fcbcba5a13c55309f6f079bbf4eff30d23c319c1d3",
"label_vintage": "2023-03-31"
},
{
"available_at": "2023-05-01",
"cutoff": "2022-10-28",
"error": 2.5754234277090036,
"forecast_id": "6519894a6a3d09366b601796ffa5e22cd81fed7647f9eb14bec3dfc75e7ca051",
"label_vintage": "2023-05-01"
},
{
"available_at": "2023-05-29",
"cutoff": "2022-11-25",
"error": 2.4232091161548395,
"forecast_id": "e0e11a74b065e819286e08d2aa42464cd58b2ac573f5ba918e60af445a84c04b",
"label_vintage": "2023-05-29"
},
{
"available_at": "2023-06-29",
"cutoff": "2022-12-30",
"error": 2.2778446768763905,
"forecast_id": "c1b77d5d608e110c92cbf5cdc1a10ea557239ea62698f363a000eeb0b53f0b82",
"label_vintage": "2023-06-29"
},
{
"available_at": "2023-07-29",
"cutoff": "2023-01-27",
"error": 2.231945928571073,
"forecast_id": "72b5cc0b381b06bd687d1c5b7499f36abb01bbf22dd7aaad4be9921ced5b9803",
"label_vintage": "2023-07-29"
},
{
"available_at": "2023-08-29",
"cutoff": "2023-02-24",
"error": 1.8580211621715894,
"forecast_id": "147c88d5ada4586955c10c2d9a2a4439bd7192612474605cd98a6ec7985cd9c1",
"label_vintage": "2023-08-29"
},
{
"available_at": "2023-09-28",
"cutoff": "2023-03-31",
"error": 1.580320360098893,
"forecast_id": "81d00788095b2b35943fad0963d83d921801ae34e4556a2e6632a9b1381a15e3",
"label_vintage": "2023-09-28"
},
{
"available_at": "2023-10-29",
"cutoff": "2023-04-28",
"error": 1.6145883999527293,
"forecast_id": "d56f127d2a7beb7ea72e129840363b36ae8e9fc0dcfb85cb9d539b7c6ca2df63",
"label_vintage": "2023-10-29"
},
{
"available_at": "2023-11-29",
"cutoff": "2023-05-26",
"error": 1.5126647780233886,
"forecast_id": "18286256e741cedd2912539c9c4f622a54e404534fabd602a8c3e627e77c6a6d",
"label_vintage": "2023-11-29"
},
{
"available_at": "2023-12-29",
"cutoff": "2023-06-30",
"error": 1.4735821484661076,
"forecast_id": "adb3d7bd628c5aa4ec094ccfa19da4b33f95d773155c37f092c994c8111ae32c",
"label_vintage": "2023-12-29"
},
{
"available_at": "2024-01-29",
"cutoff": "2023-07-28",
"error": 1.4725932200750176,
"forecast_id": "f607bb2cdb1678fb059721b7b9a523f9cc652f875c4ca1e76e898cdb6157c4d3",
"label_vintage": "2024-01-29"
},
{
"available_at": "2024-02-28",
"cutoff": "2023-08-25",
"error": 1.5381947657998942,
"forecast_id": "9f674198c71a91b3df12296fa05fd315b620898cf44d6c110d7c7ddec7186b2d",
"label_vintage": "2024-02-28"
},
{
"available_at": "2024-03-30",
"cutoff": "2023-09-29",
"error": 1.6887445979574365,
"forecast_id": "3488a60d8f7dfdc7987259cbf343ed22cdf375b65acaf3a2de14fbf6b512066c",
"label_vintage": "2024-03-30"
},
{
"available_at": "2024-04-30",
"cutoff": "2023-10-27",
"error": 1.7051413228198709,
"forecast_id": "1c3e9696227b877e099ecaaf428098356389ffe6933dc1e8242a2ef9aeee9859",
"label_vintage": "2024-04-30"
},
{
"available_at": "2024-05-29",
"cutoff": "2023-11-24",
"error": 1.8383672462694685,
"forecast_id": "7a5a3f4483c547facc82e39200968de4cfbdb12764d8c6b35232cca56461b364",
"label_vintage": "2024-05-29"
},
{
"available_at": "2024-06-29",
"cutoff": "2023-12-29",
"error": 2.0792162436625916,
"forecast_id": "696236679c31c09ada38c55d670a8024528b21a6695b6641c2bbf870bae5db0d",
"label_vintage": "2024-06-29"
},
{
"available_at": "2024-07-29",
"cutoff": "2024-01-26",
"error": 1.7304924408049553,
"forecast_id": "ca2ee8f97924e8ce208c269078ffe3360c6cabe0a56af5bb775a3c790a37da9f",
"label_vintage": "2024-07-29"
},
{
"available_at": "2024-08-29",
"cutoff": "2024-02-23",
"error": 1.6519551852739331,
"forecast_id": "9392194f3b462f139a2a0b1cebc6f83992dd51f62000da49ace6257031bf7ba9",
"label_vintage": "2024-08-29"
},
{
"available_at": "2024-09-28",
"cutoff": "2024-03-29",
"error": 1.4262981118529334,
"forecast_id": "d0cbe6b07d7854fe44c8ec137fd5b7f9eff478f671a79ff8cc2deef122282685",
"label_vintage": "2024-09-28"
},
{
"available_at": "2024-10-29",
"cutoff": "2024-04-26",
"error": 1.109856757345013,
"forecast_id": "be83b5d9567b5ef603af9d226027c4674a56eee530d99016808cae5e766c486c",
"label_vintage": "2024-10-29"
},
{
"available_at": "2024-11-29",
"cutoff": "2024-05-31",
"error": 1.052420128844338,
"forecast_id": "3aff8a15f20aceb3679670f50cfd00a2e626a543c5e7ed014411f30829eec5a8",
"label_vintage": "2024-11-29"
},
{
"available_at": "2024-12-29",
"cutoff": "2024-06-28",
"error": 1.1245701533749481,
"forecast_id": "4b603cc809b51f44669bfe5fd5888a99984178e4a020a30c8b35f2851c1c140c",
"label_vintage": "2024-12-29"
},
{
"available_at": "2025-01-29",
"cutoff": "2024-07-26",
"error": 0.9823191487946183,
"forecast_id": "5c687881e5668e23ccfed455d04dc6936994a71a9ac7f9f60cd515e2ba04c7e0",
"label_vintage": "2025-01-29"
},
{
"available_at": "2025-02-28",
"cutoff": "2024-08-30",
"error": 1.1673240214748204,
"forecast_id": "207a846ba5c45863bed00b536a0463905e9126e15cba53166734eb44858acf9d",
"label_vintage": "2025-02-28"
},
{
"available_at": "2025-03-31",
"cutoff": "2024-09-27",
"error": 1.642823395203426,
"forecast_id": "0aa9cc7e959f5fe63939c3a88de98d9982428a557bcf16cb7f86877bad665804",
"label_vintage": "2025-03-31"
},
{
"available_at": "2025-05-01",
"cutoff": "2024-10-25",
"error": 1.3971232087298264,
"forecast_id": "a7f89c5d51c6e60deb8e9f66785c2411f293b99122adfc133764102a56a255ec",
"label_vintage": "2025-05-01"
},
{
"available_at": "2025-05-29",
"cutoff": "2024-11-29",
"error": 1.506083229179658,
"forecast_id": "6c2f4d4a406e260604bd76bdde70caa3b50dfe2fafe42deebbc6079c8b3b4bca",
"label_vintage": "2025-05-29"
},
{
"available_at": "2025-06-29",
"cutoff": "2024-12-27",
"error": 1.2381503227462236,
"forecast_id": "0feca61ef6bb9849c967942a13ddf93f5f46c29aeb92f376d4cc3715a71b4d28",
"label_vintage": "2025-06-29"
},
{
"available_at": "2025-07-29",
"cutoff": "2025-01-31",
"error": 0.9253246440810831,
"forecast_id": "44d2861895eef091b1b4c5489431378135c39fbf97a44fa8aad77c17d24e62f8",
"label_vintage": "2025-07-29"
},
{
"available_at": "2025-08-29",
"cutoff": "2025-02-28",
"error": 0.7516369452044879,
"forecast_id": "8b98ee28a1906e0bdaed0d7766d11da1d2020df0ca159c808c8c4fe0e79fe9f8",
"label_vintage": "2025-08-29"
},
{
"available_at": "2025-09-28",
"cutoff": "2025-03-28",
"error": 0.5348501388432952,
"forecast_id": "92c15e80e69733fae78c627a9783c032f76848fde3a6585b4eba036f7cc2f028",
"label_vintage": "2025-09-28"
},
{
"available_at": "2025-10-29",
"cutoff": "2025-04-25",
"error": 0.4573501558624123,
"forecast_id": "57ec1afea0ac96f75ca0ef0505857d0ed89df1325b8834980cfc0119763987eb",
"label_vintage": "2025-10-29"
},
{
"available_at": "2025-11-29",
"cutoff": "2025-05-30",
"error": 0.13921113938897714,
"forecast_id": "6dc7f47eb14f64b476f949c14585b18ac378fbddda1fa5ce83711c1a79d1db6b",
"label_vintage": "2025-11-29"
},
{
"available_at": "2025-12-29",
"cutoff": "2025-06-27",
"error": 0.26516637310680735,
"forecast_id": "2181174d02b8d7abb553df12f910f57f831a6d07e398548406cfdcc4334dacd5",
"label_vintage": "2025-12-29"
},
{
"available_at": "2026-01-29",
"cutoff": "2025-07-25",
"error": -0.03575247997857935,
"forecast_id": "e5b4a2df65f3b13b0135ea1a1b56832e23a2cefa88adf5ec55d78c1a8dd673d0",
"label_vintage": "2026-01-29"
},
{
"available_at": "2026-02-28",
"cutoff": "2025-08-29",
"error": -0.17603023934742143,
"forecast_id": "b9ce57b579ba46e0115b46ff4207e910e2ba34caf749ccac44ff296ac678460c",
"label_vintage": "2026-02-28"
},
{
"available_at": "2026-03-31",
"cutoff": "2025-09-26",
"error": -0.07573271441022644,
"forecast_id": "49bbf36591704bdbbf3d48ff59afab1c6f41b4ee9670d2228f7c49fc19a8de6c",
"label_vintage": "2026-03-31"
},
{
"available_at": "2026-05-01",
"cutoff": "2025-10-31",
"error": 0.1816668014982367,
"forecast_id": "47e9f83c587b3548d2ccc26a3b3b38504ffd97094ff5368534addc7bd0b528c8",
"label_vintage": "2026-05-01"
},
{
"available_at": "2026-05-29",
"cutoff": "2025-11-28",
"error": -0.16959847259537625,
"forecast_id": "cdbea651741296d7c16bcab773d9ea399c251bb9db864c606f9235136147bf1b",
"label_vintage": "2026-05-29"
},
{
"available_at": "2026-06-29",
"cutoff": "2025-12-26",
"error": 0.38032291540524155,
"forecast_id": "7d8a40fac3ed67b9bbdf691293f37b46e4a3292d2c5c07fef6b422303cdfa1a2",
"label_vintage": "2026-06-29"
},
{
"available_at": "2026-07-29",
"cutoff": "2026-01-30",
"error": 0.692242528882107,
"forecast_id": "88490db96b461d0462d8fb87069b12c25cd7e51c30221dbd99190f56440b4aa2",
"label_vintage": "2026-07-29"
}
],
"window": 120
},
"code_archive": "d3761caf4c6d20c77837e99322de4b1f6796d3b3d4ddaf43939a59e4cf96e161",
"code_commit": "46d71379d293a8d92309f458f55e6dce405a63c6",
"created_at": "2026-09-22T12:09:55.683270+00:00",
"data_quality": {
"alfred_available_from": "2026-09-04",
"metadata_verified_through": "2026-09-04",
"observation_age_days": 51,
"publisher_release_date_verified": false,
"release_date": null,
"status": "LAST_VERIFIED_SNAPSHOT",
"unproven_metadata_after_cutoff": true
},
"dataset_id": "d096c9b7e9e71e15a3077e2f3289fb0893c9d09524f0e49ae45c41cc4548fd44",
"event_probabilities": {
"direction_reference": 0.0,
"down": 0.075,
"equal": 0.0,
"relation": "below",
"threshold": 0.0,
"threshold_event": 0.075,
"up": 0.925
},
"feature_version": "none-0",
"forecast_id": "720b3042b82dbc0d67996fb5a967e3c8d4114acba237dc4b9d8e8ddd90ab9b0a",
"historical_oos": {
"annual": [
{
"crps": 0.639197486154537,
"direction_accuracy": 1.0,
"direction_brier": 0.1428125,
"distribution_n": 12,
"end": "2011-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.37777777777777777,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.1428125,
"event_ece": 0.37777777777777777,
"mae": 0.9218502296162262,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.5,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.023872982650987
},
"pi80": {
"coverage": 0.6666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.961833666692897
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 7.438402613303836
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.418551671186872,
"rmse": 0.9834536903909891,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.3810637250321121,
"year": "2011"
},
{
"crps": 0.5201313079371911,
"direction_accuracy": 1.0,
"direction_brier": 0.09434606481481479,
"distribution_n": 12,
"end": "2012-12-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2833333333333333,
"n": 5,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.32261904761904764,
"n": 7,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.09434606481481479,
"event_ece": 0.30624999999999997,
"mae": 0.558427356143856,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.5,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.9669335656335962
},
"pi80": {
"coverage": 0.5833333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.5662226968415287
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 7.438402613303836
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.4497225733252332,
"rmse": 0.6439075989244124,
"start": "2012-01-27",
"status": "computed",
"training_scaled_mae": 0.23341663784268848,
"year": "2012"
},
{
"crps": 0.4326055692340927,
"direction_accuracy": 1.0,
"direction_brier": 0.06587962962962964,
"distribution_n": 12,
"end": "2013-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2555555555555556,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.06587962962962964,
"event_ece": 0.2555555555555556,
"mae": 0.4666574817611802,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.5,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.5926964772151264
},
"pi80": {
"coverage": 0.75,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.4981173297790864
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 7.438402613303836
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.6138194229703489,
"rmse": 0.5071345606647931,
"start": "2013-01-25",
"status": "computed",
"training_scaled_mae": 0.19659587426949277,
"year": "2013"
},
{
"crps": 0.8219943111285897,
"direction_accuracy": 1.0,
"direction_brier": 0.04340277777777779,
"distribution_n": 12,
"end": "2014-12-26",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.20833333333333337,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.04340277777777778,
"event_ece": 0.20833333333333337,
"mae": 0.9391594714626031,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.1668746882690602
},
"pi80": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.596646319474772
},
"pi95": {
"coverage": 0.4166666666666667,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 7.431282405836345
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.2292302115874496,
"rmse": 0.9667784809726614,
"start": "2014-01-31",
"status": "computed",
"training_scaled_mae": 0.39806736933748277,
"year": "2014"
},
{
"crps": 0.44786700900055837,
"direction_accuracy": 1.0,
"direction_brier": 0.04340277777777779,
"distribution_n": 12,
"end": "2015-12-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.20833333333333337,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.04340277777777778,
"event_ece": 0.20833333333333337,
"mae": 0.539789809495144,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.08333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.2031812133494661
},
"pi80": {
"coverage": 0.8333333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.7150466249647813
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 7.633980037762714
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.8461897309176314,
"rmse": 0.5624565766848401,
"start": "2015-01-30",
"status": "computed",
"training_scaled_mae": 0.22959800049205578,
"year": "2015"
},
{
"crps": 0.28119707070658445,
"direction_accuracy": 1.0,
"direction_brier": 0.04340277777777779,
"distribution_n": 12,
"end": "2016-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.20833333333333337,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.04340277777777778,
"event_ece": 0.20833333333333337,
"mae": 0.1418946020655848,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.2987869668775334
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.7837647677437225
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 7.703384386981569
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.4737369835921292,
"rmse": 0.19402044423927384,
"start": "2016-01-29",
"status": "computed",
"training_scaled_mae": 0.06050296341510745,
"year": "2016"
},
{
"crps": 0.2825655949665515,
"direction_accuracy": 1.0,
"direction_brier": 0.04340277777777779,
"distribution_n": 12,
"end": "2017-12-29",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.20833333333333337,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.04340277777777778,
"event_ece": 0.20833333333333337,
"mae": 0.14214053956813408,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.321536028229122
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.7947590618847022
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 7.703384386981569
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.4474005159459817,
"rmse": 0.18220768071320595,
"start": "2017-01-27",
"status": "computed",
"training_scaled_mae": 0.060877998964828844,
"year": "2017"
},
{
"crps": 0.28997202666682903,
"direction_accuracy": 1.0,
"direction_brier": 0.0351388888888889,
"distribution_n": 12,
"end": "2018-12-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.17023809523809522,
"n": 7,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.20833333333333334,
"n": 5,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.03513888888888889,
"event_ece": 0.18611111111111112,
"mae": 0.24123271469147434,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.75,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.0031392187588049
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.7947590618847022
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 7.703384386981569
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.6993324376867178,
"rmse": 0.284588809419069,
"start": "2018-01-26",
"status": "computed",
"training_scaled_mae": 0.10403645402012086,
"year": "2018"
},
{
"crps": 0.38437107644328394,
"direction_accuracy": 0.9166666666666666,
"direction_brier": 0.08468171296296295,
"distribution_n": 12,
"end": "2019-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.06805555555555555,
"n": 6,
"observed_rate": 0.16666666666666666,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.11944444444444445,
"n": 6,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.08468171296296297,
"event_ece": 0.10902777777777778,
"mae": 0.4397495067334587,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.8333333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.5819052451340975
},
"pi80": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.251042647017544
},
"pi95": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.923505988160367
},
"positive_origin_months": 1,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.443798633715506,
"rmse": 0.9012076835947663,
"start": "2019-01-25",
"status": "computed",
"training_scaled_mae": 0.1906232654050698,
"year": "2019"
},
{
"crps": 16.695013645755107,
"direction_accuracy": 0.6666666666666666,
"direction_brier": 0.3177199074074074,
"distribution_n": 12,
"end": "2020-12-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.029166666666666664,
"n": 12,
"observed_rate": 0.3333333333333333,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.3177199074074074,
"event_ece": 0.30416666666666664,
"mae": 16.91684472862868,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.08333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.5217590084689249
},
"pi80": {
"coverage": 0.16666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.1020115721098445
},
"pi95": {
"coverage": 0.16666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 8.350278717328436
},
"positive_origin_months": 4,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 17.4373830555265,
"rmse": 23.46497518680672,
"start": "2020-01-31",
"status": "computed",
"training_scaled_mae": 7.381424922863151,
"year": "2020"
},
{
"crps": 3.053315293260107,
"direction_accuracy": 1.0,
"direction_brier": 0.0017361111111111082,
"distribution_n": 12,
"end": "2021-12-31",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.041666666666666664,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.0017361111111111112,
"event_ece": 0.041666666666666664,
"mae": 3.4827302342007442,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.47926624631216863
},
"pi80": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.1124100737527105
},
"pi95": {
"coverage": 0.8333333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 30.228143014523287
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 5.1031478204664,
"rmse": 3.5608305256047794,
"start": "2021-01-29",
"status": "computed",
"training_scaled_mae": 1.375735602639633,
"year": "2021"
},
{
"crps": 0.860946417143332,
"direction_accuracy": 1.0,
"direction_brier": 0.0017361111111111082,
"distribution_n": 12,
"end": "2022-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.041666666666666664,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.0017361111111111112,
"event_ece": 0.041666666666666664,
"mae": 1.1688462466600609,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.6011953360273554
},
"pi80": {
"coverage": 0.8333333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.85622208976172
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 30.92202510020401
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.8551311313977217,
"rmse": 1.2781618536483896,
"start": "2022-01-28",
"status": "computed",
"training_scaled_mae": 0.4567621413421692,
"year": "2022"
},
{
"crps": 0.27346124145624723,
"direction_accuracy": 1.0,
"direction_brier": 0.0017361111111111082,
"distribution_n": 12,
"end": "2023-12-29",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.041666666666666664,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.0017361111111111112,
"event_ece": 0.041666666666666664,
"mae": 0.20734465370800115,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.75,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.8912336044151042
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.3638516732051467
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 30.92202510020401
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.716115014489005,
"rmse": 0.243842986746138,
"start": "2023-01-27",
"status": "computed",
"training_scaled_mae": 0.08029184813925745,
"year": "2023"
},
{
"crps": 0.4339003341386792,
"direction_accuracy": 1.0,
"direction_brier": 0.0017361111111111082,
"distribution_n": 12,
"end": "2024-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.041666666666666664,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.0017361111111111112,
"event_ece": 0.041666666666666664,
"mae": 0.4073597176675774,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.3333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.9571034967164646
},
"pi80": {
"coverage": 0.5833333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.367360166800609
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 30.92202510020401
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.335784675302058,
"rmse": 0.4789560150278068,
"start": "2024-01-26",
"status": "computed",
"training_scaled_mae": 0.15821582735767417,
"year": "2024"
},
{
"crps": 1.2684025811298976,
"direction_accuracy": 0.6666666666666666,
"direction_brier": 0.3072916666666667,
"distribution_n": 12,
"end": "2025-12-26",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.041666666666666664,
"n": 12,
"observed_rate": 0.3333333333333333,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.3072916666666667,
"event_ece": 0.29166666666666663,
"mae": 1.4108454604982992,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.8574034264513369
},
"pi80": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.4445480103838606
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 30.92202510020401
},
"positive_origin_months": 4,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.3410535849768454,
"rmse": 1.4485252422431634,
"start": "2025-01-31",
"status": "computed",
"training_scaled_mae": 0.551854608636185,
"year": "2025"
}
],
"crisis_excluded": {
"crps": 0.5257695301021073,
"direction_accuracy": 0.9738562091503268,
"direction_brier": 0.06534767610748003,
"distribution_n": 153,
"end": "2025-12-26",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.04395424836601306,
"n": 51,
"observed_rate": 0.0784313725490196,
"sparse": false,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.14679487179487183,
"n": 13,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2217857142857143,
"n": 70,
"observed_rate": 0.0,
"sparse": false,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.35745614035087714,
"n": 19,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.06534767610748002,
"event_ece": 0.1698257080610022,
"mae": 0.5731871070990668,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 180,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.3621207480669772,
"observed_months": 153,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.8079570849942262
},
"n": 153,
"pi50": {
"coverage": 0.46405228758169936,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 180,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.2835696517412935,
"observed_months": 153,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.6553766478342749
},
"n": 153,
"width": 1.2021280856059493
},
"pi80": {
"coverage": 0.7058823529411765,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 180,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.5182773293560274,
"observed_months": 153,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.8860375275938189
},
"n": 153,
"width": 3.5009627816254705
},
"pi95": {
"coverage": 0.954248366013072,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 180,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.8636363636363636,
"observed_months": 153,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 1.0
},
"n": 153,
"width": 14.837373601068434
},
"positive_origin_months": 4,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.6048380178267942,
"rmse": 0.7471080979907238,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.23386368985387834
},
"full": {
"crps": 1.7789960643414393,
"direction_accuracy": 0.95,
"direction_brier": 0.08189506172839507,
"distribution_n": 180,
"end": "2025-12-26",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.04177350427350427,
"n": 78,
"observed_rate": 0.11538461538461539,
"sparse": false,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.14679487179487183,
"n": 13,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2217857142857143,
"n": 70,
"observed_rate": 0.0,
"sparse": false,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.35745614035087714,
"n": 19,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.08189506172839507,
"event_ece": 0.16648148148148148,
"mae": 1.8656581835267352,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 180,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.46615137020125347,
"observed_months": 180,
"p_value": 0.0555,
"repetitions": 1999,
"status": "computed",
"upper95": 4.229821502514652
},
"n": 180,
"pi50": {
"coverage": 0.4111111111111111,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 180,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.23861111111111113,
"observed_months": 180,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.5944444444444444
},
"n": 180,
"width": 1.0977925003006097
},
"pi80": {
"coverage": 0.6222222222222222,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 180,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.43333333333333335,
"observed_months": 180,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.8002777777777775
},
"n": 180,
"width": 3.147239717486509
},
"pi95": {
"coverage": 0.8888888888888888,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 180,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.7555555555555555,
"observed_months": 180,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.9944444444444445
},
"n": 180,
"width": 15.245376771018899
},
"positive_origin_months": 9,
"positive_spells": 3,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.8940264975390937,
"rmse": 6.170679958320871,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.7906044826504688
},
"horizon": 3,
"model": "persistence",
"nonoverlapping": {
"crps": 2.0003285535274533,
"direction_accuracy": 0.95,
"direction_brier": 0.08341898148148146,
"distribution_n": 60,
"end": "2025-10-31",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.04294871794871795,
"n": 26,
"observed_rate": 0.11538461538461539,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.15416666666666667,
"n": 4,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.22101449275362314,
"n": 23,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.35714285714285715,
"n": 7,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.08341898148148146,
"event_ece": 0.16805555555555554,
"mae": 2.0912158723235623,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.462367535108202,
"observed_months": 60,
"p_value": 0.0605,
"repetitions": 1999,
"status": "computed",
"upper95": 4.913023305490803
},
"n": 60,
"pi50": {
"coverage": 0.4,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.2,
"observed_months": 60,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.6271186440677966
},
"n": 60,
"width": 1.1072739535015672
},
"pi80": {
"coverage": 0.6,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.4098360655737705,
"observed_months": 60,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.7833333333333333
},
"n": 60,
"width": 3.1584289836461497
},
"pi95": {
"coverage": 0.9,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.7796610169491526,
"observed_months": 60,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 1.0
},
"n": 60,
"width": 15.252969766661922
},
"positive_origin_months": 3,
"positive_spells": 3,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 3.1084462677642626,
"rmse": 7.1576652485792005,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.8886641682323471
},
"series": "PAYEMS",
"split": "locked_historical_holdout",
"vs_historical_mean": {
"crps_improvement": 0.05194615040503075,
"crps_improvement_ci95": {
"block_months": 24,
"calendar_months": 180,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.017241473916608168,
"observed_months": 180,
"p_value": 0.002,
"repetitions": 1999,
"status": "computed",
"upper95": 0.08651408574340091
},
"crps_n": 180,
"mae_improvement": 0.0694799569816931,
"mae_improvement_ci95": {
"block_months": 24,
"calendar_months": 180,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.021963851810342175,
"observed_months": 180,
"p_value": 0.003,
"repetitions": 1999,
"status": "computed",
"upper95": 0.11786712648266645
},
"n": 180,
"relative_mae_improvement": 0.035904391282080936
},
"vs_persistence": {
"crps_improvement": 0.0,
"crps_improvement_ci95": {
"block_months": 24,
"calendar_months": 180,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.0,
"observed_months": 180,
"p_value": 1.0,
"repetitions": 1999,
"status": "computed",
"upper95": 0.0
},
"crps_n": 180,
"mae_improvement": 0.0,
"mae_improvement_ci95": {
"block_months": 24,
"calendar_months": 180,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.0,
"observed_months": 180,
"p_value": 1.0,
"repetitions": 1999,
"status": "computed",
"upper95": 0.0
},
"n": 180,
"relative_mae_improvement": 0.0
}
},
"horizon": 3,
"information_cutoff": "2026-09-04",
"input": {
"actual": {
"available_from": "2026-09-04",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "8cec189b01372d224991a9fdd7f426e19cba8f57f421b6fe7eb7c6ecda712203",
"series_id": "PAYEMS",
"value": 159075.0
},
"age_days": 34,
"anchor_month": "2026-08",
"baseline": 0.0,
"checksum": "36824f5338b55ca45cd47545c555aaecebcf4d5e1d6883672e1a41d4adab6bc0",
"event": "below",
"input_rows": [
{
"available_from": "2026-09-04",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "8cec189b01372d224991a9fdd7f426e19cba8f57f421b6fe7eb7c6ecda712203",
"series_id": "PAYEMS",
"value": 159075.0
}
],
"metadata": {
"frequency": "Monthly",
"provider": "U.S. Bureau of Labor Statistics",
"release": "Employment Situation",
"seasonal_adjustment": "Seasonally Adjusted",
"title": "All Employees, Total Nonfarm",
"units": "Thousands of Persons"
},
"reference": 0.0,
"threshold": 0.0
},
"latest_actual": {
"available_from": "2026-09-04",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "8cec189b01372d224991a9fdd7f426e19cba8f57f421b6fe7eb7c6ecda712203",
"series_id": "PAYEMS",
"value": 159075.0
},
"limitations": [
"No demonstrated predictive edge; unvalidated event probabilities",
"Day-end archive availability, not intraday publisher timestamp",
"Information set stops at official metadata coverage; no extrapolation through requested cutoff",
"First archive availability is not proven first publisher release",
"Overlapping residuals; no coverage guarantee; no parameter CI or probability uncertainty estimate",
"Calibration uses frozen Phase 3B 90-day labels; new live labels are not yet available",
"Growth horizon is measured from origin month; anchor can precede origin",
"Historical performance is retrospective, not live performance"
],
"model_id": "persistence",
"model_version": "3C.1.0",
"origin_month": "2026-09",
"outcome_definition": "UNRATE target level; other targets annualized log growth from anchor to target, both endpoints in outcome vintage",
"point_forecast": {
"mean": 1.101391290571075,
"median": 1.5814846348984082,
"raw_baseline": 0.0
},
"prediction_intervals": {
"0.5": [
1.2388332327794462,
2.2434206156474024
],
"0.8": [
0.36880726117539775,
4.618928165835782
],
"0.95": [
-23.955904396367554,
6.966120703836464
]
},
"predictive_distribution": {
"family": "prequential_empirical",
"mean": 1.101391290571075,
"median": 1.5814846348984082,
"parameter_confidence_interval": null,
"prediction_intervals": {
"0.5": [
1.2388332327794462,
2.2434206156474024
],
"0.8": [
0.36880726117539775,
4.618928165835782
],
"0.95": [
-23.955904396367554,
6.966120703836464
]
},
"probability_estimate_uncertainty": null,
"support": [
-46.201456562390035,
-40.414396069922624,
-30.315982549702042,
-23.792825469358995,
-1.434120471339911,
-0.17603023934742143,
-0.16959847259537625,
-0.07573271441022644,
-0.03575247997857935,
0.13921113938897714,
0.1816668014982367,
0.26516637310680735,
0.38032291540524155,
0.4573501558624123,
0.5348501388432952,
0.692242528882107,
0.7516369452044879,
0.9253246440810831,
0.968637821432668,
0.9823191487946183,
1.052420128844338,
1.109856757345013,
1.1245701533749481,
1.1673240214748204,
1.2103562352652746,
1.2166164470042473,
1.2169157517573317,
1.2262607815685143,
1.2348882810011224,
1.2381503227462236,
1.2390608694571872,
1.2568560063165748,
1.3033570596309658,
1.3040100609269394,
1.34642640086383,
1.361464755264886,
1.3769060134442146,
1.3971232087298264,
1.4262981118529334,
1.431934239711647,
1.436656573578571,
1.4366695147937956,
1.4388017459490752,
1.4444318451889788,
1.4518399394897343,
1.467706479235517,
1.4725807837661444,
1.4725932200750176,
1.4735821484661076,
1.4770752181790772,
1.4918061347824851,
1.497507269172359,
1.503762547063258,
1.506083229179658,
1.5126647780233886,
1.5261546399150252,
1.5381947657998942,
1.565269927887079,
1.5793976478554312,
1.580320360098893,
1.5826489096979233,
1.6000591343025217,
1.6145883999527293,
1.6173948738501347,
1.6279798649181307,
1.642823395203426,
1.646404648749727,
1.6519551852739331,
1.6585453151056528,
1.6680983750811444,
1.6819822497713233,
1.683972906373896,
1.6887445979574365,
1.6953169592597461,
1.7051413228198709,
1.70577599236379,
1.7062671711048067,
1.7304289153939838,
1.7304924408049553,
1.7959634712014534,
1.8100062015365421,
1.8362607004239648,
1.8383672462694685,
1.8580211621715894,
1.8656222862639211,
1.867470448713437,
1.8849491714247621,
2.0229152947952143,
2.0792162436625916,
2.231945928571073,
2.2778446768763905,
2.344530832169441,
2.4232091161548395,
2.5696924841325672,
2.5754234277090036,
2.6102944375273758,
2.6759296195248545,
2.739906967589489,
2.864094631795778,
2.8674551303535085,
2.9767710579021758,
3.1336009743114075,
3.715279403576892,
3.8134732832477045,
3.9619298864720913,
4.4153206943649295,
4.596928052912318,
4.606261201948248,
4.7329308408235775,
4.8797327266613655,
4.9313755491105535,
5.30099898147634,
5.457072596861688,
5.973660031313001,
6.0527736027920644,
6.477246284085004,
6.8911396421212325,
9.890382110731515,
19.102382419649295,
23.803227432780112
],
"uncertainty_limit": "Predictive residual distribution only; no exchangeability or coverage guarantee"
},
"primary_scoring_vintage": "target month end + 90 days; first archive and later revisions are separate diagnostics",
"record_type": "LIVE_FORECAST",
"requested_information_cutoff": "2026-09-21",
"target_date": "2026-12-31",
"target_definition": {
"event": "below",
"measure": "annualized_log_growth",
"name": "Nonfarm employment growth",
"threshold": 0.0,
"units": "annualized log percent"
},
"target_id": "PAYEMS",
"target_month": "2026-12",
"units": "annualized log percent",
"validation_status": "EXPERIMENTAL"
},
{
"calibration": {
"checksum": "5c5de6e9072045dcc804708435589128123c246357b1392f64fb5535dc7cf59c",
"historical_dataset_id": "14d979068a64284b9b5cc7f1b611bd01a9899675a73303b5f0db955d6a2ba14c",
"historical_run_id": "34d2637c4beed41deb69ddba0f9c5e892fb8592ecd2304e3fe05a5241e5c6018",
"residuals": [
{
"available_at": "2016-08-29",
"cutoff": "2015-11-27",
"error": 1.5629346664520376,
"forecast_id": "88de5869836c96c44d8e200e4b4257194c98e5fc9cd7c41f485a1cf239c5d623",
"label_vintage": "2016-08-29"
},
{
"available_at": "2016-09-28",
"cutoff": "2015-12-25",
"error": 1.5491844212971873,
"forecast_id": "705a3e4c30e9f1836c5cb9796058ccbcd4b7593549ab733eba4b965ce2b658df",
"label_vintage": "2016-09-28"
},
{
"available_at": "2016-10-29",
"cutoff": "2016-01-29",
"error": 1.5237135768115064,
"forecast_id": "1ed7fab286c882b3e413cfd904b00b479816ef42bba0fa4e3c9f43672a1386af",
"label_vintage": "2016-10-29"
},
{
"available_at": "2016-11-29",
"cutoff": "2016-02-26",
"error": 1.5314198612097052,
"forecast_id": "677d7510a3edeefe4f663d0520b8c22c1527a861eb4a0c60c02df7848af866e0",
"label_vintage": "2016-11-29"
},
{
"available_at": "2016-12-29",
"cutoff": "2016-03-25",
"error": 1.4993518863680084,
"forecast_id": "db73243bc1df12b166c2c8a7267b2f9c055f0a7c5a7c476eff858f339c92f952",
"label_vintage": "2016-12-29"
},
{
"available_at": "2017-01-29",
"cutoff": "2016-04-29",
"error": 1.4371114066896937,
"forecast_id": "76e209ed069d6507648600e7d7f959516e43ce9f765589f86f9b3856e95025dc",
"label_vintage": "2017-01-29"
},
{
"available_at": "2017-02-28",
"cutoff": "2016-05-27",
"error": 1.5944972321158088,
"forecast_id": "f155f4454676478a98e6b750a5b1535fe27c3dc3e19b22361952ca87bd382e68",
"label_vintage": "2017-02-28"
},
{
"available_at": "2017-03-31",
"cutoff": "2016-06-24",
"error": 1.7261914769191578,
"forecast_id": "42d9858a16f611424fad445256ef5082335c5f017cfaecfa0ecede3f38476be1",
"label_vintage": "2017-03-31"
},
{
"available_at": "2017-05-01",
"cutoff": "2016-07-29",
"error": 1.627272075937513,
"forecast_id": "0039138e706203365dd70ccf9271f05a79fc8209c9d86273d51c3d39a23f6fd7",
"label_vintage": "2017-05-01"
},
{
"available_at": "2017-05-29",
"cutoff": "2016-08-26",
"error": 1.5546397418981166,
"forecast_id": "2f0c5463388e82450620419355ed2553496857a10051837bd3b08a1aaf332687",
"label_vintage": "2017-05-29"
},
{
"available_at": "2017-06-29",
"cutoff": "2016-09-30",
"error": 1.4046956607727261,
"forecast_id": "8f8b4140242b63f516384332fe408c2e03155461dc65da02bb4b46bbb8fa96c8",
"label_vintage": "2017-06-29"
},
{
"available_at": "2017-07-29",
"cutoff": "2016-10-28",
"error": 1.3529934933632048,
"forecast_id": "16e68eb783b9f81a78598288c4bd612fe7ccea9e26661821c8e0f18e1f71375e",
"label_vintage": "2017-07-29"
},
{
"available_at": "2017-08-29",
"cutoff": "2016-11-25",
"error": 1.3764708320425687,
"forecast_id": "ed3851bdc59ccb2987d3020ae0e54bb8fc6f2ed0029a91bee2111afc77b49737",
"label_vintage": "2017-08-29"
},
{
"available_at": "2017-09-28",
"cutoff": "2016-12-30",
"error": 1.42880019226241,
"forecast_id": "2ccfa21083460cc9dea713dfbd8525a4212ac021456bc05556c0b97cde0779fc",
"label_vintage": "2017-09-28"
},
{
"available_at": "2017-10-29",
"cutoff": "2017-01-27",
"error": 1.4073941372681336,
"forecast_id": "00a1cc0f51daf0fa89d23854c9d395d15dcdad72a569730faac7d2fd55a8278e",
"label_vintage": "2017-10-29"
},
{
"available_at": "2017-11-29",
"cutoff": "2017-02-24",
"error": 1.3959676416654037,
"forecast_id": "06b63f3e0b5f49e9728d83fee098671b95f2970694e6b602888c0df75b4f4673",
"label_vintage": "2017-11-29"
},
{
"available_at": "2017-12-29",
"cutoff": "2017-03-31",
"error": 1.167309424789038,
"forecast_id": "f714b4e9e180209f630d7e5536e80f2d50f0af167c98ca56535634cde6353bae",
"label_vintage": "2017-12-29"
},
{
"available_at": "2018-01-29",
"cutoff": "2017-04-28",
"error": 1.3547941070586615,
"forecast_id": "d4565a12f775d62fcf487cac263c5b129094cd87cf70b291ede38cdd715b6fe8",
"label_vintage": "2018-01-29"
},
{
"available_at": "2018-02-28",
"cutoff": "2017-05-26",
"error": 1.5251482729194432,
"forecast_id": "b7fb71a70073e1c08426ce4fbb1693373adff69c015af7adb9a6209912e69510",
"label_vintage": "2018-02-28"
},
{
"available_at": "2018-03-31",
"cutoff": "2017-06-30",
"error": 1.5467660202516635,
"forecast_id": "b5553792959312f439325886d906d899358abf457f2b2f44d8c3871a50b1c447",
"label_vintage": "2018-03-31"
},
{
"available_at": "2018-05-01",
"cutoff": "2017-07-28",
"error": 1.4711989548123776,
"forecast_id": "ebe90a81bf3f66cd27be738a75dc9dfa38258d52117713aa0eea2c9e2b1f02b1",
"label_vintage": "2018-05-01"
},
{
"available_at": "2018-05-29",
"cutoff": "2017-08-25",
"error": 1.6244535841138585,
"forecast_id": "849ea4673723a601810c270af1d81b6990ae586b8092fd7998404135d117a77e",
"label_vintage": "2018-05-29"
},
{
"available_at": "2018-06-29",
"cutoff": "2017-09-29",
"error": 1.545735510254741,
"forecast_id": "976401857ff8aaad7acff9525500de38fc3b9aa8750bfe9cf8094937032b31e3",
"label_vintage": "2018-06-29"
},
{
"available_at": "2018-07-29",
"cutoff": "2017-10-27",
"error": 1.731604731468424,
"forecast_id": "f64aa02ad9575463b7dc554e8ebde3ceaa2a46b0f2a79989d644c9413e0d3d36",
"label_vintage": "2018-07-29"
},
{
"available_at": "2018-08-29",
"cutoff": "2017-11-24",
"error": 1.7249755647457348,
"forecast_id": "49018b6bb2f9c799e8aecd95df7a53637f2f3776d91469fefb2d74d32a5ffcec",
"label_vintage": "2018-08-29"
},
{
"available_at": "2018-09-28",
"cutoff": "2017-12-29",
"error": 1.7132530590578385,
"forecast_id": "c8f9f96b32317da6f41be11adc1c6ffce809c2f6612e60843262f80d6891c1ab",
"label_vintage": "2018-09-28"
},
{
"available_at": "2018-10-29",
"cutoff": "2018-01-26",
"error": 1.6997347304292911,
"forecast_id": "3dfef552485d16b12485e3a95b72a82c16fbdb9f54629df1dbea65cf59a648c8",
"label_vintage": "2018-10-29"
},
{
"available_at": "2018-11-29",
"cutoff": "2018-02-23",
"error": 1.8240015636682387,
"forecast_id": "e605639dfd1c6148be1eaa0ac58276ecb89dfd80ed6a6373c7750aa94e5c7d8b",
"label_vintage": "2018-11-29"
},
{
"available_at": "2018-12-29",
"cutoff": "2018-03-30",
"error": 1.5851262655174438,
"forecast_id": "547a7ceb534660186f32d1d351e394f52c2920e0d59ad93e2f5f073846ca33bc",
"label_vintage": "2018-12-29"
},
{
"available_at": "2019-01-29",
"cutoff": "2018-04-27",
"error": 1.7197353749926478,
"forecast_id": "8a15e661f83d2742e81a79b657d6a0e3e81407c0b3efe1ca63af3150d747841f",
"label_vintage": "2019-01-29"
},
{
"available_at": "2019-02-28",
"cutoff": "2018-05-25",
"error": 1.8066255437574852,
"forecast_id": "48c5fa47c58bf7c1b7df937cd7601676aceb02e615128a224b1552697170402a",
"label_vintage": "2019-02-28"
},
{
"available_at": "2019-03-31",
"cutoff": "2018-06-29",
"error": 1.7543174588244328,
"forecast_id": "526df2d55af7811ae281989b51e14bb42a2753a344624b80ccb599d01fbf8ffd",
"label_vintage": "2019-03-31"
},
{
"available_at": "2019-05-01",
"cutoff": "2018-07-27",
"error": 1.8081780944630788,
"forecast_id": "a0998c50e239a6e5894eaf98bf89d802dc9b817794f4797e84cc96e873e9d763",
"label_vintage": "2019-05-01"
},
{
"available_at": "2019-05-29",
"cutoff": "2018-08-31",
"error": 1.6672547412471301,
"forecast_id": "0c153bc98cb5946c8fea4bab838abc5bdbb7d5703a23d9114ebcc6b77454acae",
"label_vintage": "2019-05-29"
},
{
"available_at": "2019-06-29",
"cutoff": "2018-09-28",
"error": 1.5175366875529162,
"forecast_id": "83af93a81aa8c839cac1464e8552d08383b48447af1be1c1286088d2b6f62323",
"label_vintage": "2019-06-29"
},
{
"available_at": "2019-07-29",
"cutoff": "2018-10-26",
"error": 1.6390910708426396,
"forecast_id": "94674d3949a22bf8158786e5aaa759c720d9b1abba6eb1e0dda33145a0a41e80",
"label_vintage": "2019-07-29"
},
{
"available_at": "2019-08-29",
"cutoff": "2018-11-30",
"error": 1.392281595983275,
"forecast_id": "7547697432d161c7c132d89689eedbf3dd4c40d217b7090a01d2fbbb40232df5",
"label_vintage": "2019-08-29"
},
{
"available_at": "2019-09-28",
"cutoff": "2018-12-28",
"error": 1.3700703526021731,
"forecast_id": "ba6848a44408622ee78b645d6855ccccdd3a78dcdd090eac8759bb24085ee295",
"label_vintage": "2019-09-28"
},
{
"available_at": "2019-10-29",
"cutoff": "2019-01-25",
"error": 1.298961491639211,
"forecast_id": "a98038a63a2c0960b33fb71420e78e0e9cf1f741c89efda20267cf5c527750a7",
"label_vintage": "2019-10-29"
},
{
"available_at": "2019-11-29",
"cutoff": "2019-02-22",
"error": 1.1911742563637457,
"forecast_id": "5d045d154219380b90094fad8daf65228a3ef1ab5a0e1895ecac337f394df807",
"label_vintage": "2019-11-29"
},
{
"available_at": "2019-12-29",
"cutoff": "2019-03-29",
"error": 1.3454870938786738,
"forecast_id": "43aac055a61ab1f34958ec973817e8d86ed52adb7e9febd14a403a5b9196e18e",
"label_vintage": "2019-12-29"
},
{
"available_at": "2020-01-29",
"cutoff": "2019-04-26",
"error": 1.3429993299773104,
"forecast_id": "6a94c0133d812444811bb34b76f89666b8b7d218282057d73b6c6edaa45bcca5",
"label_vintage": "2020-01-29"
},
{
"available_at": "2020-02-28",
"cutoff": "2019-05-31",
"error": 1.4993418330804913,
"forecast_id": "62e72e64329e8664e3f87700cce9578c9ce0886cc5271e213edd905aa25669de",
"label_vintage": "2020-02-28"
},
{
"available_at": "2020-03-30",
"cutoff": "2019-06-28",
"error": 1.6101911324570541,
"forecast_id": "374a6d5a75975da12540083ecd1468bb839efb72d5f518de46dc484e1fb6163b",
"label_vintage": "2020-03-30"
},
{
"available_at": "2020-04-30",
"cutoff": "2019-07-26",
"error": 1.6443001077647839,
"forecast_id": "479097adddb29f909cee83dfac3c37cec2b8126b8a0ffcc22543f656f813ef32",
"label_vintage": "2020-04-30"
},
{
"available_at": "2020-05-29",
"cutoff": "2019-08-30",
"error": 1.7062994696691889,
"forecast_id": "ce0dbf187f7e1ccc03d975dcad17f61daa079caf78aab06086ac16492632bd9d",
"label_vintage": "2020-05-29"
},
{
"available_at": "2020-06-29",
"cutoff": "2019-09-27",
"error": -0.07940446792091146,
"forecast_id": "58d27c3c2911b08a0f5fb4fbcb1938b8d7f4e0df5141337673ac271de80283fd",
"label_vintage": "2020-06-29"
},
{
"available_at": "2020-07-29",
"cutoff": "2019-10-25",
"error": -25.688820063849057,
"forecast_id": "99ba82ae2fc5a8e060cc159c137ad459f4c5e1cb42575cce61497677c1e4e11a",
"label_vintage": "2020-07-29"
},
{
"available_at": "2020-08-29",
"cutoff": "2019-11-29",
"error": -22.350131378561795,
"forecast_id": "7b1608125b6490d286452fe699d0d28f2ee97d909afa3c9bb8bcf5a82e1de3c4",
"label_vintage": "2020-08-29"
},
{
"available_at": "2020-09-28",
"cutoff": "2019-12-27",
"error": -16.592128942220416,
"forecast_id": "c6a60c87922cc51f48e80fb12077d1ee1841fb118f5f01935ad5aecac40fb3d0",
"label_vintage": "2020-09-28"
},
{
"available_at": "2020-10-29",
"cutoff": "2020-01-31",
"error": -14.623044916186405,
"forecast_id": "20833fb7ce4cb5868f7d6e371b29078db207bbd9722d0d431494e36df3e73e7b",
"label_vintage": "2020-10-29"
},
{
"available_at": "2020-11-29",
"cutoff": "2020-02-28",
"error": -13.040174888021063,
"forecast_id": "5ecfbf674db88b1f350366e25713bfd9d80b0fc31c553a027d3b3a3a7d9184af",
"label_vintage": "2020-11-29"
},
{
"available_at": "2020-12-29",
"cutoff": "2020-03-27",
"error": -12.460749122305876,
"forecast_id": "0b2b8d27f11ea85912b662c3388d0a141ba0daa6bc3241b27d0921313d1898fb",
"label_vintage": "2020-12-29"
},
{
"available_at": "2021-01-29",
"cutoff": "2020-04-24",
"error": -10.120984609608186,
"forecast_id": "8f6489c047df23c84a5ffb5eed52c31761bf518ab8b95be1bb4d64fb7106bc09",
"label_vintage": "2021-01-29"
},
{
"available_at": "2021-02-28",
"cutoff": "2020-05-29",
"error": 15.897587553671798,
"forecast_id": "4b6867933abb5ff7ffe43785af6ccca6d960f4f047524f47269821491bf0b767",
"label_vintage": "2021-02-28"
},
{
"available_at": "2021-03-31",
"cutoff": "2020-06-26",
"error": 11.83869217654182,
"forecast_id": "379817a3b7971d72e3692958b6acdf36d7c634634de79e2180d901f6bcebae14",
"label_vintage": "2021-03-31"
},
{
"available_at": "2021-05-01",
"cutoff": "2020-07-31",
"error": 5.983401934586322,
"forecast_id": "f1c844fc70753bdc95f20dc10cd9330b59aecde21726071ee4a8812df855b53b",
"label_vintage": "2021-05-01"
},
{
"available_at": "2021-05-29",
"cutoff": "2020-08-28",
"error": 4.492682367190758,
"forecast_id": "c0c5b325b8ab9493f785d8a36263513ee43943703f47b59162299f29fa507b39",
"label_vintage": "2021-05-29"
},
{
"available_at": "2021-06-29",
"cutoff": "2020-09-25",
"error": 3.4959402129073553,
"forecast_id": "6da4166db2a2b466a280678e0c2644dfdd4a4b16d285bbec9cdd12018bd702b4",
"label_vintage": "2021-06-29"
},
{
"available_at": "2021-07-29",
"cutoff": "2020-10-30",
"error": 2.9483534673414433,
"forecast_id": "8f6fb72983572ff1e090ab396bc6672d912bd81bc23896dabbe03f1cbd8d7f37",
"label_vintage": "2021-07-29"
},
{
"available_at": "2021-08-29",
"cutoff": "2020-11-27",
"error": 2.8563641742423576,
"forecast_id": "fe1c576a3794994fee9d5aa64c957e07d4fce28d4a66575e58d9e3fd52a229bd",
"label_vintage": "2021-08-29"
},
{
"available_at": "2021-09-28",
"cutoff": "2020-12-25",
"error": 3.673215484185292,
"forecast_id": "88067e61a2b65484264529272c5177ae7d1664ccdf6c784428a35ac81bfc8321",
"label_vintage": "2021-09-28"
},
{
"available_at": "2021-10-29",
"cutoff": "2021-01-29",
"error": 5.31804248204806,
"forecast_id": "61195f8c029c9bd9102ac4ee7418374ce015b800c03d783e8c7ea32eec22841f",
"label_vintage": "2021-10-29"
},
{
"available_at": "2021-11-29",
"cutoff": "2021-02-26",
"error": 5.600345229433473,
"forecast_id": "d80269f980b3e744488012f07144c9580352a803248469bc382e5aafd25d1975",
"label_vintage": "2021-11-29"
},
{
"available_at": "2021-12-29",
"cutoff": "2021-03-26",
"error": 5.3977958264697765,
"forecast_id": "bc4fecc53c74f516cc99a08525811fae2dfc7ed8fa6745e27d131feb62dd354f",
"label_vintage": "2021-12-29"
},
{
"available_at": "2022-01-29",
"cutoff": "2021-04-30",
"error": 5.210760937870401,
"forecast_id": "77a24bd96f59670ee20dbda760205e7d4b6d0038b0a064e6f5b4f2323e197c02",
"label_vintage": "2022-01-29"
},
{
"available_at": "2022-02-28",
"cutoff": "2021-05-28",
"error": 4.626314759864331,
"forecast_id": "285b777d0c62da54c03617c362e01a57b366330348973ffafd05773994eb9241",
"label_vintage": "2022-02-28"
},
{
"available_at": "2022-03-31",
"cutoff": "2021-06-25",
"error": 4.774296793250407,
"forecast_id": "4ea5ab36d54e20583db72ef38767e546b0e50bcf980de61f973c5db3c6d413d5",
"label_vintage": "2022-03-31"
},
{
"available_at": "2022-05-01",
"cutoff": "2021-07-30",
"error": 4.695631396100535,
"forecast_id": "5f7023ec570f9acfa303dc5db36c56e1c8780925c23d32ad3777c4dfec59ffdf",
"label_vintage": "2022-05-01"
},
{
"available_at": "2022-05-29",
"cutoff": "2021-08-27",
"error": 4.702315834976672,
"forecast_id": "14dfe63f57ace9eca953baefa20cb67aaca8ee91962d120bf4e9e0cb7c114214",
"label_vintage": "2022-05-29"
},
{
"available_at": "2022-06-29",
"cutoff": "2021-09-24",
"error": 4.55081609275596,
"forecast_id": "3ca45ae69839e7967d670ee697fac95bc8260ae047f52fd6e7545321b15f31db",
"label_vintage": "2022-06-29"
},
{
"available_at": "2022-07-29",
"cutoff": "2021-10-29",
"error": 4.474420739743074,
"forecast_id": "807aae6fc3dbffc34902128a8def887e6dbebe058a9f83d4b122d4c45512b0da",
"label_vintage": "2022-07-29"
},
{
"available_at": "2022-08-29",
"cutoff": "2021-11-26",
"error": 4.125493219928691,
"forecast_id": "aa1c0eec2502de227728fde64e9059c79eda6147872a0505928704efed843895",
"label_vintage": "2022-08-29"
},
{
"available_at": "2022-09-28",
"cutoff": "2021-12-31",
"error": 3.7087123654939513,
"forecast_id": "bb5d0f1d4b7c47d67a9d53a59f7dade298286fbc2a8468a69aad5dbad0089f3c",
"label_vintage": "2022-09-28"
},
{
"available_at": "2022-10-29",
"cutoff": "2022-01-28",
"error": 3.636913311891851,
"forecast_id": "178ad6418c5e5565ed61e0426b86d22d87b2386af4f431d1b79fd0d4739fb52e",
"label_vintage": "2022-10-29"
},
{
"available_at": "2022-11-29",
"cutoff": "2022-02-25",
"error": 3.3870140718806763,
"forecast_id": "3e7ad1d40ea8bc97dc6651e567a5b3a2bebb0c1207b3c9d4ca8cb55ef5f5678e",
"label_vintage": "2022-11-29"
},
{
"available_at": "2022-12-29",
"cutoff": "2022-03-25",
"error": 2.8732254590595185,
"forecast_id": "1a60085031afcc4a927a74cf184ee14c1279d6dc35eec0b36fc0c034e21dbb33",
"label_vintage": "2022-12-29"
},
{
"available_at": "2023-01-29",
"cutoff": "2022-04-29",
"error": 2.7147746084424553,
"forecast_id": "b3c4327b1ad7fc66bb15c93a67edcc03d1412d5aaaff761c543302f607460300",
"label_vintage": "2023-01-29"
},
{
"available_at": "2023-02-28",
"cutoff": "2022-05-27",
"error": 2.9336541842954795,
"forecast_id": "e91f48565ea5d9433faf2f8b26255407777f5ce075a329169316dc7888bff68c",
"label_vintage": "2023-02-28"
},
{
"available_at": "2023-03-31",
"cutoff": "2022-06-24",
"error": 2.788081616807096,
"forecast_id": "2d498db6d12809b0c2d902019b52fbbcf645ce9c2a3c466f43403b1314eb9a00",
"label_vintage": "2023-03-31"
},
{
"available_at": "2023-05-01",
"cutoff": "2022-07-29",
"error": 2.8942108936536295,
"forecast_id": "d4566c222cdf75f92b78ed87d0809db96db4a1b48eb704b01b4431d53aa42906",
"label_vintage": "2023-05-01"
},
{
"available_at": "2023-05-29",
"cutoff": "2022-08-26",
"error": 2.5305827177871154,
"forecast_id": "948ab62950d974bae53541d175affd609050230eb4edd53ccbefd61dfee3f56b",
"label_vintage": "2023-05-29"
},
{
"available_at": "2023-06-29",
"cutoff": "2022-09-30",
"error": 2.376025023777167,
"forecast_id": "fa5174bbb13f783f3add2c45b4b70f4edc30dea4472b9414ad8637379539ccaa",
"label_vintage": "2023-06-29"
},
{
"available_at": "2023-07-29",
"cutoff": "2022-10-28",
"error": 2.2242677537233257,
"forecast_id": "6303d3660001b554df373ae384246be85ff91525e4994f4cd2434da40f8d3c22",
"label_vintage": "2023-07-29"
},
{
"available_at": "2023-08-29",
"cutoff": "2022-11-25",
"error": 2.1723631491609225,
"forecast_id": "81a22d5953ba0b0e85440ae671f92c7e7a259b9d83a3a5ff7a45c69661666a59",
"label_vintage": "2023-08-29"
},
{
"available_at": "2023-09-28",
"cutoff": "2022-12-30",
"error": 1.9652272183392752,
"forecast_id": "99516abe7d97d6e2c48178dd2a32db7af12e4f804ed4c0d7fb4714f1afe70ddc",
"label_vintage": "2023-09-28"
},
{
"available_at": "2023-10-29",
"cutoff": "2023-01-27",
"error": 1.958915062510467,
"forecast_id": "a750070be7d55da314929cb0a9eb5ca184070f4b985f7161593701261786c630",
"label_vintage": "2023-10-29"
},
{
"available_at": "2023-11-29",
"cutoff": "2023-02-24",
"error": 1.61697709676008,
"forecast_id": "5636e5767fd4cfa801c1ca09c05b8fba56017ad90a4df9e92f324d0c342fc643",
"label_vintage": "2023-11-29"
},
{
"available_at": "2023-12-29",
"cutoff": "2023-03-31",
"error": 1.6297191676245093,
"forecast_id": "90853c32c6f6a61fdad26fd0732ac6c844c65a0155b82f046c60d97bbe4689f6",
"label_vintage": "2023-12-29"
},
{
"available_at": "2024-01-29",
"cutoff": "2023-04-28",
"error": 1.5050835287385271,
"forecast_id": "5af4b4e29c2bac27f7f127de483a70ae3f9c53610b0c897eedb9b8d43f91564c",
"label_vintage": "2024-01-29"
},
{
"available_at": "2024-02-28",
"cutoff": "2023-05-26",
"error": 1.6786527278694923,
"forecast_id": "d85807766219152a3ba837dc206aa61a45aeb07b12ed20b6cfc5f51dc212513f",
"label_vintage": "2024-02-28"
},
{
"available_at": "2024-03-30",
"cutoff": "2023-06-30",
"error": 1.6612370074339404,
"forecast_id": "cd351871b52bd83aaa2db8c4547fae5586dde374b95e804b90d910476b62065f",
"label_vintage": "2024-03-30"
},
{
"available_at": "2024-04-30",
"cutoff": "2023-07-28",
"error": 1.6761032410583765,
"forecast_id": "c563725c6dbc4f8502cb42ca2bc79cea059b74eb83b39c9fc2f8ee42a2e24377",
"label_vintage": "2024-04-30"
},
{
"available_at": "2024-05-29",
"cutoff": "2023-08-25",
"error": 1.7306403577352356,
"forecast_id": "3ae39f24c3f5fe17269600d2664cb1c788ae3d3a54ee905623f2fd1db4b3883f",
"label_vintage": "2024-05-29"
},
{
"available_at": "2024-06-29",
"cutoff": "2023-09-29",
"error": 1.8367892506383459,
"forecast_id": "8a5c9e889b345d364cf3186f596dacfafbe80135000216994944810206479c96",
"label_vintage": "2024-06-29"
},
{
"available_at": "2024-07-29",
"cutoff": "2023-10-27",
"error": 1.684459422851428,
"forecast_id": "e1ae645df398be0dbde88ee13f34acb78f85ea9d66d90e028a7822a81c79e952",
"label_vintage": "2024-07-29"
},
{
"available_at": "2024-08-29",
"cutoff": "2023-11-24",
"error": 1.7378891416824769,
"forecast_id": "f283318ddcb75816662e39cc6169e92cbc79287fe689e60bf85881853dfb3021",
"label_vintage": "2024-08-29"
},
{
"available_at": "2024-09-28",
"cutoff": "2023-12-29",
"error": 1.6666994126226704,
"forecast_id": "0f004221a9a1bd9dd29eb57f85e840eebae0f48334492905efe4aec7a2227dc2",
"label_vintage": "2024-09-28"
},
{
"available_at": "2024-10-29",
"cutoff": "2024-01-26",
"error": 1.5059961988598234,
"forecast_id": "c05e72e4b3b4645e14a005580f923f452d69d10d04d321fc9161773f1f6c8ac6",
"label_vintage": "2024-10-29"
},
{
"available_at": "2024-11-29",
"cutoff": "2024-02-23",
"error": 1.3114758834368707,
"forecast_id": "aeeaeef5f9954a5a6a9da1d4686e68b6864b7ec1264ecc656f423cf187d81015",
"label_vintage": "2024-11-29"
},
{
"available_at": "2024-12-29",
"cutoff": "2024-03-29",
"error": 1.3300050885998644,
"forecast_id": "79d242e519c31c03cea823684224bf950a1953f1da4bacd98dec821c0e88623e",
"label_vintage": "2024-12-29"
},
{
"available_at": "2025-01-29",
"cutoff": "2024-04-26",
"error": 1.0399010726981295,
"forecast_id": "cf4ea92b82d4b0d1b256c301f032b5f67e42ab0a6cc9bd385b7a0c3917c429e8",
"label_vintage": "2025-01-29"
},
{
"available_at": "2025-02-28",
"cutoff": "2024-05-31",
"error": 1.0667770756105668,
"forecast_id": "2727112f4f348040443caceaf389fb0ab75a56e7bdde4532b04a79ce2b98c703",
"label_vintage": "2025-02-28"
},
{
"available_at": "2025-03-31",
"cutoff": "2024-06-28",
"error": 1.205746856442603,
"forecast_id": "190ae0b2e026e457334ccf43cd5f83c12dbe6236d000da9bd14cf2c13d772d80",
"label_vintage": "2025-03-31"
},
{
"available_at": "2025-05-01",
"cutoff": "2024-07-26",
"error": 1.2309542446680153,
"forecast_id": "35407833075077ecfeea45a701260c808ed29c8a5d1d58e9fc02830c8177acb6",
"label_vintage": "2025-05-01"
},
{
"available_at": "2025-05-29",
"cutoff": "2024-08-30",
"error": 1.2453514197279716,
"forecast_id": "67fbcc62e65aaec4041923f273459030fc310d92a1b62ccc7f23dd3b96aacae1",
"label_vintage": "2025-05-29"
},
{
"available_at": "2025-06-29",
"cutoff": "2024-09-27",
"error": 1.2975411752413932,
"forecast_id": "7d1578f64b31b26c62a5f8398e8a2cc47333588afe20ad2e2a7004cc9b3ecfd5",
"label_vintage": "2025-06-29"
},
{
"available_at": "2025-07-29",
"cutoff": "2024-10-25",
"error": 1.207434622286795,
"forecast_id": "fb1eda68871de4abc611f4e8d1acdd9f342e8ca6857fd188a0172caa519924af",
"label_vintage": "2025-07-29"
},
{
"available_at": "2025-08-29",
"cutoff": "2024-11-29",
"error": 1.1802246493836002,
"forecast_id": "dacca1c9190e584175626f398da1aa55801624fefc769b3087bc710a594527d1",
"label_vintage": "2025-08-29"
},
{
"available_at": "2025-09-28",
"cutoff": "2024-12-27",
"error": 0.883937772509945,
"forecast_id": "52272a2a43a20ecdd5c12ea8fdbefb5fcaf2bed53446ef79a570f2a39e2b4bff",
"label_vintage": "2025-09-28"
},
{
"available_at": "2025-10-29",
"cutoff": "2025-01-31",
"error": 0.6201278956179149,
"forecast_id": "dc5c7a47084fb437f3e0ee0df96ff21914c2e484fb2432c46b48485eff46510c",
"label_vintage": "2025-10-29"
},
{
"available_at": "2025-11-29",
"cutoff": "2025-02-28",
"error": 0.48862772552059164,
"forecast_id": "0b4ba8c52acb4c860748b96f40c3be5f7116051e25b9e1ce178c79d58913110b",
"label_vintage": "2025-11-29"
},
{
"available_at": "2025-12-29",
"cutoff": "2025-03-28",
"error": 0.4711293030562817,
"forecast_id": "5a4e7b422298161e6cce9fc0d17acfdb1dfb7e50862bd666dae07ab6fc3143f0",
"label_vintage": "2025-12-29"
},
{
"available_at": "2026-01-29",
"cutoff": "2025-04-25",
"error": 0.15599331381005657,
"forecast_id": "e2cbeb2fb19dc9d5c7e07cf3b85182722df6f488b3879170eb207fac13648e9c",
"label_vintage": "2026-01-29"
},
{
"available_at": "2026-02-28",
"cutoff": "2025-05-30",
"error": -0.038944566363780825,
"forecast_id": "c614d3c7c24ce7c88e20e2bdc3c468ba8d689b6ac10b0fd98159f2666f028965",
"label_vintage": "2026-02-28"
},
{
"available_at": "2026-03-31",
"cutoff": "2025-06-27",
"error": -0.07139927351681913,
"forecast_id": "eee256f88f4cd12c707e8efea79ec4daa94364e1360f8c37578945153eda5f4f",
"label_vintage": "2026-03-31"
},
{
"available_at": "2026-05-01",
"cutoff": "2025-07-25",
"error": 0.12327156769774929,
"forecast_id": "83014d7e39ea22ef8fa9e72bd6112feaa9db6c3c464588cb8af1a35b10b593ab",
"label_vintage": "2026-05-01"
},
{
"available_at": "2026-05-29",
"cutoff": "2025-08-29",
"error": -0.11465419839099508,
"forecast_id": "94fd54b691bbf853c936c8b0d71c153bc661959260b011ff554524fcacdb48be",
"label_vintage": "2026-05-29"
},
{
"available_at": "2026-06-29",
"cutoff": "2025-09-26",
"error": 0.19244510894136385,
"forecast_id": "d88390f5a7f3fc5f72e639363e53792d99bc0011cd78970cc02984d11d004f98",
"label_vintage": "2026-06-29"
},
{
"available_at": "2026-07-29",
"cutoff": "2025-10-31",
"error": 0.30825490723595,
"forecast_id": "da3a816074a2967fc0b4886a029e80e95b0809b3b1d883dcc3d157e07656251e",
"label_vintage": "2026-07-29"
}
],
"window": 120
},
"code_archive": "d3761caf4c6d20c77837e99322de4b1f6796d3b3d4ddaf43939a59e4cf96e161",
"code_commit": "46d71379d293a8d92309f458f55e6dce405a63c6",
"created_at": "2026-09-22T12:09:55.683270+00:00",
"data_quality": {
"alfred_available_from": "2026-09-04",
"metadata_verified_through": "2026-09-04",
"observation_age_days": 51,
"publisher_release_date_verified": false,
"release_date": null,
"status": "LAST_VERIFIED_SNAPSHOT",
"unproven_metadata_after_cutoff": true
},
"dataset_id": "d096c9b7e9e71e15a3077e2f3289fb0893c9d09524f0e49ae45c41cc4548fd44",
"event_probabilities": {
"direction_reference": 0.0,
"down": 0.09166666666666666,
"equal": 0.0,
"relation": "below",
"threshold": 0.0,
"threshold_event": 0.09166666666666666,
"up": 0.9083333333333333
},
"feature_version": "none-0",
"forecast_id": "4ded21ff2ce2e29c76454bcaffbaac6105cb44e4aea0d34a464376a8ab60c185",
"historical_oos": {
"annual": [
{
"crps": 0.5801443117424273,
"direction_accuracy": 1.0,
"direction_brier": 0.14590277777777774,
"distribution_n": 12,
"end": "2011-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3819444444444444,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.1459027777777778,
"event_ece": 0.3819444444444444,
"mae": 0.9094592375579134,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.5,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.9852259350835266
},
"pi80": {
"coverage": 0.8333333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.9667275343386645
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 6.957360140711105
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.3837879295297812,
"rmse": 0.9391401955409769,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.39364157795427546,
"year": "2011"
},
{
"crps": 0.5387548787069167,
"direction_accuracy": 1.0,
"direction_brier": 0.10239004629629628,
"distribution_n": 12,
"end": "2012-12-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2875,
"n": 4,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.334375,
"n": 8,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.10239004629629628,
"event_ece": 0.31875,
"mae": 0.6028439187388074,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.4166666666666667,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.784151014584103
},
"pi80": {
"coverage": 0.5833333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.9691213559105205
},
"pi95": {
"coverage": 0.8333333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 6.957360140711105
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.5216949957562338,
"rmse": 0.6396159721549894,
"start": "2012-01-27",
"status": "computed",
"training_scaled_mae": 0.2639069155967381,
"year": "2012"
},
{
"crps": 0.4760475036874537,
"direction_accuracy": 1.0,
"direction_brier": 0.06587962962962964,
"distribution_n": 12,
"end": "2013-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2555555555555556,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.06587962962962964,
"event_ece": 0.2555555555555556,
"mae": 0.5128429467355163,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.4869480645439814
},
"pi80": {
"coverage": 0.5,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.0186349766991105
},
"pi95": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 6.962752761264157
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.679147967621503,
"rmse": 0.5193241965119837,
"start": "2013-01-25",
"status": "computed",
"training_scaled_mae": 0.22620413446764953,
"year": "2013"
},
{
"crps": 0.8288199762701117,
"direction_accuracy": 1.0,
"direction_brier": 0.03999999999999998,
"distribution_n": 12,
"end": "2014-12-26",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.20000000000000004,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.040000000000000015,
"event_ece": 0.20000000000000004,
"mae": 0.8745386469891464,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.0768383301928022
},
"pi80": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.113714287060655
},
"pi95": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 6.9766715096725465
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.1860054358632746,
"rmse": 0.8837475800660995,
"start": "2014-01-31",
"status": "computed",
"training_scaled_mae": 0.3880270516729703,
"year": "2014"
},
{
"crps": 0.434911898441517,
"direction_accuracy": 1.0,
"direction_brier": 0.03999999999999998,
"distribution_n": 12,
"end": "2015-12-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.20000000000000004,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.040000000000000015,
"event_ece": 0.20000000000000004,
"mae": 0.4669355323699378,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.16666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.094100535203608
},
"pi80": {
"coverage": 0.3333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.187744201961219
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 7.371004460263067
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.8063685400603273,
"rmse": 0.48988719173148126,
"start": "2015-01-30",
"status": "computed",
"training_scaled_mae": 0.2078667891302788,
"year": "2015"
},
{
"crps": 0.270039626690595,
"direction_accuracy": 1.0,
"direction_brier": 0.03999999999999998,
"distribution_n": 12,
"end": "2016-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.20000000000000004,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.040000000000000015,
"event_ece": 0.20000000000000004,
"mae": 0.1583659927632712,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.2027766397465751
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.319578318627485
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 7.4576812131353565
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.5047631196992015,
"rmse": 0.19483842301822035,
"start": "2016-01-29",
"status": "computed",
"training_scaled_mae": 0.07059900096943618,
"year": "2016"
},
{
"crps": 0.278132666342423,
"direction_accuracy": 1.0,
"direction_brier": 0.03999999999999998,
"distribution_n": 12,
"end": "2017-12-29",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.20000000000000004,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.040000000000000015,
"event_ece": 0.20000000000000004,
"mae": 0.16966218435492783,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.2539839582340762
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.342214929442811
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 7.4576812131353565
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.5173834173671097,
"rmse": 0.20316450050082357,
"start": "2017-01-27",
"status": "computed",
"training_scaled_mae": 0.07590911571725233,
"year": "2017"
},
{
"crps": 0.2786579214794837,
"direction_accuracy": 1.0,
"direction_brier": 0.03541666666666665,
"distribution_n": 12,
"end": "2018-12-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.16999999999999998,
"n": 5,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.19999999999999998,
"n": 7,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.03541666666666667,
"event_ece": 0.1875,
"mae": 0.2296036889424271,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.75,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.9505475561884885
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.342214929442811
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 7.4576812131353565
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.6486627899900625,
"rmse": 0.2560209503080975,
"start": "2018-01-26",
"status": "computed",
"training_scaled_mae": 0.1033569389905817,
"year": "2018"
},
{
"crps": 5.83510530831034,
"direction_accuracy": 0.6666666666666666,
"direction_brier": 0.2988136574074074,
"distribution_n": 12,
"end": "2019-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.07166666666666667,
"n": 5,
"observed_rate": 0.8,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.1238095238095238,
"n": 7,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.2988136574074074,
"event_ece": 0.3756944444444445,
"mae": 6.021275377612235,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.6666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.5738002355644168
},
"pi80": {
"coverage": 0.6666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.4610370256301706
},
"pi95": {
"coverage": 0.75,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 6.391219438900509
},
"positive_origin_months": 4,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 6.36243663061522,
"rmse": 11.713551442109939,
"start": "2019-01-25",
"status": "computed",
"training_scaled_mae": 2.7233207995382176,
"year": "2019"
},
{
"crps": 7.680757314962871,
"direction_accuracy": 0.6666666666666666,
"direction_brier": 0.3121006944444445,
"distribution_n": 12,
"end": "2020-12-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.02847222222222222,
"n": 12,
"observed_rate": 0.3333333333333333,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.3121006944444445,
"event_ece": 0.3048611111111111,
"mae": 7.9257658698956535,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.4326533678310178
},
"pi80": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.9605454322143253
},
"pi95": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.936744999280372
},
"positive_origin_months": 4,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 8.45259924223239,
"rmse": 9.825587876853847,
"start": "2020-01-31",
"status": "computed",
"training_scaled_mae": 3.6050464476303685,
"year": "2020"
},
{
"crps": 2.8741939617357155,
"direction_accuracy": 1.0,
"direction_brier": 0.004444444444444444,
"distribution_n": 12,
"end": "2021-12-31",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.06666666666666667,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.0044444444444444444,
"event_ece": 0.06666666666666667,
"mae": 3.1658785011707695,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.4268812031915115
},
"pi80": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.0233409270982445
},
"pi95": {
"coverage": 0.25,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 18.52003470696712
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 4.765412139827945,
"rmse": 3.2124510876240735,
"start": "2021-01-29",
"status": "computed",
"training_scaled_mae": 1.358873699345861,
"year": "2021"
},
{
"crps": 0.7925177149959245,
"direction_accuracy": 1.0,
"direction_brier": 0.004444444444444444,
"distribution_n": 12,
"end": "2022-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.06666666666666667,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.0044444444444444444,
"event_ece": 0.06666666666666667,
"mae": 1.0303218029448034,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.08333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.47860923324843946
},
"pi80": {
"coverage": 0.75,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.4995464397231175
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 20.282193663899537
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.7080283340682088,
"rmse": 1.1431894937736367,
"start": "2022-01-28",
"status": "computed",
"training_scaled_mae": 0.43168331404148724,
"year": "2022"
},
{
"crps": 0.24176371921442094,
"direction_accuracy": 1.0,
"direction_brier": 0.004444444444444444,
"distribution_n": 12,
"end": "2023-12-29",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.06666666666666667,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.0044444444444444444,
"event_ece": 0.06666666666666667,
"mae": 0.10632854322740243,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.7615845521558199
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.153810986537494
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 20.282193663899537
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.6985971181271289,
"rmse": 0.12400307505139241,
"start": "2023-01-27",
"status": "computed",
"training_scaled_mae": 0.04400338093205596,
"year": "2023"
},
{
"crps": 0.5247089221884408,
"direction_accuracy": 1.0,
"direction_brier": 0.004444444444444444,
"distribution_n": 12,
"end": "2024-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.06666666666666667,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.0044444444444444444,
"event_ece": 0.06666666666666667,
"mae": 0.5449403331541859,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.8107483312871494
},
"pi80": {
"coverage": 0.08333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.1541559776196197
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 20.282193663899537
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.2087788382887983,
"rmse": 0.5636559896283747,
"start": "2024-01-26",
"status": "computed",
"training_scaled_mae": 0.225666665530017,
"year": "2024"
},
{
"crps": 1.313060017175912,
"direction_accuracy": 0.7,
"direction_brier": 0.2644444444444444,
"distribution_n": 10,
"end": "2025-10-31",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.06666666666666667,
"n": 10,
"observed_rate": 0.3,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.2644444444444444,
"event_ece": 0.23333333333333334,
"mae": 1.4803344805649872,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 10,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 10,
"width": 0.7926996632077671
},
"pi80": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 10,
"width": 3.2743794250050833
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 10,
"width": 20.28219366389954
},
"positive_origin_months": 3,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.2584847860151503,
"rmse": 1.497981636340879,
"start": "2025-01-31",
"status": "computed",
"training_scaled_mae": 0.6166729967091471,
"year": "2025"
}
],
"crisis_excluded": {
"crps": 0.521806069341776,
"direction_accuracy": 0.9797297297297297,
"direction_brier": 0.06093890765765766,
"distribution_n": 148,
"end": "2025-10-31",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.0666666666666667,
"n": 46,
"observed_rate": 0.06521739130434782,
"sparse": false,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.14696969696969697,
"n": 11,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.21431924882629097,
"n": 71,
"observed_rate": 0.0,
"sparse": false,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.36291666666666667,
"n": 20,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.06093890765765767,
"event_ece": 0.16323198198198194,
"mae": 0.5617785764150205,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.35577943025392794,
"observed_months": 148,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.7962947432341718
},
"n": 148,
"pi50": {
"coverage": 0.42567567567567566,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.18538285476487726,
"observed_months": 148,
"p_value": 0.001,
"repetitions": 1999,
"status": "computed",
"upper95": 0.652568315461778
},
"n": 148,
"width": 1.1233614708107131
},
"pi80": {
"coverage": 0.6148648648648649,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.37496345029239764,
"observed_months": 148,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.8312563503352975
},
"n": 148,
"width": 3.773257164098913
},
"pi95": {
"coverage": 0.8986486486486487,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.735435341136169,
"observed_months": 148,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 1.0
},
"n": 148,
"width": 11.27638721380086
},
"positive_origin_months": 3,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.6029163840135645,
"rmse": 0.7122823091203203,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.24203343030229205
},
"full": {
"crps": 1.5322767913987796,
"direction_accuracy": 0.9382022471910112,
"direction_brier": 0.09159449126092388,
"distribution_n": 178,
"end": "2025-10-31",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.060888888888888874,
"n": 75,
"observed_rate": 0.14666666666666667,
"sparse": false,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.14305555555555557,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.21431924882629097,
"n": 71,
"observed_rate": 0.0,
"sparse": false,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.36291666666666667,
"n": 20,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.09159449126092388,
"event_ece": 0.17205056179775277,
"mae": 1.6147668299052462,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.4739154728841476,
"observed_months": 178,
"p_value": 0.035,
"repetitions": 1999,
"status": "computed",
"upper95": 3.3964157515521274
},
"n": 178,
"pi50": {
"coverage": 0.3651685393258427,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.15730337078651685,
"observed_months": 178,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.5789325842696627
},
"n": 178,
"width": 1.0098493489704712
},
"pi80": {
"coverage": 0.5224719101123596,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.29213483146067415,
"observed_months": 178,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.7415730337078652
},
"n": 178,
"width": 3.3196204613355387
},
"pi95": {
"coverage": 0.7808988764044944,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.5617977528089888,
"observed_months": 178,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.9606741573033708
},
"n": 178,
"width": 11.204130393851074
},
"positive_origin_months": 11,
"positive_spells": 3,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.6062294710602116,
"rmse": 4.107864247530791,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.7167640446365041
},
"horizon": 6,
"model": "persistence",
"nonoverlapping": {
"crps": 1.3382475577763195,
"direction_accuracy": 0.9666666666666667,
"direction_brier": 0.06904166666666663,
"distribution_n": 30,
"end": "2025-07-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.06041666666666667,
"n": 12,
"observed_rate": 0.08333333333333333,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.125,
"n": 2,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.21180555555555558,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3625,
"n": 4,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.06904166666666664,
"event_ece": 0.15055555555555555,
"mae": 1.4257239919594797,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 175,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.44987058159464466,
"observed_months": 30,
"p_value": 0.0315,
"repetitions": 1999,
"status": "computed",
"upper95": 2.9212343743455143
},
"n": 30,
"pi50": {
"coverage": 0.36666666666666664,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 175,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.13793103448275862,
"observed_months": 30,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.5862068965517241
},
"n": 30,
"width": 1.0241538356765052
},
"pi80": {
"coverage": 0.6,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 175,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.3548387096774194,
"observed_months": 30,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.8333333333333334
},
"n": 30,
"width": 3.3352948638023627
},
"pi95": {
"coverage": 0.8,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 175,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.5666666666666667,
"observed_months": 30,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.96875
},
"n": 30,
"width": 11.10066533334841
},
"positive_origin_months": 1,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.4528942219774637,
"rmse": 3.265174310806175,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.6301100800585266
},
"series": "PAYEMS",
"split": "locked_historical_holdout",
"vs_historical_mean": {
"crps_improvement": 0.06378477195096628,
"crps_improvement_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.021148768489392893,
"observed_months": 178,
"p_value": 0.002,
"repetitions": 1999,
"status": "computed",
"upper95": 0.10677695606497722
},
"crps_n": 178,
"mae_improvement": 0.08035690435212071,
"mae_improvement_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.029753644275528845,
"observed_months": 178,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.1261666323436503
},
"n": 178,
"relative_mae_improvement": 0.04740474263215071
},
"vs_persistence": {
"crps_improvement": 0.0,
"crps_improvement_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.0,
"observed_months": 178,
"p_value": 1.0,
"repetitions": 1999,
"status": "computed",
"upper95": 0.0
},
"crps_n": 178,
"mae_improvement": 0.0,
"mae_improvement_ci95": {
"block_months": 24,
"calendar_months": 178,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.0,
"observed_months": 178,
"p_value": 1.0,
"repetitions": 1999,
"status": "computed",
"upper95": 0.0
},
"n": 178,
"relative_mae_improvement": 0.0
}
},
"horizon": 6,
"information_cutoff": "2026-09-04",
"input": {
"actual": {
"available_from": "2026-09-04",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "8cec189b01372d224991a9fdd7f426e19cba8f57f421b6fe7eb7c6ecda712203",
"series_id": "PAYEMS",
"value": 159075.0
},
"age_days": 34,
"anchor_month": "2026-08",
"baseline": 0.0,
"checksum": "36824f5338b55ca45cd47545c555aaecebcf4d5e1d6883672e1a41d4adab6bc0",
"event": "below",
"input_rows": [
{
"available_from": "2026-09-04",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "8cec189b01372d224991a9fdd7f426e19cba8f57f421b6fe7eb7c6ecda712203",
"series_id": "PAYEMS",
"value": 159075.0
}
],
"metadata": {
"frequency": "Monthly",
"provider": "U.S. Bureau of Labor Statistics",
"release": "Employment Situation",
"seasonal_adjustment": "Seasonally Adjusted",
"title": "All Employees, Total Nonfarm",
"units": "Thousands of Persons"
},
"reference": 0.0,
"threshold": 0.0
},
"latest_actual": {
"available_from": "2026-09-04",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "8cec189b01372d224991a9fdd7f426e19cba8f57f421b6fe7eb7c6ecda712203",
"series_id": "PAYEMS",
"value": 159075.0
},
"limitations": [
"No demonstrated predictive edge; unvalidated event probabilities",
"Day-end archive availability, not intraday publisher timestamp",
"Information set stops at official metadata coverage; no extrapolation through requested cutoff",
"First archive availability is not proven first publisher release",
"Overlapping residuals; no coverage guarantee; no parameter CI or probability uncertainty estimate",
"Calibration uses frozen Phase 3B 90-day labels; new live labels are not yet available",
"Growth horizon is measured from origin month; anchor can precede origin",
"Historical performance is retrospective, not live performance"
],
"model_id": "persistence",
"model_version": "3C.1.0",
"origin_month": "2026-09",
"outcome_definition": "UNRATE target level; other targets annualized log growth from anchor to target, both endpoints in outcome vintage",
"point_forecast": {
"mean": 1.1144669471383575,
"median": 1.6023441822864315,
"raw_baseline": 0.0
},
"prediction_intervals": {
"0.5": [
1.3083472854874558,
2.185339300301523
],
"0.8": [
0.15272113919882574,
4.498495739747279
],
"0.95": [
-14.67227201683725,
5.609921647062291
]
},
"predictive_distribution": {
"family": "prequential_empirical",
"mean": 1.1144669471383575,
"median": 1.6023441822864315,
"parameter_confidence_interval": null,
"prediction_intervals": {
"0.5": [
1.3083472854874558,
2.185339300301523
],
"0.8": [
0.15272113919882574,
4.498495739747279
],
"0.95": [
-14.67227201683725,
5.609921647062291
]
},
"probability_estimate_uncertainty": null,
"support": [
-25.688820063849057,
-22.350131378561795,
-16.592128942220416,
-14.623044916186405,
-13.040174888021063,
-12.460749122305876,
-10.120984609608186,
-0.11465419839099508,
-0.07940446792091146,
-0.07139927351681913,
-0.038944566363780825,
0.12327156769774929,
0.15599331381005657,
0.19244510894136385,
0.30825490723595,
0.4711293030562817,
0.48862772552059164,
0.6201278956179149,
0.883937772509945,
1.0399010726981295,
1.0667770756105668,
1.167309424789038,
1.1802246493836002,
1.1911742563637457,
1.205746856442603,
1.207434622286795,
1.2309542446680153,
1.2453514197279716,
1.2975411752413932,
1.298961491639211,
1.3114758834368707,
1.3300050885998644,
1.3429993299773104,
1.3454870938786738,
1.3529934933632048,
1.3547941070586615,
1.3700703526021731,
1.3764708320425687,
1.392281595983275,
1.3959676416654037,
1.4046956607727261,
1.4073941372681336,
1.42880019226241,
1.4371114066896937,
1.4711989548123776,
1.4993418330804913,
1.4993518863680084,
1.5050835287385271,
1.5059961988598234,
1.5175366875529162,
1.5237135768115064,
1.5251482729194432,
1.5314198612097052,
1.545735510254741,
1.5467660202516635,
1.5491844212971873,
1.5546397418981166,
1.5629346664520376,
1.5851262655174438,
1.5944972321158088,
1.6101911324570541,
1.61697709676008,
1.6244535841138585,
1.627272075937513,
1.6297191676245093,
1.6390910708426396,
1.6443001077647839,
1.6612370074339404,
1.6666994126226704,
1.6672547412471301,
1.6761032410583765,
1.6786527278694923,
1.684459422851428,
1.6997347304292911,
1.7062994696691889,
1.7132530590578385,
1.7197353749926478,
1.7249755647457348,
1.7261914769191578,
1.7306403577352356,
1.731604731468424,
1.7378891416824769,
1.7543174588244328,
1.8066255437574852,
1.8081780944630788,
1.8240015636682387,
1.8367892506383459,
1.958915062510467,
1.9652272183392752,
2.1723631491609225,
2.2242677537233257,
2.376025023777167,
2.5305827177871154,
2.7147746084424553,
2.788081616807096,
2.8563641742423576,
2.8732254590595185,
2.8942108936536295,
2.9336541842954795,
2.9483534673414433,
3.3870140718806763,
3.4959402129073553,
3.636913311891851,
3.673215484185292,
3.7087123654939513,
4.125493219928691,
4.474420739743074,
4.492682367190758,
4.55081609275596,
4.626314759864331,
4.695631396100535,
4.702315834976672,
4.774296793250407,
5.210760937870401,
5.31804248204806,
5.3977958264697765,
5.600345229433473,
5.983401934586322,
11.83869217654182,
15.897587553671798
],
"uncertainty_limit": "Predictive residual distribution only; no exchangeability or coverage guarantee"
},
"primary_scoring_vintage": "target month end + 90 days; first archive and later revisions are separate diagnostics",
"record_type": "LIVE_FORECAST",
"requested_information_cutoff": "2026-09-21",
"target_date": "2027-03-31",
"target_definition": {
"event": "below",
"measure": "annualized_log_growth",
"name": "Nonfarm employment growth",
"threshold": 0.0,
"units": "annualized log percent"
},
"target_id": "PAYEMS",
"target_month": "2027-03",
"units": "annualized log percent",
"validation_status": "EXPERIMENTAL"
},
{
"calibration": {
"checksum": "42104b4bdb1653cdd6d9a2f76d3bed2dc0df6f539429d37a1c139ee17862656c",
"historical_dataset_id": "14d979068a64284b9b5cc7f1b611bd01a9899675a73303b5f0db955d6a2ba14c",
"historical_run_id": "34d2637c4beed41deb69ddba0f9c5e892fb8592ecd2304e3fe05a5241e5c6018",
"residuals": [
{
"available_at": "2016-08-29",
"cutoff": "2015-05-29",
"error": 1.734033399415801,
"forecast_id": "dfb3042c7e9170b65aedfe3324c5a1b96e6b4d4ff0133086839143cd1718c2b5",
"label_vintage": "2016-08-29"
},
{
"available_at": "2016-09-28",
"cutoff": "2015-06-26",
"error": 1.7294384406199133,
"forecast_id": "32a2e39ca83839998c4f492951fa977dde72eabe35636801a0d834530740c25d",
"label_vintage": "2016-09-28"
},
{
"available_at": "2016-10-29",
"cutoff": "2015-07-31",
"error": 1.7420227723416049,
"forecast_id": "8f94b08776ce0dff2510d9b70cb0736b49b63358a482e6812603b9a0e29b6c75",
"label_vintage": "2016-10-29"
},
{
"available_at": "2016-11-29",
"cutoff": "2015-08-28",
"error": 1.6742039902780645,
"forecast_id": "82381d877a0739e74c06b01c40d765d92104703d571dea363af0d1fa457af7b3",
"label_vintage": "2016-11-29"
},
{
"available_at": "2016-12-29",
"cutoff": "2015-09-25",
"error": 1.7094326907338375,
"forecast_id": "da2561cd19df469ed88ada305ba84cb8ed6392a8ef0b036af14cb476635248a8",
"label_vintage": "2016-12-29"
},
{
"available_at": "2017-01-29",
"cutoff": "2015-10-30",
"error": 1.6987436853301394,
"forecast_id": "515794bd6ce355175c5e422e4be3635cfc9e708b5a4ef79ed3f5785e509999c3",
"label_vintage": "2017-01-29"
},
{
"available_at": "2017-02-28",
"cutoff": "2015-11-27",
"error": 1.6656282745559896,
"forecast_id": "973a2e8ec239e300ccdb88d6167e3e79d879944769d48bd214c8446165594cbb",
"label_vintage": "2017-02-28"
},
{
"available_at": "2017-03-31",
"cutoff": "2015-12-25",
"error": 1.588198772561423,
"forecast_id": "fa497a2aede2036673bad28675d59deb3d3606711698262d4671b107c02be447",
"label_vintage": "2017-03-31"
},
{
"available_at": "2017-05-01",
"cutoff": "2016-01-29",
"error": 1.5709822701566247,
"forecast_id": "7c6b118a3f6799e108dc4e8029989de13b71839eab5e4ff14cd1b3818874eee5",
"label_vintage": "2017-05-01"
},
{
"available_at": "2017-05-29",
"cutoff": "2016-02-26",
"error": 1.6367584635365657,
"forecast_id": "542b30b9bc359e83c069edea39e475e1c5c522c57cfc755b05262d5b1f238826",
"label_vintage": "2017-05-29"
},
{
"available_at": "2017-06-29",
"cutoff": "2016-03-25",
"error": 1.5157806725680156,
"forecast_id": "c5004e737aeb4ee6383995b3b7b9d417c9a366c6affcb8beef54c84ac71a6efe",
"label_vintage": "2017-06-29"
},
{
"available_at": "2017-07-29",
"cutoff": "2016-04-29",
"error": 1.5020488672347674,
"forecast_id": "5c4224291372a0af169a17e467a6a11f245a95f58b9bdcb979b25628c57f4f1b",
"label_vintage": "2017-07-29"
},
{
"available_at": "2017-08-29",
"cutoff": "2016-05-27",
"error": 1.4954121639144096,
"forecast_id": "011dd01b64f7e828f8efffc120956a21f4ecbb90aff6175e8c41bd7aa643fb55",
"label_vintage": "2017-08-29"
},
{
"available_at": "2017-09-28",
"cutoff": "2016-06-24",
"error": 1.600336057490617,
"forecast_id": "4e3585a822f29a920008131ad4185844728144ec7fd8dd640dd6a6e620af0fe0",
"label_vintage": "2017-09-28"
},
{
"available_at": "2017-10-29",
"cutoff": "2016-07-29",
"error": 1.496953782074078,
"forecast_id": "5bcf473725ad0a0a10b2b46ab2358924ccb07618e50622a7904f999e9cb62a49",
"label_vintage": "2017-10-29"
},
{
"available_at": "2017-11-29",
"cutoff": "2016-08-26",
"error": 1.4417624328263898,
"forecast_id": "18d22f80d479e5e59ff9f21352c6f7b62153b5cb19894968192d379826da62d3",
"label_vintage": "2017-11-29"
},
{
"available_at": "2017-12-29",
"cutoff": "2016-09-30",
"error": 1.353269793542101,
"forecast_id": "19b5d10226f2a2065a7646f91296d32c827c2e2962918a25339fff50c103992e",
"label_vintage": "2017-12-29"
},
{
"available_at": "2018-01-29",
"cutoff": "2016-10-28",
"error": 1.3270989316581816,
"forecast_id": "eff26283f63c86355d617867398bdc22fc741e23026dc89f435a1bdf9b034bea",
"label_vintage": "2018-01-29"
},
{
"available_at": "2018-02-28",
"cutoff": "2016-11-25",
"error": 1.492556095043424,
"forecast_id": "960d3e1384c5fbc37afe3f9e6a69f98758654e7d925a125f0e946faa61ca56da",
"label_vintage": "2018-02-28"
},
{
"available_at": "2018-03-31",
"cutoff": "2016-12-30",
"error": 1.4926788162143836,
"forecast_id": "2cdff47dc3fa3d22bfbc6a4ffad221d49c4650aa406f1b9bc1e88211f17d355b",
"label_vintage": "2018-03-31"
},
{
"available_at": "2018-05-01",
"cutoff": "2017-01-27",
"error": 1.4883481142174704,
"forecast_id": "297d9de099a10494a331323f1eb70e4b829527bad4447595238d9058217f4a40",
"label_vintage": "2018-05-01"
},
{
"available_at": "2018-05-29",
"cutoff": "2017-02-24",
"error": 1.5262387141868416,
"forecast_id": "d5e7e0e2791b0143cc365dfaf6a51b3a2f5e875d08c4f83ff19f7ea9f03890db",
"label_vintage": "2018-05-29"
},
{
"available_at": "2018-06-29",
"cutoff": "2017-03-31",
"error": 1.496154384738506,
"forecast_id": "ed1ff7a473147449faa471f6ea294426211d7f54cf54022d506ec252242dcda5",
"label_vintage": "2018-06-29"
},
{
"available_at": "2018-07-29",
"cutoff": "2017-04-28",
"error": 1.5588564572764683,
"forecast_id": "5d3a3deb6c4f74e0381c836c69b9e5db85fb36c1e5bed008f3665318f0bc48da",
"label_vintage": "2018-07-29"
},
{
"available_at": "2018-08-29",
"cutoff": "2017-05-26",
"error": 1.6147456931725024,
"forecast_id": "a41b6d60da14d12f6d88c27d63716d91ee818d9d81927a0f144cf0dfd9af5a24",
"label_vintage": "2018-08-29"
},
{
"available_at": "2018-09-28",
"cutoff": "2017-06-30",
"error": 1.6459051113597922,
"forecast_id": "281b9c2ac3d87faa13a46ccd41a9d715740eb13471a9dcd406da540a37e0288c",
"label_vintage": "2018-09-28"
},
{
"available_at": "2018-10-29",
"cutoff": "2017-07-28",
"error": 1.5974412268023204,
"forecast_id": "9353b2c818a5039ce212347353d3759c94782ee1201a5967a2c2bb56218ef5c5",
"label_vintage": "2018-10-29"
},
{
"available_at": "2018-11-29",
"cutoff": "2017-08-25",
"error": 1.6547308489609998,
"forecast_id": "76ec05f45a366d79e4016099ac768ce0178535dfb0ffbeea25ea41a3b798128a",
"label_vintage": "2018-11-29"
},
{
"available_at": "2018-12-29",
"cutoff": "2017-09-29",
"error": 1.5893071352801709,
"forecast_id": "894c7dd1b3e6e2655c59a03de5a5fc4b163f0a7acf44dfb9a33b1f662c493719",
"label_vintage": "2018-12-29"
},
{
"available_at": "2019-01-29",
"cutoff": "2017-10-27",
"error": 1.7495366357037174,
"forecast_id": "b2f7071b080bf63576ac5ee29f9e816db21865227120a2bc55c7f1388236c9bf",
"label_vintage": "2019-01-29"
},
{
"available_at": "2019-02-28",
"cutoff": "2017-11-24",
"error": 1.767641515216628,
"forecast_id": "135e4d76dcc4b1911b2e8a01cb914fd3ecd543c839cd88e9c549e3e05212de4c",
"label_vintage": "2019-02-28"
},
{
"available_at": "2019-03-31",
"cutoff": "2017-12-29",
"error": 1.7693286070039562,
"forecast_id": "f3c36caeac557b63836d412161ef77baee2593722ec8dcef9d57b5539a5dfb9b",
"label_vintage": "2019-03-31"
},
{
"available_at": "2019-05-01",
"cutoff": "2018-01-26",
"error": 1.8518934212857594,
"forecast_id": "65991eebbab36598097512c4a3cafee5fb3024e2a3d6a64e12f1fc90a6c9a4c1",
"label_vintage": "2019-05-01"
},
{
"available_at": "2019-05-29",
"cutoff": "2018-02-23",
"error": 1.779331411453183,
"forecast_id": "d8e4b0ce8b51fbb782b04cc94077b654dabfa2e91a26f32686380861f426568b",
"label_vintage": "2019-05-29"
},
{
"available_at": "2019-06-29",
"cutoff": "2018-03-30",
"error": 1.6671198958081173,
"forecast_id": "b579d8c7bd859296be71fbae9e2917dfbe37d7fc72c881a967f987b9dceba077",
"label_vintage": "2019-06-29"
},
{
"available_at": "2019-07-29",
"cutoff": "2018-04-27",
"error": 1.6858771932980365,
"forecast_id": "b1e31fc5519a865c18a8a6f199aa1d74cfb53eb7266bb7bc9bc1c1679ecd2ed5",
"label_vintage": "2019-07-29"
},
{
"available_at": "2019-08-29",
"cutoff": "2018-05-25",
"error": 1.6018328395321133,
"forecast_id": "c5b86868c8f00518699ec075ac8383cc59243105d21c4fc3856f92428c7c526c",
"label_vintage": "2019-08-29"
},
{
"available_at": "2019-09-28",
"cutoff": "2018-06-29",
"error": 1.542820573717415,
"forecast_id": "5034511d78234321f66abb173cb60f86368c6aaeaaa7b7365fcfbcfc970a7036",
"label_vintage": "2019-09-28"
},
{
"available_at": "2019-10-29",
"cutoff": "2018-07-27",
"error": 1.48162519249934,
"forecast_id": "f66a6558c9f16ae4fcc4138c2c9602a0ba683dc28501cb4e164c834a98a5664f",
"label_vintage": "2019-10-29"
},
{
"available_at": "2019-11-29",
"cutoff": "2018-08-31",
"error": 1.5048332521543768,
"forecast_id": "cdd4160a678195e04560d1a2b0575204a13c1b6b70a2c59359f67e2655e9f071",
"label_vintage": "2019-11-29"
},
{
"available_at": "2019-12-29",
"cutoff": "2018-09-28",
"error": 1.4479238044650145,
"forecast_id": "6e843ce6d7173cad0328c589ea3dc6f601513e49804687520d9060840cc983e7",
"label_vintage": "2019-12-29"
},
{
"available_at": "2020-01-29",
"cutoff": "2018-10-26",
"error": 1.4736141697128722,
"forecast_id": "50fd8678a46e3797335f1b649a007e7d2de216b67184de87fe060c86f3d08563",
"label_vintage": "2020-01-29"
},
{
"available_at": "2020-02-28",
"cutoff": "2018-11-30",
"error": 1.3875682150273034,
"forecast_id": "2990c8f70a6d36f0dfbfad9db1079949c6980dafe70b200c233a1570911671f2",
"label_vintage": "2020-02-28"
},
{
"available_at": "2020-03-30",
"cutoff": "2018-12-28",
"error": 1.416705077733178,
"forecast_id": "d8f0cbf3fd8d3dd9b1e4abf4eed8ab271a70b923bdd1fad248314eaa03fcf84c",
"label_vintage": "2020-03-30"
},
{
"available_at": "2020-04-30",
"cutoff": "2019-01-25",
"error": 1.434405885535871,
"forecast_id": "4f9795b71629649706df67d838f662f7ff0325cb75aa5b9071d9ebd9740eba79",
"label_vintage": "2020-04-30"
},
{
"available_at": "2020-05-29",
"cutoff": "2019-02-22",
"error": 1.4209583089928612,
"forecast_id": "25f252eb58dcd539aec3459c3b1f7d28e16ad34071d55395dcc0ec95b39d6227",
"label_vintage": "2020-05-29"
},
{
"available_at": "2020-06-29",
"cutoff": "2019-03-29",
"error": 0.5853042842453325,
"forecast_id": "d5a6a3fc25c0493af254688e0e8556cbfc90bcefeedeade44666433d768b7e3e",
"label_vintage": "2020-06-29"
},
{
"available_at": "2020-07-29",
"cutoff": "2019-04-26",
"error": -13.167786595478871,
"forecast_id": "7e4784fbad9e97cc9cb8faa8de540b5acb26583d907f962ce1b2ab0c076c1c93",
"label_vintage": "2020-07-29"
},
{
"available_at": "2020-08-29",
"cutoff": "2019-05-31",
"error": -11.386181007685373,
"forecast_id": "969c6637d6ef1a3828643c173ac3a02a38eb03da40217f9d191ed33cf89b06ed",
"label_vintage": "2020-08-29"
},
{
"available_at": "2020-09-28",
"cutoff": "2019-06-28",
"error": -8.179007332219449,
"forecast_id": "86bc2fe9243b2bccc44ee48af199a85c014f4005c242e9c4df3b0fa6daa153d0",
"label_vintage": "2020-09-28"
},
{
"available_at": "2020-10-29",
"cutoff": "2019-07-26",
"error": -7.118424719743022,
"forecast_id": "4a20e4c6d273357d888c7cafbe971c779d1cc8a9af7f6652a9a5dfc4a07d77d0",
"label_vintage": "2020-10-29"
},
{
"available_at": "2020-11-29",
"cutoff": "2019-08-30",
"error": -6.254947475654712,
"forecast_id": "0d417e2accc831f67c56f37e8834262dca1ddbee797c1a7fc909262af976921b",
"label_vintage": "2020-11-29"
},
{
"available_at": "2020-12-29",
"cutoff": "2019-09-27",
"error": -5.917351203304827,
"forecast_id": "9a0ddc54f7469206579751545dee5c75670c07fc694dff9c4b8f6b9d80334778",
"label_vintage": "2020-12-29"
},
{
"available_at": "2021-01-29",
"cutoff": "2019-10-25",
"error": -5.6194476154238115,
"forecast_id": "2c098018a048e1f5d5ba2ec3fc63f1e435c108ab3753f72affe2d2a0919d45a1",
"label_vintage": "2021-01-29"
},
{
"available_at": "2021-02-28",
"cutoff": "2019-11-29",
"error": -5.46793431830591,
"forecast_id": "3cce50804a97d54bc83a18f2dc1fb4cb93bcd11373d19ba1470fcc19aeb31a09",
"label_vintage": "2021-02-28"
},
{
"available_at": "2021-03-31",
"cutoff": "2019-12-27",
"error": -5.808377973971324,
"forecast_id": "02fbd25b4ba183b2cf7233c902bf924a129da9e1b444388839016dcda1cc943c",
"label_vintage": "2021-03-31"
},
{
"available_at": "2021-05-01",
"cutoff": "2020-01-31",
"error": -5.755450513767035,
"forecast_id": "8e458c4e4a25956277e13ba7cdf00aaada292388e9d87295e8cb177d8ca9fb4e",
"label_vintage": "2021-05-01"
},
{
"available_at": "2021-05-29",
"cutoff": "2020-02-28",
"error": -5.6006667038037685,
"forecast_id": "9265e8c02854973ce5a941bae16be60340431e1d3912750435b9c3e6ee8d2d12",
"label_vintage": "2021-05-29"
},
{
"available_at": "2021-06-29",
"cutoff": "2020-03-27",
"error": -5.271355362412306,
"forecast_id": "c2e40bac9149599f16bdebea5011bdcc0e2e58fd1fbd0f15d5603901c9e243db",
"label_vintage": "2021-06-29"
},
{
"available_at": "2021-07-29",
"cutoff": "2020-04-24",
"error": -4.074927014829235,
"forecast_id": "6e4187d1bc3d08f926eeda1c2273d17cdf5a10660bd49fc2d23bafc095ba19f3",
"label_vintage": "2021-07-29"
},
{
"available_at": "2021-08-29",
"cutoff": "2020-05-29",
"error": 9.927481656737655,
"forecast_id": "7926fdda5baecb215da25f5a2247de6d72949df315c64c037890ef4f89cf856c",
"label_vintage": "2021-08-29"
},
{
"available_at": "2021-09-28",
"cutoff": "2020-06-26",
"error": 8.550567602934493,
"forecast_id": "0998628fd18667d1a349c1f9c32fb6c52ae98d63c05645f2e5cab35104a0e303",
"label_vintage": "2021-09-28"
},
{
"available_at": "2021-10-29",
"cutoff": "2020-07-31",
"error": 5.934588404088021,
"forecast_id": "e17396d03e51232348cc8d2206915db48eb09c8ac41d361bd93efd456c62d490",
"label_vintage": "2021-10-29"
},
{
"available_at": "2021-11-29",
"cutoff": "2020-08-28",
"error": 5.088723971135146,
"forecast_id": "f1b629210a7a8a9a65b1622780f5adbafff4890464b3d41a0f46d937d622cc82",
"label_vintage": "2021-11-29"
},
{
"available_at": "2021-12-29",
"cutoff": "2020-09-25",
"error": 4.284553271336991,
"forecast_id": "0422f1aa665857e4bb943f872b7310727e6308f5fbb05331aef16741c0f99e5f",
"label_vintage": "2021-12-29"
},
{
"available_at": "2022-01-29",
"cutoff": "2020-10-30",
"error": 4.221162358973884,
"forecast_id": "62d995aa859728f5d80754dc8df08c81990efb96c5c8db33880e3112c9058b02",
"label_vintage": "2022-01-29"
},
{
"available_at": "2022-02-28",
"cutoff": "2020-11-27",
"error": 4.044746318390567,
"forecast_id": "7b95f2c031ba8c2513e039838e993b8d1c3cff4aa354a5b7eabca3c958cb287f",
"label_vintage": "2022-02-28"
},
{
"available_at": "2022-03-31",
"cutoff": "2020-12-25",
"error": 4.193362379136684,
"forecast_id": "bba1d55e0a3446352d1ca4082254802fd83a3d151a6f6c1c7997dd7af0e3fba1",
"label_vintage": "2022-03-31"
},
{
"available_at": "2022-05-01",
"cutoff": "2021-01-29",
"error": 4.579035928558545,
"forecast_id": "adc5629db6974d55d2b8cff05c1defdea83f1758b53444f2c1254ed6e0b1b52d",
"label_vintage": "2022-05-01"
},
{
"available_at": "2022-05-29",
"cutoff": "2021-02-26",
"error": 4.681889645657225,
"forecast_id": "f8ec6aa77e840d51eacf57f4cb9e6313ce8287cf28224c83502a68a029db22a2",
"label_vintage": "2022-05-29"
},
{
"available_at": "2022-06-29",
"cutoff": "2021-03-26",
"error": 4.468622081402517,
"forecast_id": "2212294bccb8c4a7c5d9612c4a0334abfa005151c353e280fc1a1944f1056c92",
"label_vintage": "2022-06-29"
},
{
"available_at": "2022-07-29",
"cutoff": "2021-04-30",
"error": 4.242488903026888,
"forecast_id": "694e3bcfc7e589a4f544fbf58e2b074bc47824ef69b7c1ce851dce9267b9aece",
"label_vintage": "2022-07-29"
},
{
"available_at": "2022-08-29",
"cutoff": "2021-05-28",
"error": 4.309870746088653,
"forecast_id": "321e679dbfa6a8125bb48538847714769aa2b87db33614362fbfa59e028e8461",
"label_vintage": "2022-08-29"
},
{
"available_at": "2022-09-28",
"cutoff": "2021-06-25",
"error": 4.203366970749838,
"forecast_id": "59d0f3bdf8e00ba4087ab9d8bc9658cd3abe654b85b14ca1f6d15877808f59a4",
"label_vintage": "2022-09-28"
},
{
"available_at": "2022-10-29",
"cutoff": "2021-07-30",
"error": 4.175546744739546,
"forecast_id": "10639439337fc9afafca606d3c61c2e9b085a88690f520c3f18d3b7dacd8a5ac",
"label_vintage": "2022-10-29"
},
{
"available_at": "2022-11-29",
"cutoff": "2021-08-27",
"error": 3.9167032366732677,
"forecast_id": "515e2ec3e55d8d2248ef96eb57336398b1a1da09d41904cb5e230a942f4c6fc5",
"label_vintage": "2022-11-29"
},
{
"available_at": "2022-12-29",
"cutoff": "2021-09-24",
"error": 3.753705701714792,
"forecast_id": "cbe5bc0f4301188915566a21f2af4c6272848d71cfa5670babd6dcc898b87327",
"label_vintage": "2022-12-29"
},
{
"available_at": "2023-01-29",
"cutoff": "2021-10-29",
"error": 3.6462028598005927,
"forecast_id": "6492034c48ac56639790b2b264acc3bad0e1c1d64f3fc10140005695b90df49e",
"label_vintage": "2023-01-29"
},
{
"available_at": "2023-02-28",
"cutoff": "2021-11-26",
"error": 3.4975984405589644,
"forecast_id": "4a18826c06f92970af172d830bd09008e58b4df72827656c8706da8143e6982e",
"label_vintage": "2023-02-28"
},
{
"available_at": "2023-03-31",
"cutoff": "2021-12-31",
"error": 3.259744767960794,
"forecast_id": "dd335262541108a3b017acf040efd7dc32a957334f322ed3ef8b56fa3f8cedb8",
"label_vintage": "2023-03-31"
},
{
"available_at": "2023-05-01",
"cutoff": "2022-01-28",
"error": 3.1898274454073987,
"forecast_id": "86ebb2de1b8d22d16990c7c46bc80307d25ad1c500d46d654ee7e7304c776868",
"label_vintage": "2023-05-01"
},
{
"available_at": "2023-05-29",
"cutoff": "2022-02-25",
"error": 3.1132814051577675,
"forecast_id": "1a13923bc429210e9555105cc795b34899f353bf6c48d2e49e0bfa126820a667",
"label_vintage": "2023-05-29"
},
{
"available_at": "2023-06-29",
"cutoff": "2022-03-25",
"error": 2.687962274712498,
"forecast_id": "a78a299866e5fdd367865a70eb1b288a7268ce9a9c73daed2558ca00df8c9fb9",
"label_vintage": "2023-06-29"
},
{
"available_at": "2023-07-29",
"cutoff": "2022-04-29",
"error": 2.5639918841524216,
"forecast_id": "5aefa17cf1fc34092c8ba7c7fbd90f4c65e1bc1b4613ef460df72b5fd9abcf87",
"label_vintage": "2023-07-29"
},
{
"available_at": "2023-08-29",
"cutoff": "2022-05-27",
"error": 2.5757379967349894,
"forecast_id": "92e800eb9001fee9161fcb03e97ef57ba20e8121eacc054fd5c1fc95061d0237",
"label_vintage": "2023-08-29"
},
{
"available_at": "2023-09-28",
"cutoff": "2022-06-24",
"error": 2.416602690483192,
"forecast_id": "10bece23436518556d426afbe6d9fa032e87a917257e8a4cc1e54ec24e875787",
"label_vintage": "2023-09-28"
},
{
"available_at": "2023-10-29",
"cutoff": "2022-07-29",
"error": 2.3317137341608807,
"forecast_id": "efed2e171996ee48409a2ddbe6ed5639fc65a8be8fee6b2b53d920ffac852f1c",
"label_vintage": "2023-10-29"
},
{
"available_at": "2023-11-29",
"cutoff": "2022-08-26",
"error": 2.0857338178962608,
"forecast_id": "989eabd56c076a1ba1c629c5c320099c09cf75e7935365df5e68f9ed5d3d44a8",
"label_vintage": "2023-11-29"
},
{
"available_at": "2023-12-29",
"cutoff": "2022-09-30",
"error": 2.0280107477143026,
"forecast_id": "f81a476e2ee20bed3481ca60707b130a1858dc117f81396cf732a2cba9777593",
"label_vintage": "2023-12-29"
},
{
"available_at": "2024-01-29",
"cutoff": "2022-10-28",
"error": 1.8793636231316053,
"forecast_id": "095bfbb43fb72631ff5c50202ecf07c608c3eb41db2dccfbb3dc75348a19c227",
"label_vintage": "2024-01-29"
},
{
"available_at": "2024-02-28",
"cutoff": "2022-11-25",
"error": 1.8509008495195354,
"forecast_id": "9b535796e0eef60969dd6280eb187d9f8fd7103185c0eeb2f7b946972d28cc90",
"label_vintage": "2024-02-28"
},
{
"available_at": "2024-03-30",
"cutoff": "2022-12-30",
"error": 1.866613764194741,
"forecast_id": "ff95ad1073519e25b815f7bef264f1f9ce4a02cbc2d55d499b379f8659040e88",
"label_vintage": "2024-03-30"
},
{
"available_at": "2024-04-30",
"cutoff": "2023-01-27",
"error": 1.9353146185226684,
"forecast_id": "3e0a3225b69e83c5ae4ec7e10f760902565500995bc32da033e9e8680507266e",
"label_vintage": "2024-04-30"
},
{
"available_at": "2024-05-29",
"cutoff": "2023-02-24",
"error": 1.785556819361857,
"forecast_id": "a6a226ab0fe5b3f85a7832b4b5f0ba49e88b3c8c3bce060bc32e6d82189a532f",
"label_vintage": "2024-05-29"
},
{
"available_at": "2024-06-29",
"cutoff": "2023-03-31",
"error": 1.7957128032592307,
"forecast_id": "79912d7e0ed3f3e51e3f632570505b077c4139591d63cf6fb277eb13f0495fd9",
"label_vintage": "2024-06-29"
},
{
"available_at": "2024-07-29",
"cutoff": "2023-04-28",
"error": 1.7718720182409382,
"forecast_id": "3a2499d4abb913347da860a09d93a06e6456e32a3d0119261159368042ba082d",
"label_vintage": "2024-07-29"
},
{
"available_at": "2024-08-29",
"cutoff": "2023-05-26",
"error": 1.7326175032871534,
"forecast_id": "ad5f138de4be1073d84524ca7ae7b56ae693bd1b806c2b35e14cefd1a0a3052a",
"label_vintage": "2024-08-29"
},
{
"available_at": "2024-09-28",
"cutoff": "2023-06-30",
"error": 1.6216335637219015,
"forecast_id": "1eaf4ecb2d9e60b6f10754d956453078ce33cd27ad69864151c3e266ce6c440c",
"label_vintage": "2024-09-28"
},
{
"available_at": "2024-10-29",
"cutoff": "2023-07-28",
"error": 1.5633366911452444,
"forecast_id": "718f793a955e423f059b4dba99a3bbb4a5ecd7c6264464bb274a8fd469f1d461",
"label_vintage": "2024-10-29"
},
{
"available_at": "2024-11-29",
"cutoff": "2023-08-25",
"error": 1.4999036887544859,
"forecast_id": "516dfd276f2369fed609167b187b5b7b376d675c880eeeefce3b5be4df075939",
"label_vintage": "2024-11-29"
},
{
"available_at": "2024-12-29",
"cutoff": "2023-09-29",
"error": 1.5240306800741727,
"forecast_id": "f795d61816f04699b4dd3a80cc861bd1213631242c665126e08b91a08563fa5f",
"label_vintage": "2024-12-29"
},
{
"available_at": "2025-01-29",
"cutoff": "2023-10-27",
"error": 1.403930774481988,
"forecast_id": "f2f945288be37ecb6292f101f32d6492f33a9922517c57a7014e03f5edf1bc5f",
"label_vintage": "2025-01-29"
},
{
"available_at": "2025-02-28",
"cutoff": "2023-11-24",
"error": 1.2296587308787275,
"forecast_id": "dc6dac7803d24edc15192f8a3b081529eeaf9ef2992a4e34f01d26deceaaab7f",
"label_vintage": "2025-02-28"
},
{
"available_at": "2025-03-31",
"cutoff": "2023-12-29",
"error": 1.3343188272539634,
"forecast_id": "b9f39cc74bae8aa12d467ff59ef249e65631f1ca6a9a6180e7bd17e60ad627c5",
"label_vintage": "2025-03-31"
},
{
"available_at": "2025-05-01",
"cutoff": "2024-01-26",
"error": 1.2403969808974535,
"forecast_id": "7c2514161b95eac53f74dafccb31edb75a05b9d52f0b6b2864e9b94e7eecac46",
"label_vintage": "2025-05-01"
},
{
"available_at": "2025-05-29",
"cutoff": "2024-02-23",
"error": 1.229604145054958,
"forecast_id": "ff009467d73b129f20e4008e6bce3a4b1bf4b78f536d115e48c65d80f9125dc1",
"label_vintage": "2025-05-29"
},
{
"available_at": "2025-06-29",
"cutoff": "2024-03-29",
"error": 1.168784864156971,
"forecast_id": "700ff76b9ee8134c4613a40749742e2b67a789c07523aff26352300396459f32",
"label_vintage": "2025-06-29"
},
{
"available_at": "2025-07-29",
"cutoff": "2024-04-26",
"error": 1.116035291910175,
"forecast_id": "1faf6e150dd9ee6ba6b02a5dc5cf67afb43166d3eac015c9584de6fcc3d462c6",
"label_vintage": "2025-07-29"
},
{
"available_at": "2025-08-29",
"cutoff": "2024-05-31",
"error": 1.0579110008028463,
"forecast_id": "ec8e6b26a4a82bdb20f629aabe43a13694e01a59f6151c5c8201d905650622ec",
"label_vintage": "2025-08-29"
},
{
"available_at": "2025-09-28",
"cutoff": "2024-06-28",
"error": 0.9374373659660602,
"forecast_id": "2380190a5be1304c49f78d170368967354be83ca158543f3af7379c7bb3846f7",
"label_vintage": "2025-09-28"
},
{
"available_at": "2025-10-29",
"cutoff": "2024-07-26",
"error": 0.9322943020588977,
"forecast_id": "228a81b0039162b1ec31104b27ea2155592844fa8bad448e6e99332fed54ea61",
"label_vintage": "2025-10-29"
},
{
"available_at": "2025-11-29",
"cutoff": "2024-08-30",
"error": 0.8745035280683385,
"forecast_id": "aa79dacb84e7c7063b25afc29797314085b374a6ced35aad8d116ba86ade3b15",
"label_vintage": "2025-11-29"
},
{
"available_at": "2025-12-29",
"cutoff": "2024-09-27",
"error": 0.8827889160996395,
"forecast_id": "c7113ce5405d398078ecbf51e49b55006573291f4f71f98a71ab7b62a15f27b9",
"label_vintage": "2025-12-29"
},
{
"available_at": "2026-01-29",
"cutoff": "2024-10-25",
"error": 0.6426301247869032,
"forecast_id": "2deb600bfbe7d5fb8f72fd7ddf6d56e69a1426a93348d156f8efd101b53ef036",
"label_vintage": "2026-01-29"
},
{
"available_at": "2026-02-28",
"cutoff": "2024-11-29",
"error": 0.29408342935564113,
"forecast_id": "dd06148c9640740628c9bcba39490ebf35315dc58c39661eeb362f4818aa8572",
"label_vintage": "2026-02-28"
},
{
"available_at": "2026-03-31",
"cutoff": "2024-12-27",
"error": 0.20589887172874774,
"forecast_id": "ced24fd9a3c689f34cc74f43b94ee60d2a09656b5ece45d2c9db2bfa3559d2f9",
"label_vintage": "2026-03-31"
},
{
"available_at": "2026-05-01",
"cutoff": "2025-01-31",
"error": 0.16078438864456207,
"forecast_id": "f0a12554c6dfe975b89422533000ce0b3b315131a6fd6cd255845ff968679bdc",
"label_vintage": "2026-05-01"
},
{
"available_at": "2026-05-29",
"cutoff": "2025-02-28",
"error": 0.09793178338304113,
"forecast_id": "663f381dbf814ac740832d69d21ae8df5cef4bfc185ab02fed139437d2eb5f77",
"label_vintage": "2026-05-29"
},
{
"available_at": "2026-06-29",
"cutoff": "2025-03-28",
"error": 0.1980352563247814,
"forecast_id": "b47295d697b0d5c359e4eb1c0e068d504ffa87203c0309fb7e0a0269572678c2",
"label_vintage": "2026-06-29"
},
{
"available_at": "2026-07-29",
"cutoff": "2025-04-25",
"error": 0.24504807304584172,
"forecast_id": "668443dfe5d27d3c5acd6738f22a1cd1aab6efae19ed9768de2b2f61e0f278fd",
"label_vintage": "2026-07-29"
}
],
"window": 120
},
"code_archive": "d3761caf4c6d20c77837e99322de4b1f6796d3b3d4ddaf43939a59e4cf96e161",
"code_commit": "46d71379d293a8d92309f458f55e6dce405a63c6",
"created_at": "2026-09-22T12:09:55.683270+00:00",
"data_quality": {
"alfred_available_from": "2026-09-04",
"metadata_verified_through": "2026-09-04",
"observation_age_days": 51,
"publisher_release_date_verified": false,
"release_date": null,
"status": "LAST_VERIFIED_SNAPSHOT",
"unproven_metadata_after_cutoff": true
},
"dataset_id": "d096c9b7e9e71e15a3077e2f3289fb0893c9d09524f0e49ae45c41cc4548fd44",
"event_probabilities": {
"direction_reference": 0.0,
"down": 0.10833333333333334,
"equal": 0.0,
"relation": "below",
"threshold": 0.0,
"threshold_event": 0.10833333333333334,
"up": 0.8916666666666667
},
"feature_version": "none-0",
"forecast_id": "dedd2fa34e2573af263244edd7c7a504683da465085382d9c315bef897342887",
"historical_oos": {
"annual": [
{
"crps": 0.6610289991906172,
"direction_accuracy": 1.0,
"direction_brier": 0.1877777777777778,
"distribution_n": 12,
"end": "2011-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.4333333333333334,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.1877777777777778,
"event_ece": 0.4333333333333334,
"mae": 1.1302629640612956,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.25,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.0378830084259407
},
"pi80": {
"coverage": 0.75,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.338624977495495
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.833448762936961
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.4595370188889005,
"rmse": 1.1356997786745096,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.5194397129125746,
"year": "2011"
},
{
"crps": 0.6812328388253913,
"direction_accuracy": 1.0,
"direction_brier": 0.1483738425925926,
"distribution_n": 12,
"end": "2012-12-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.36190476190476195,
"n": 7,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.4149999999999999,
"n": 5,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.14837384259259262,
"event_ece": 0.3840277777777778,
"mae": 0.9850835871758434,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.8273563840129106
},
"pi80": {
"coverage": 0.16666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.344882012807772
},
"pi95": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.832984092185186
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.6371574214474578,
"rmse": 0.9904362659078725,
"start": "2012-01-27",
"status": "computed",
"training_scaled_mae": 0.45837535583081973,
"year": "2012"
},
{
"crps": 0.7005888699300873,
"direction_accuracy": 1.0,
"direction_brier": 0.08235532407407407,
"distribution_n": 12,
"end": "2013-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2677083333333333,
"n": 8,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3208333333333333,
"n": 4,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.08235532407407409,
"event_ece": 0.28541666666666665,
"mae": 0.7950514396397125,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.6060298338521086
},
"pi80": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.3779613410190406
},
"pi95": {
"coverage": 0.3333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.832984092185186
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.8445930904651682,
"rmse": 0.7980968690354387,
"start": "2013-01-25",
"status": "computed",
"training_scaled_mae": 0.37248125270083676,
"year": "2013"
},
{
"crps": 0.8069724375279891,
"direction_accuracy": 1.0,
"direction_brier": 0.04459490740740742,
"distribution_n": 12,
"end": "2014-12-26",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.21111111111111114,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.04459490740740741,
"event_ece": 0.21111111111111114,
"mae": 0.7761698312337666,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.2409483608389935
},
"pi80": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.437459297212578
},
"pi95": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.845623771403356
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.1047446643142425,
"rmse": 0.7879119925505222,
"start": "2014-01-31",
"status": "computed",
"training_scaled_mae": 0.3655029288000658,
"year": "2014"
},
{
"crps": 0.41346224935010084,
"direction_accuracy": 1.0,
"direction_brier": 0.04340277777777779,
"distribution_n": 12,
"end": "2015-12-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.20833333333333337,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.04340277777777778,
"event_ece": 0.20833333333333337,
"mae": 0.37267291083244586,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.08333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.2141213609022523
},
"pi80": {
"coverage": 0.6666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.544746613809734
},
"pi95": {
"coverage": 0.8333333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 6.152620677334436
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.7553820141515037,
"rmse": 0.38519408779925374,
"start": "2015-01-30",
"status": "computed",
"training_scaled_mae": 0.17601922721272592,
"year": "2015"
},
{
"crps": 0.2848362796204333,
"direction_accuracy": 1.0,
"direction_brier": 0.04340277777777779,
"distribution_n": 12,
"end": "2016-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.20833333333333337,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.04340277777777778,
"event_ece": 0.20833333333333337,
"mae": 0.12324550707321537,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.2831617919147096
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.748728527955809
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 6.2717190288099625
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.4938031955216295,
"rmse": 0.13883128165707914,
"start": "2016-01-29",
"status": "computed",
"training_scaled_mae": 0.058205330690329966,
"year": "2016"
},
{
"crps": 0.31002629276887245,
"direction_accuracy": 1.0,
"direction_brier": 0.04340277777777779,
"distribution_n": 12,
"end": "2017-12-29",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.20833333333333337,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.04340277777777778,
"event_ece": 0.20833333333333337,
"mae": 0.20335018435153843,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.75,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.3179669033928958
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.751691767622085
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 6.2717190288099625
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.621519536993281,
"rmse": 0.21775424618261613,
"start": "2017-01-27",
"status": "computed",
"training_scaled_mae": 0.09625246171732861,
"year": "2017"
},
{
"crps": 0.28107417972635246,
"direction_accuracy": 1.0,
"direction_brier": 0.04229166666666667,
"distribution_n": 12,
"end": "2018-12-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.19166666666666668,
"n": 2,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.20833333333333334,
"n": 10,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.04229166666666667,
"event_ece": 0.20555555555555557,
"mae": 0.13285737436260472,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.8333333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.1989725941939942
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.751691767622085
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 6.2717190288099625
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.5700954205572257,
"rmse": 0.17504522072351572,
"start": "2018-01-26",
"status": "computed",
"training_scaled_mae": 0.06318387717187642,
"year": "2018"
},
{
"crps": 6.121556392851559,
"direction_accuracy": 0.25,
"direction_brier": 0.5858969907407409,
"distribution_n": 12,
"end": "2019-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.09166666666666666,
"n": 2,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.14416666666666667,
"n": 10,
"observed_rate": 0.7,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.5858969907407409,
"event_ece": 0.6145833333333333,
"mae": 7.030930160041617,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.16666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.584909672681198
},
"pi80": {
"coverage": 0.25,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.4653891734669755
},
"pi95": {
"coverage": 0.25,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 6.2213256515385025
},
"positive_origin_months": 9,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 6.0300105600467795,
"rmse": 8.325899375339255,
"start": "2019-01-25",
"status": "computed",
"training_scaled_mae": 3.3593044101711538,
"year": "2019"
},
{
"crps": 4.733985585809349,
"direction_accuracy": 0.6666666666666666,
"direction_brier": 0.2912789351851853,
"distribution_n": 12,
"end": "2020-12-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.04652777777777777,
"n": 12,
"observed_rate": 0.3333333333333333,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.2912789351851853,
"event_ece": 0.28680555555555554,
"mae": 5.0478407361150675,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.3413559289257999
},
"pi80": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.2443714689280163
},
"pi95": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.807782241081446
},
"positive_origin_months": 4,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 5.578965463128815,
"rmse": 5.483718151654637,
"start": "2020-01-31",
"status": "computed",
"training_scaled_mae": 2.421449507097752,
"year": "2020"
},
{
"crps": 2.346426286508715,
"direction_accuracy": 1.0,
"direction_brier": 0.008553240740740735,
"distribution_n": 12,
"end": "2021-12-31",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.07222222222222223,
"n": 6,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.10833333333333335,
"n": 6,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.008553240740740741,
"event_ece": 0.09027777777777779,
"mae": 2.4646680120625395,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.33391276280968024
},
"pi80": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.7080027339143498
},
"pi95": {
"coverage": 0.08333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 9.605008527972505
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 4.061231335577635,
"rmse": 2.5022556306276007,
"start": "2021-01-29",
"status": "computed",
"training_scaled_mae": 1.1523732041093917,
"year": "2021"
},
{
"crps": 0.6491535626264542,
"direction_accuracy": 1.0,
"direction_brier": 0.0117361111111111,
"distribution_n": 12,
"end": "2022-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.10833333333333335,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.011736111111111112,
"event_ece": 0.10833333333333335,
"mae": 0.7396640703470335,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.25,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.38763150457882006
},
"pi80": {
"coverage": 0.5,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 7.078948754654423
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 12.25480986701389
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.3824783527721327,
"rmse": 0.8727831388456255,
"start": "2022-01-28",
"status": "computed",
"training_scaled_mae": 0.33671361649401454,
"year": "2022"
},
{
"crps": 0.295236553229568,
"direction_accuracy": 1.0,
"direction_brier": 0.0117361111111111,
"distribution_n": 12,
"end": "2023-12-29",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.10833333333333335,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.011736111111111112,
"event_ece": 0.10833333333333335,
"mae": 0.2072041570554315,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.6666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.5960943120534384
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 8.388932687885545
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 12.25480986701389
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.5998238932485276,
"rmse": 0.2480700674186129,
"start": "2023-01-27",
"status": "computed",
"training_scaled_mae": 0.09292981038008169,
"year": "2023"
},
{
"crps": 0.7743371650399383,
"direction_accuracy": 1.0,
"direction_brier": 0.0117361111111111,
"distribution_n": 12,
"end": "2024-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.10833333333333335,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.011736111111111112,
"event_ece": 0.10833333333333335,
"mae": 0.8796773849511736,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.6899660112653997
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 8.388932687885545
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 12.25480986701389
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.8818640684072193,
"rmse": 0.9398658327392565,
"start": "2024-01-26",
"status": "computed",
"training_scaled_mae": 0.3929757785541695,
"year": "2024"
},
{
"crps": 1.3007031573426846,
"direction_accuracy": 1.0,
"direction_brier": 0.0117361111111111,
"distribution_n": 4,
"end": "2025-04-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.10833333333333334,
"n": 4,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.011736111111111112,
"event_ece": 0.10833333333333334,
"mae": 1.5584768647842413,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 4,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 4,
"width": 0.6946178552013215
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 4,
"width": 8.388932687885546
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 4,
"width": 12.25480986701389
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.17544987534955658,
"rmse": 1.559444001286909,
"start": "2025-01-31",
"status": "computed",
"training_scaled_mae": 0.6990144739605852,
"year": "2025"
}
],
"crisis_excluded": {
"crps": 0.5551338659073558,
"direction_accuracy": 1.0,
"direction_brier": 0.0595343137254902,
"distribution_n": 136,
"end": "2025-04-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.1123015873015873,
"n": 42,
"observed_rate": 0.0,
"sparse": false,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.21603535353535352,
"n": 66,
"observed_rate": 0.0,
"sparse": false,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.34696969696969704,
"n": 11,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.42794117647058827,
"n": 17,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.0595343137254902,
"event_ece": 0.221078431372549,
"mae": 0.605711620530483,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.3382681521478064,
"observed_months": 136,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.8879768776953163
},
"n": 136,
"pi50": {
"coverage": 0.3382352941176471,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.10073252985404689,
"observed_months": 136,
"p_value": 0.006,
"repetitions": 1999,
"status": "computed",
"upper95": 0.590993265993266
},
"n": 136,
"width": 1.2027945309263444
},
"pi80": {
"coverage": 0.6544117647058824,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.3251195600191296,
"observed_months": 136,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.9263636363636363
},
"n": 136,
"width": 5.554315705758702
},
"pi95": {
"coverage": 0.8308823529411765,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.5554804804804805,
"observed_months": 136,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 1.0
},
"n": 136,
"width": 7.867251591693058
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.6243660560485713,
"rmse": 0.7450724640606665,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.2792721332751487
},
"full": {
"crps": 1.3600106101478828,
"direction_accuracy": 0.9244186046511628,
"direction_brier": 0.10886870155038758,
"distribution_n": 172,
"end": "2025-04-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.05874999999999999,
"n": 20,
"observed_rate": 0.3,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.11738505747126439,
"n": 58,
"observed_rate": 0.1206896551724138,
"sparse": false,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.21603535353535352,
"n": 66,
"observed_rate": 0.0,
"sparse": false,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.34696969696969704,
"n": 11,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.42794117647058827,
"n": 17,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.10886870155038761,
"event_ece": 0.17655038759689923,
"mae": 1.4935932982021882,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.5320778030680635,
"observed_months": 172,
"p_value": 0.015,
"repetitions": 1999,
"status": "computed",
"upper95": 2.8525540600057098
},
"n": 172,
"pi50": {
"coverage": 0.27906976744186046,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.0755813953488372,
"observed_months": 172,
"p_value": 0.007,
"repetitions": 1999,
"status": "computed",
"upper95": 0.48866279069767415
},
"n": 172,
"width": 1.0389662591801336
},
"pi80": {
"coverage": 0.5348837209302325,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.23255813953488372,
"observed_months": 172,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.8023255813953488
},
"n": 172,
"width": 4.97907032848195
},
"pi95": {
"coverage": 0.6802325581395349,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.4011627906976744,
"observed_months": 172,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.9244186046511628
},
"n": 172,
"width": 7.66020705533352
},
"positive_origin_months": 13,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.377652743765375,
"rmse": 2.7946529778167233,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.704526369662557
},
"horizon": 12,
"model": "persistence",
"nonoverlapping": {
"crps": 1.1785097552666441,
"direction_accuracy": 0.9333333333333333,
"direction_brier": 0.11003240740740744,
"distribution_n": 15,
"end": "2025-01-31",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.06666666666666667,
"n": 2,
"observed_rate": 0.5,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.12333333333333334,
"n": 5,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.21166666666666667,
"n": 5,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3333333333333333,
"n": 1,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": 0.43333333333333335,
"n": 2,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.11003240740740744,
"event_ece": 0.24944444444444444,
"mae": 1.306607348317645,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 15,
"pi50": {
"coverage": 0.26666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 15,
"width": 1.06853294885045
},
"pi80": {
"coverage": 0.5333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 15,
"width": 5.007193069435316
},
"pi95": {
"coverage": 0.7333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 15,
"width": 7.841973197772436
},
"positive_origin_months": 1,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.138715455973058,
"rmse": 2.2053176400332672,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.6125152388641183
},
"series": "PAYEMS",
"split": "locked_historical_holdout",
"vs_historical_mean": {
"crps_improvement": 0.07634896728588456,
"crps_improvement_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.02051390203376142,
"observed_months": 172,
"p_value": 0.007,
"repetitions": 1999,
"status": "computed",
"upper95": 0.13482746034786566
},
"crps_n": 172,
"mae_improvement": 0.10686511538842723,
"mae_improvement_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.04056708948773447,
"observed_months": 172,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.1735429837664093
},
"n": 172,
"relative_mae_improvement": 0.06677156649679901
},
"vs_persistence": {
"crps_improvement": 0.0,
"crps_improvement_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.0,
"observed_months": 172,
"p_value": 1.0,
"repetitions": 1999,
"status": "computed",
"upper95": 0.0
},
"crps_n": 172,
"mae_improvement": 0.0,
"mae_improvement_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.0,
"observed_months": 172,
"p_value": 1.0,
"repetitions": 1999,
"status": "computed",
"upper95": 0.0
},
"n": 172,
"relative_mae_improvement": 0.0
}
},
"horizon": 12,
"information_cutoff": "2026-09-04",
"input": {
"actual": {
"available_from": "2026-09-04",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "8cec189b01372d224991a9fdd7f426e19cba8f57f421b6fe7eb7c6ecda712203",
"series_id": "PAYEMS",
"value": 159075.0
},
"age_days": 34,
"anchor_month": "2026-08",
"baseline": 0.0,
"checksum": "36824f5338b55ca45cd47545c555aaecebcf4d5e1d6883672e1a41d4adab6bc0",
"event": "below",
"input_rows": [
{
"available_from": "2026-09-04",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "8cec189b01372d224991a9fdd7f426e19cba8f57f421b6fe7eb7c6ecda712203",
"series_id": "PAYEMS",
"value": 159075.0
}
],
"metadata": {
"frequency": "Monthly",
"provider": "U.S. Bureau of Labor Statistics",
"release": "Employment Situation",
"seasonal_adjustment": "Seasonally Adjusted",
"title": "All Employees, Total Nonfarm",
"units": "Thousands of Persons"
},
"reference": 0.0,
"threshold": 0.0
},
"latest_actual": {
"available_from": "2026-09-04",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "8cec189b01372d224991a9fdd7f426e19cba8f57f421b6fe7eb7c6ecda712203",
"series_id": "PAYEMS",
"value": 159075.0
},
"limitations": [
"No demonstrated predictive edge; unvalidated event probabilities",
"Day-end archive availability, not intraday publisher timestamp",
"Information set stops at official metadata coverage; no extrapolation through requested cutoff",
"First archive availability is not proven first publisher release",
"Overlapping residuals; no coverage guarantee; no parameter CI or probability uncertainty estimate",
"Calibration uses frozen Phase 3B 90-day labels; new live labels are not yet available",
"Growth horizon is measured from origin month; anchor can precede origin",
"Historical performance is retrospective, not live performance"
],
"model_id": "persistence",
"model_version": "3C.1.0",
"origin_month": "2026-09",
"outcome_definition": "UNRATE target level; other targets annualized log growth from anchor to target, both endpoints in outcome vintage",
"point_forecast": {
"mean": 1.1469773980756224,
"median": 1.588752953920797,
"raw_baseline": 0.0
},
"prediction_intervals": {
"0.5": [
1.2377124183927721,
1.893351371979371
],
"0.8": [
-4.1945698495875465,
4.194362838298
],
"0.95": [
-7.14493928505493,
5.109870581958961
]
},
"predictive_distribution": {
"family": "prequential_empirical",
"mean": 1.1469773980756224,
"median": 1.588752953920797,
"parameter_confidence_interval": null,
"prediction_intervals": {
"0.5": [
1.2377124183927721,
1.893351371979371
],
"0.8": [
-4.1945698495875465,
4.194362838298
],
"0.95": [
-7.14493928505493,
5.109870581958961
]
},
"probability_estimate_uncertainty": null,
"support": [
-13.167786595478871,
-11.386181007685373,
-8.179007332219449,
-7.118424719743022,
-6.254947475654712,
-5.917351203304827,
-5.808377973971324,
-5.755450513767035,
-5.6194476154238115,
-5.6006667038037685,
-5.46793431830591,
-5.271355362412306,
-4.074927014829235,
0.09793178338304113,
0.16078438864456207,
0.1980352563247814,
0.20589887172874774,
0.24504807304584172,
0.29408342935564113,
0.5853042842453325,
0.6426301247869032,
0.8745035280683385,
0.8827889160996395,
0.9322943020588977,
0.9374373659660602,
1.0579110008028463,
1.116035291910175,
1.168784864156971,
1.229604145054958,
1.2296587308787275,
1.2403969808974535,
1.3270989316581816,
1.3343188272539634,
1.353269793542101,
1.3875682150273034,
1.403930774481988,
1.416705077733178,
1.4209583089928612,
1.434405885535871,
1.4417624328263898,
1.4479238044650145,
1.4736141697128722,
1.48162519249934,
1.4883481142174704,
1.492556095043424,
1.4926788162143836,
1.4954121639144096,
1.496154384738506,
1.496953782074078,
1.4999036887544859,
1.5020488672347674,
1.5048332521543768,
1.5157806725680156,
1.5240306800741727,
1.5262387141868416,
1.542820573717415,
1.5588564572764683,
1.5633366911452444,
1.5709822701566247,
1.588198772561423,
1.5893071352801709,
1.5974412268023204,
1.600336057490617,
1.6018328395321133,
1.6147456931725024,
1.6216335637219015,
1.6367584635365657,
1.6459051113597922,
1.6547308489609998,
1.6656282745559896,
1.6671198958081173,
1.6742039902780645,
1.6858771932980365,
1.6987436853301394,
1.7094326907338375,
1.7294384406199133,
1.7326175032871534,
1.734033399415801,
1.7420227723416049,
1.7495366357037174,
1.767641515216628,
1.7693286070039562,
1.7718720182409382,
1.779331411453183,
1.785556819361857,
1.7957128032592307,
1.8509008495195354,
1.8518934212857594,
1.866613764194741,
1.8793636231316053,
1.9353146185226684,
2.0280107477143026,
2.0857338178962608,
2.3317137341608807,
2.416602690483192,
2.5639918841524216,
2.5757379967349894,
2.687962274712498,
3.1132814051577675,
3.1898274454073987,
3.259744767960794,
3.4975984405589644,
3.6462028598005927,
3.753705701714792,
3.9167032366732677,
4.044746318390567,
4.175546744739546,
4.193362379136684,
4.203366970749838,
4.221162358973884,
4.242488903026888,
4.284553271336991,
4.309870746088653,
4.468622081402517,
4.579035928558545,
4.681889645657225,
5.088723971135146,
5.934588404088021,
8.550567602934493,
9.927481656737655
],
"uncertainty_limit": "Predictive residual distribution only; no exchangeability or coverage guarantee"
},
"primary_scoring_vintage": "target month end + 90 days; first archive and later revisions are separate diagnostics",
"record_type": "LIVE_FORECAST",
"requested_information_cutoff": "2026-09-21",
"target_date": "2027-09-30",
"target_definition": {
"event": "below",
"measure": "annualized_log_growth",
"name": "Nonfarm employment growth",
"threshold": 0.0,
"units": "annualized log percent"
},
"target_id": "PAYEMS",
"target_month": "2027-09",
"units": "annualized log percent",
"validation_status": "EXPERIMENTAL"
},
{
"calibration": {
"checksum": "b9bdc52b6f5b3442c188de27708ec0af91deb3942ee19abc9450100356b1583f",
"historical_dataset_id": "14d979068a64284b9b5cc7f1b611bd01a9899675a73303b5f0db955d6a2ba14c",
"historical_run_id": "34d2637c4beed41deb69ddba0f9c5e892fb8592ecd2304e3fe05a5241e5c6018",
"residuals": [
{
"available_at": "2016-01-29",
"cutoff": "2015-07-31",
"error": -0.2999999999999998,
"forecast_id": "1eec739979d9db19607d99ca2bcdc4d8575aead3889dcb133326c10ba1cc3b60",
"label_vintage": "2016-01-29"
},
{
"available_at": "2016-02-28",
"cutoff": "2015-08-28",
"error": -0.2999999999999998,
"forecast_id": "ee159444fd916a2afa900e0ac73d0ec6b1ffb5bbe1aa7f97803f4c935192b62f",
"label_vintage": "2016-02-28"
},
{
"available_at": "2016-03-30",
"cutoff": "2015-09-25",
"error": -0.09999999999999964,
"forecast_id": "4e0fc4fa892c23853546dd3b86b12f6071f9c9504426c25dc3a0aed38f8d304b",
"label_vintage": "2016-03-30"
},
{
"available_at": "2016-04-30",
"cutoff": "2015-10-30",
"error": -0.1999999999999993,
"forecast_id": "e16b5fa79dccf57fcc52e099d7077ff5c9fac387a3d9f89a9733a38e1734207c",
"label_vintage": "2016-04-30"
},
{
"available_at": "2016-05-29",
"cutoff": "2015-11-27",
"error": -0.09999999999999964,
"forecast_id": "d99f8956a665c264fa20030e86342333711f592bb37a4e76920e218aff0d14bc",
"label_vintage": "2016-05-29"
},
{
"available_at": "2016-06-29",
"cutoff": "2015-12-25",
"error": 0.0,
"forecast_id": "4c0267ab5835cc2a53fd1a25f2a8a958bab01c2d5d90154712cb69e855746eb2",
"label_vintage": "2016-06-29"
},
{
"available_at": "2016-07-29",
"cutoff": "2016-01-29",
"error": 0.0,
"forecast_id": "a027b5c6c159187ab41cb06e5a076c92c679719d9d0002746f059f1ec05388ca",
"label_vintage": "2016-07-29"
},
{
"available_at": "2016-08-29",
"cutoff": "2016-02-26",
"error": -0.20000000000000018,
"forecast_id": "2a8fec2e951a16a37bdd8c08712c58d36c90d4edbb5fca192d75ab8e9c7101b8",
"label_vintage": "2016-08-29"
},
{
"available_at": "2016-09-28",
"cutoff": "2016-03-25",
"error": 0.0,
"forecast_id": "136cee5678f7a4df10f1b95aee3d9e709030a294c21eb12339acff817bdf73d2",
"label_vintage": "2016-09-28"
},
{
"available_at": "2016-10-29",
"cutoff": "2016-04-29",
"error": -0.09999999999999964,
"forecast_id": "17fa873efd676cffac9e88eb9618afc4aed252fa27cfdca1e847e057ae67aa17",
"label_vintage": "2016-10-29"
},
{
"available_at": "2016-11-29",
"cutoff": "2016-05-27",
"error": -0.09999999999999964,
"forecast_id": "bccbae5f5d253307801cbce6bfdfd1ee030bad34d8cea271de81cfca228155a5",
"label_vintage": "2016-11-29"
},
{
"available_at": "2016-12-29",
"cutoff": "2016-06-24",
"error": 0.2999999999999998,
"forecast_id": "d03f2c166f65db8e81f40bbf50c204679c79b6325d9c58496bd0913c4f082f45",
"label_vintage": "2016-12-29"
},
{
"available_at": "2017-01-29",
"cutoff": "2016-07-29",
"error": -0.10000000000000053,
"forecast_id": "154bafac14adcb0416c941896f54d1883e61caa684fe0be0e4963e91c3079ee0",
"label_vintage": "2017-01-29"
},
{
"available_at": "2017-02-28",
"cutoff": "2016-08-26",
"error": -0.3000000000000007,
"forecast_id": "56bf991f4da0186288c5a91bfffa36c71ebcfd4b53eea417c77ab6138c10efdf",
"label_vintage": "2017-02-28"
},
{
"available_at": "2017-03-31",
"cutoff": "2016-09-30",
"error": -0.20000000000000018,
"forecast_id": "1448d159fef5cdf47bf3e4a1705196d43aa84422a7a267b1993c9eaeaa51db26",
"label_vintage": "2017-03-31"
},
{
"available_at": "2017-05-01",
"cutoff": "2016-10-28",
"error": -0.20000000000000018,
"forecast_id": "729e8d59fa88459b7f85087d6dcd9e93d8b40952228c92c9e8a5215286388725",
"label_vintage": "2017-05-01"
},
{
"available_at": "2017-05-29",
"cutoff": "2016-11-25",
"error": -0.20000000000000018,
"forecast_id": "6ccb1238f0573d29e0990cba681f0175131cadacb4b919adbd6e143b43986bf9",
"label_vintage": "2017-05-29"
},
{
"available_at": "2017-06-29",
"cutoff": "2016-12-30",
"error": -0.09999999999999964,
"forecast_id": "de1990dcfd1fee42882559893b70e1a0ca2f158b29f8db652bdea8cfef20e5e8",
"label_vintage": "2017-06-29"
},
{
"available_at": "2017-07-29",
"cutoff": "2017-01-27",
"error": -0.2999999999999998,
"forecast_id": "89c766fd3e9f255c788222bfdec43a6cf876ffeff601cf73a2d61d2cd4eca17d",
"label_vintage": "2017-07-29"
},
{
"available_at": "2017-08-29",
"cutoff": "2017-02-24",
"error": -0.5,
"forecast_id": "6283da28831dea32e837d5cc1e5b3a0887cc623ad1f0377d8bd027dff93b5872",
"label_vintage": "2017-08-29"
},
{
"available_at": "2017-09-28",
"cutoff": "2017-03-31",
"error": -0.2999999999999998,
"forecast_id": "445a9fef5fde86dc92fe97599364c51148cd07933f82b238327c77fba24851da",
"label_vintage": "2017-09-28"
},
{
"available_at": "2017-10-29",
"cutoff": "2017-04-28",
"error": -0.20000000000000018,
"forecast_id": "97bcd03b737b965349438dfb1ab3111f42ae54a9e15f9dbad9bfb4d2d4281cad",
"label_vintage": "2017-10-29"
},
{
"available_at": "2017-11-29",
"cutoff": "2017-05-26",
"error": 0.0,
"forecast_id": "67df892060e2ba7630cda4201f5a55c5e55442acd9e71c73814d7ad2fde0a92c",
"label_vintage": "2017-11-29"
},
{
"available_at": "2017-12-29",
"cutoff": "2017-06-30",
"error": -0.09999999999999964,
"forecast_id": "67295aac6213a1884228bb405caf12f342fe528f5d57fe93457fe0c4eb20ff9b",
"label_vintage": "2017-12-29"
},
{
"available_at": "2018-01-29",
"cutoff": "2017-07-28",
"error": -0.3000000000000007,
"forecast_id": "814330f07c6c00fc2b9dfeaa4eeee28001dab554f9429916b8be91197f777b99",
"label_vintage": "2018-01-29"
},
{
"available_at": "2018-02-28",
"cutoff": "2017-08-25",
"error": -0.20000000000000018,
"forecast_id": "8ad76a4b6419c64327c026a1462ede341e0c51e1373ad47f176001381b126944",
"label_vintage": "2018-02-28"
},
{
"available_at": "2018-03-31",
"cutoff": "2017-09-29",
"error": -0.3000000000000007,
"forecast_id": "c2337f57db8553d7e336958d548338dc35f0c7b47691a19eff253b2feef66dae",
"label_vintage": "2018-03-31"
},
{
"available_at": "2018-05-01",
"cutoff": "2017-10-27",
"error": -0.10000000000000053,
"forecast_id": "3fa4838e62ed1ffd511ccfeab079ecea87f329a23d46ba6b6b15658ddfd297a9",
"label_vintage": "2018-05-01"
},
{
"available_at": "2018-05-29",
"cutoff": "2017-11-24",
"error": 0.0,
"forecast_id": "36a68fe8037ce1e391ced0ee8ddfd325922623246770311496d1075351321805",
"label_vintage": "2018-05-29"
},
{
"available_at": "2018-06-29",
"cutoff": "2017-12-29",
"error": 0.0,
"forecast_id": "eb13d468d2d66580cb9d8c3a425db63e76af8751ffdb1d4bca9f6cfbd9bf8ff6",
"label_vintage": "2018-06-29"
},
{
"available_at": "2018-07-29",
"cutoff": "2018-01-26",
"error": -0.19999999999999973,
"forecast_id": "947709e86a16ddceb6624d34d596887a28e69b33b354c110d9b6d9fb0f62edb2",
"label_vintage": "2018-07-29"
},
{
"available_at": "2018-08-29",
"cutoff": "2018-02-23",
"error": -0.2999999999999998,
"forecast_id": "d227e94b8b4851f5d26794c120e08474b0cde10944a9b0fe1b7d24b1f0350e28",
"label_vintage": "2018-08-29"
},
{
"available_at": "2018-09-28",
"cutoff": "2018-03-30",
"error": -0.09999999999999964,
"forecast_id": "9fb80eb1ec170a994847c0ada8844f5af70ed08dc425ee34265e1bc86349ed66",
"label_vintage": "2018-09-28"
},
{
"available_at": "2018-10-29",
"cutoff": "2018-04-27",
"error": -0.19999999999999973,
"forecast_id": "5431f2a7f8b6c2ef761837d4bdb8faa363f700387bd64e5bf9765501763554f6",
"label_vintage": "2018-10-29"
},
{
"available_at": "2018-11-29",
"cutoff": "2018-05-25",
"error": 0.0,
"forecast_id": "5daa5425a382e0bceb8566dd44b03f4a261936477e2a395c1136e6acd0131a7e",
"label_vintage": "2018-11-29"
},
{
"available_at": "2018-12-29",
"cutoff": "2018-06-29",
"error": -0.09999999999999964,
"forecast_id": "d66d2ae36282b7aa50aef16025ba947c72911f753ccff815930a07ba9dc8c077",
"label_vintage": "2018-12-29"
},
{
"available_at": "2019-01-29",
"cutoff": "2018-07-27",
"error": -0.20000000000000018,
"forecast_id": "cf3cbd19dfb1fedacfceee9755fbf6fc1d2919eaeaf9bc46ec94e93c60d9e3d9",
"label_vintage": "2019-01-29"
},
{
"available_at": "2019-02-28",
"cutoff": "2018-08-31",
"error": -0.19999999999999973,
"forecast_id": "885d1ac30ee05615ec9712dd0da9d1751e1336dcccda815c16809e6864141a90",
"label_vintage": "2019-02-28"
},
{
"available_at": "2019-03-31",
"cutoff": "2018-09-28",
"error": 0.0,
"forecast_id": "a47770c685659428391812980162c896352d21a54e9874e760d8e06da56642e5",
"label_vintage": "2019-03-31"
},
{
"available_at": "2019-05-01",
"cutoff": "2018-10-26",
"error": 0.2999999999999998,
"forecast_id": "aee3138429ee09201704867434d3b06693b07ec3b18b027bf863bf82f509336f",
"label_vintage": "2019-05-01"
},
{
"available_at": "2019-05-29",
"cutoff": "2018-11-30",
"error": 0.09999999999999964,
"forecast_id": "31bb771be857699ffa7d4faebacb0a3b61aadcfe8b955961845fc901e3803a0f",
"label_vintage": "2019-05-29"
},
{
"available_at": "2019-06-29",
"cutoff": "2018-12-28",
"error": 0.09999999999999964,
"forecast_id": "04c1131d441b4a40e75026d168f12268605ea568cd0cdd630a0980795854ec68",
"label_vintage": "2019-06-29"
},
{
"available_at": "2019-07-29",
"cutoff": "2019-01-25",
"error": -0.2999999999999998,
"forecast_id": "05d64f83eff5e3f300371fcf8a30a770f8096c3b116654b54458a68fe2497a3d",
"label_vintage": "2019-07-29"
},
{
"available_at": "2019-08-29",
"cutoff": "2019-02-22",
"error": -0.3999999999999999,
"forecast_id": "34453aefd569c0c03c1ad5b4d78fae032663efb0d071134314221402bf63bbf7",
"label_vintage": "2019-08-29"
},
{
"available_at": "2019-09-28",
"cutoff": "2019-03-29",
"error": -0.09999999999999964,
"forecast_id": "dab66621b3b8d7f22f14c834e901c869280d533bf34f892a42fe9018a7fb1fd9",
"label_vintage": "2019-09-28"
},
{
"available_at": "2019-10-29",
"cutoff": "2019-04-26",
"error": -0.09999999999999964,
"forecast_id": "d907990d6eb84d82fbd8cb195c880d1b91e492ddbb9faf44ba403a4f2378afdd",
"label_vintage": "2019-10-29"
},
{
"available_at": "2019-11-29",
"cutoff": "2019-05-31",
"error": 0.10000000000000009,
"forecast_id": "aa3a224a6438a9e2c2697d580af62876cd37981facb219c333c699948109d588",
"label_vintage": "2019-11-29"
},
{
"available_at": "2019-12-29",
"cutoff": "2019-06-28",
"error": -0.10000000000000009,
"forecast_id": "7b2343f169e0ebd80c89abf790f44f82cd52e493bc74022b8377abb78ed303fd",
"label_vintage": "2019-12-29"
},
{
"available_at": "2020-01-29",
"cutoff": "2019-07-26",
"error": -0.10000000000000009,
"forecast_id": "8281e6ab40cb438491ae7ee8c2662dc64f788a090abaf35ab95be6d367696950",
"label_vintage": "2020-01-29"
},
{
"available_at": "2020-02-28",
"cutoff": "2019-08-30",
"error": -0.20000000000000018,
"forecast_id": "fc5e31dc6d326ff02880a4286c4c00cd0a5610cf4ddf31eb34f8c62d09df8f3e",
"label_vintage": "2020-02-28"
},
{
"available_at": "2020-03-30",
"cutoff": "2019-09-27",
"error": -0.20000000000000018,
"forecast_id": "2b0aecdc56766d84197a81cebb4d5529f45ed06957ad62abeb0bbc7a49cd4c03",
"label_vintage": "2020-03-30"
},
{
"available_at": "2020-04-30",
"cutoff": "2019-10-25",
"error": 0.10000000000000009,
"forecast_id": "df3886c36059fd0ec91a459b91ce98e656562743728331c9232342c91aacc725",
"label_vintage": "2020-04-30"
},
{
"available_at": "2020-05-29",
"cutoff": "2019-11-29",
"error": -0.10000000000000009,
"forecast_id": "e704c582ce25b368a9623cd02a7ba50799995b554bad0b35bd3b246f1a803215",
"label_vintage": "2020-05-29"
},
{
"available_at": "2020-06-29",
"cutoff": "2019-12-27",
"error": 0.9000000000000004,
"forecast_id": "fb38bcf901fc2361403ffb68a03ba367e1eed3293c7b8b769a5ce86c2af181c2",
"label_vintage": "2020-06-29"
},
{
"available_at": "2020-07-29",
"cutoff": "2020-01-31",
"error": 11.2,
"forecast_id": "02fe092d33cd3f987e8ca0468715f71f2ce0a12ce91a2152a9b7fb79b38f4887",
"label_vintage": "2020-07-29"
},
{
"available_at": "2020-08-29",
"cutoff": "2020-02-28",
"error": 9.700000000000001,
"forecast_id": "f8f63d56da0c8fc515711db8139eab8c3069e63b39e61ebd4781f0705144630a",
"label_vintage": "2020-08-29"
},
{
"available_at": "2020-09-28",
"cutoff": "2020-03-27",
"error": 7.6,
"forecast_id": "cc7d83c16d93cbdf9de507ffb5bd216263029c842110cb919f9b7147baca2ca5",
"label_vintage": "2020-09-28"
},
{
"available_at": "2020-10-29",
"cutoff": "2020-04-24",
"error": 5.799999999999999,
"forecast_id": "f9bc4dca8d423b6fdfdbd93d74cc8f92eabe96bc5c0849decd44d00c32c62c99",
"label_vintage": "2020-10-29"
},
{
"available_at": "2020-11-29",
"cutoff": "2020-05-29",
"error": -6.299999999999999,
"forecast_id": "02248240cc517ee48c313b2444525ee53d23edadcb31aad3ca9c9f0e8289a8d9",
"label_vintage": "2020-11-29"
},
{
"available_at": "2020-12-29",
"cutoff": "2020-06-26",
"error": -5.4,
"forecast_id": "66fcf6a67dffad5d45d6700a0f7b68126a5d5a2bab736a1b0c26e0f13727f35c",
"label_vintage": "2020-12-29"
},
{
"available_at": "2021-01-29",
"cutoff": "2020-07-31",
"error": -4.199999999999999,
"forecast_id": "86b47721cc7e85ba020cba6aa531f9c1d9e71360de0286acb9e0744256e42d70",
"label_vintage": "2021-01-29"
},
{
"available_at": "2021-02-28",
"cutoff": "2020-08-28",
"error": -3.499999999999999,
"forecast_id": "725178bfeb8dbc80a85c8150228bafbe0f201136c0d37f17ca68b2116b72fc5e",
"label_vintage": "2021-02-28"
},
{
"available_at": "2021-03-31",
"cutoff": "2020-09-25",
"error": -1.7000000000000002,
"forecast_id": "74ef4d9c0637adef416361b1e1eef02b6c87ac24eb6975c7dd81e2f80ff26bf2",
"label_vintage": "2021-03-31"
},
{
"available_at": "2021-05-01",
"cutoff": "2020-10-30",
"error": -1.6000000000000005,
"forecast_id": "955463e7355a226e7bed25655afe45040d739810581cdcd9691b7031a64b1d17",
"label_vintage": "2021-05-01"
},
{
"available_at": "2021-05-29",
"cutoff": "2020-11-27",
"error": -0.7000000000000002,
"forecast_id": "cc325bc2bf54e5bced263ac59161b0ca321680ebc1f2471327080a4b6171655b",
"label_vintage": "2021-05-29"
},
{
"available_at": "2021-06-29",
"cutoff": "2020-12-25",
"error": -0.7000000000000002,
"forecast_id": "a8e67c3a6a60102d3b85585a09b940d0d79694b6cdafbc8a3e199243c31b20f0",
"label_vintage": "2021-06-29"
},
{
"available_at": "2021-07-29",
"cutoff": "2021-01-29",
"error": -0.6000000000000005,
"forecast_id": "76cb60358b341429dcd55f8dde1eb1aac7afcc48fbdb214e96bae1db1ec98f35",
"label_vintage": "2021-07-29"
},
{
"available_at": "2021-08-29",
"cutoff": "2021-02-26",
"error": -0.5,
"forecast_id": "1de47fb4777f8bd9667bf8a23f0810b4a7074bf611d8b2bc28891f9f71d87d5a",
"label_vintage": "2021-08-29"
},
{
"available_at": "2021-09-28",
"cutoff": "2021-03-26",
"error": -0.2999999999999998,
"forecast_id": "a95ee71c72df79f336aadcc64e9e638e860fa033f62222bd7f86664c49bc00db",
"label_vintage": "2021-09-28"
},
{
"available_at": "2021-10-29",
"cutoff": "2021-04-30",
"error": -0.5999999999999996,
"forecast_id": "5e52abe0d8913557862bd808b236f5996b5773fb08d70784b8942fbe0ec6a60c",
"label_vintage": "2021-10-29"
},
{
"available_at": "2021-11-29",
"cutoff": "2021-05-28",
"error": -0.8999999999999995,
"forecast_id": "931ddddfd11f7fb40a53b8b0f83a2b35bcce636995e479d5d09b18519f711ee6",
"label_vintage": "2021-11-29"
},
{
"available_at": "2021-12-29",
"cutoff": "2021-06-25",
"error": -1.0,
"forecast_id": "e23d11e2ee7ee62fb4af9e6968e09a77e1bdc661661bc02e60307a2355eb64cb",
"label_vintage": "2021-12-29"
},
{
"available_at": "2022-01-29",
"cutoff": "2021-07-30",
"error": -1.3000000000000007,
"forecast_id": "5495086f59517ecf0353cc9fb452ae6dfba66f152af96aaf73971ec5989ea8d4",
"label_vintage": "2022-01-29"
},
{
"available_at": "2022-02-28",
"cutoff": "2021-08-27",
"error": -1.2000000000000002,
"forecast_id": "815c6e933284541a5028098ac96997525836307c113d8337323d63521b0703e0",
"label_vintage": "2022-02-28"
},
{
"available_at": "2022-03-31",
"cutoff": "2021-09-24",
"error": -1.3000000000000003,
"forecast_id": "bf9d40578caf5b14709ebc7d3072ef15261ea3faa5bf8736d8e617e18e10c117",
"label_vintage": "2022-03-31"
},
{
"available_at": "2022-05-01",
"cutoff": "2021-10-29",
"error": -0.7999999999999998,
"forecast_id": "d998097c229c4104f65afbbcdfde1f044e8ee6dcd5fdc9402b8bd1bd65ab4aaa",
"label_vintage": "2022-05-01"
},
{
"available_at": "2022-05-29",
"cutoff": "2021-11-26",
"error": -0.7999999999999998,
"forecast_id": "f1fb6dc6fd01529ee407a9b9e785e58754ece83f8308ac426c7c3f7666fb5167",
"label_vintage": "2022-05-29"
},
{
"available_at": "2022-06-29",
"cutoff": "2021-12-31",
"error": -0.6000000000000001,
"forecast_id": "0a3d8a2effd6a65aa75e8a531466d1e20fdfc81255ed572521d20249d43611cf",
"label_vintage": "2022-06-29"
},
{
"available_at": "2022-07-29",
"cutoff": "2022-01-28",
"error": -0.2999999999999998,
"forecast_id": "d0859db2fa63fcf70ae42af388190dab88413b2b02c37745f874baa27c1613c5",
"label_vintage": "2022-07-29"
},
{
"available_at": "2022-08-29",
"cutoff": "2022-02-25",
"error": -0.3999999999999999,
"forecast_id": "bc553bd7f9b6ba73479d0fb6ad2af85d68a933b1f3de6124a43ad9a28567b1e7",
"label_vintage": "2022-08-29"
},
{
"available_at": "2022-09-28",
"cutoff": "2022-03-25",
"error": -0.19999999999999973,
"forecast_id": "757b3aa1b10deee29542af637572a7abbf76b486ac0e42c146a116a04805663c",
"label_vintage": "2022-09-28"
},
{
"available_at": "2022-10-29",
"cutoff": "2022-04-29",
"error": -0.10000000000000009,
"forecast_id": "f59b2137c7b3a5b60d7d010f1440be430e3d7979e9842ddc6292ebcc6a2b3249",
"label_vintage": "2022-10-29"
},
{
"available_at": "2022-11-29",
"cutoff": "2022-05-27",
"error": 0.10000000000000009,
"forecast_id": "1ea62081b9a5e2c2d040fe436f9e54d5432e9e284cfbbe190af7b9fd72941923",
"label_vintage": "2022-11-29"
},
{
"available_at": "2022-12-29",
"cutoff": "2022-06-24",
"error": -0.10000000000000009,
"forecast_id": "7916d9742dbd453981d5e6c8ac2e9a02f50b1fc4c1d7cb1f2692449704965b6d",
"label_vintage": "2022-12-29"
},
{
"available_at": "2023-01-29",
"cutoff": "2022-07-29",
"error": 0.10000000000000009,
"forecast_id": "4ddeedcdde48ba852b774ec7df0ba1068655c15e3dde3b24ac4e74f65c26282e",
"label_vintage": "2023-01-29"
},
{
"available_at": "2023-02-28",
"cutoff": "2022-08-26",
"error": 0.10000000000000009,
"forecast_id": "fb200d8d1f364d6f54f7fbe8ee6224712d31650d20fefba8f07814df0d33eeb5",
"label_vintage": "2023-02-28"
},
{
"available_at": "2023-03-31",
"cutoff": "2022-09-30",
"error": -0.20000000000000018,
"forecast_id": "f77aace4f0e9c61585159d9e905fdc120187403b84ce0b10d565e6e7e09437ec",
"label_vintage": "2023-03-31"
},
{
"available_at": "2023-05-01",
"cutoff": "2022-10-28",
"error": -0.10000000000000009,
"forecast_id": "bfff8ed0c13f73e91e8fc53644d878bf49d81a8ad558aa6ff582374286444d2d",
"label_vintage": "2023-05-01"
},
{
"available_at": "2023-05-29",
"cutoff": "2022-11-25",
"error": -0.10000000000000009,
"forecast_id": "35e976b51323e61eb6d7c03b1255f322ccc5d78d9bb436856475548049ad4600",
"label_vintage": "2023-05-29"
},
{
"available_at": "2023-06-29",
"cutoff": "2022-12-30",
"error": -0.20000000000000018,
"forecast_id": "1eca97138679dfd34b05e6335093f8f20ef2ef14f60a436bcdd39e01659e419d",
"label_vintage": "2023-06-29"
},
{
"available_at": "2023-07-29",
"cutoff": "2023-01-27",
"error": -0.10000000000000009,
"forecast_id": "5cdf2a60cc80c354f50152e150a052e710183bb683ababf960a2e7c10164ac88",
"label_vintage": "2023-07-29"
},
{
"available_at": "2023-08-29",
"cutoff": "2023-02-24",
"error": 0.30000000000000027,
"forecast_id": "f8af90fb76c287d062d1540666bd5baf8f5a052e4d1148ea3da64616c39b2fff",
"label_vintage": "2023-08-29"
},
{
"available_at": "2023-09-28",
"cutoff": "2023-03-31",
"error": 0.0,
"forecast_id": "056b0cc307afba53059de7ae576a30fa4d08d9c74d8759e796e950c1248a02a1",
"label_vintage": "2023-09-28"
},
{
"available_at": "2023-10-29",
"cutoff": "2023-04-28",
"error": 0.0,
"forecast_id": "82998819e617429fe17e78a4676a456132b95cf8ee96536f27df9cfd76a88796",
"label_vintage": "2023-10-29"
},
{
"available_at": "2023-11-29",
"cutoff": "2023-05-26",
"error": 0.3999999999999999,
"forecast_id": "c019f9a317cac4c8a75b3b29a7b93bfa8a7afbb8831149b0bea4ca8464cc5d62",
"label_vintage": "2023-11-29"
},
{
"available_at": "2023-12-29",
"cutoff": "2023-06-30",
"error": 0.09999999999999964,
"forecast_id": "8513d35d876e6b9e1645821b76c30b8f5b272674b2797b30746009c89ce92c19",
"label_vintage": "2023-12-29"
},
{
"available_at": "2024-01-29",
"cutoff": "2023-07-28",
"error": 0.19999999999999973,
"forecast_id": "56f90c4ff741c1bae490d2f2dd353ce4a6b7b510fb8f2d11f3bd7a25c8bf18ab",
"label_vintage": "2024-01-29"
},
{
"available_at": "2024-02-28",
"cutoff": "2023-08-25",
"error": 0.20000000000000018,
"forecast_id": "bb65aded1f4ae65b992ba1cb41d3f8358d729efc82bdba7b118a98773b13e36c",
"label_vintage": "2024-02-28"
},
{
"available_at": "2024-03-30",
"cutoff": "2023-09-29",
"error": -0.09999999999999964,
"forecast_id": "4cf114e4e418b4f05725853d0387f927fcc38cd9c19144f4bf22a4f323b54f1c",
"label_vintage": "2024-03-30"
},
{
"available_at": "2024-04-30",
"cutoff": "2023-10-27",
"error": -0.09999999999999964,
"forecast_id": "9f274146f6116a2d2c4215f18e8988016eb0a4d3f5772f8caa3cf3bc9839192a",
"label_vintage": "2024-04-30"
},
{
"available_at": "2024-05-29",
"cutoff": "2023-11-24",
"error": 0.0,
"forecast_id": "78975979ea48252fdc71f3d14a4f76632a123d6fb7d3d21bf22e30a527757c98",
"label_vintage": "2024-05-29"
},
{
"available_at": "2024-06-29",
"cutoff": "2023-12-29",
"error": 0.09999999999999964,
"forecast_id": "94214ccd60874f4b4a8674af4d43d7a48282cebb11c87740e9fc467ec972038b",
"label_vintage": "2024-06-29"
},
{
"available_at": "2024-07-29",
"cutoff": "2024-01-26",
"error": 0.19999999999999973,
"forecast_id": "5655daaeed737c0e52dce468b0425d97437094c63c0e8c07e29c57b6f1a8a73e",
"label_vintage": "2024-07-29"
},
{
"available_at": "2024-08-29",
"cutoff": "2024-02-23",
"error": 0.2999999999999998,
"forecast_id": "2ec81efd847cc63267b4c4af1c4f3bf1c59a3a11d88fdc5401149521398e97eb",
"label_vintage": "2024-08-29"
},
{
"available_at": "2024-09-28",
"cutoff": "2024-03-29",
"error": 0.19999999999999973,
"forecast_id": "859a05f447e04454495d89b83fe1017e44d82c7ef73e314f5333f73524742a71",
"label_vintage": "2024-09-28"
},
{
"available_at": "2024-10-29",
"cutoff": "2024-04-26",
"error": 0.5,
"forecast_id": "73f523384c5cd4e5474678207b23b7ae79e2024dd000cdc03343f2ed46b416a9",
"label_vintage": "2024-10-29"
},
{
"available_at": "2024-11-29",
"cutoff": "2024-05-31",
"error": 0.30000000000000027,
"forecast_id": "7d0392e75989f7b1f95d6b5b620b30d5b1800e70dcb41720baa4e58813ca911c",
"label_vintage": "2024-11-29"
},
{
"available_at": "2024-12-29",
"cutoff": "2024-06-28",
"error": 0.09999999999999964,
"forecast_id": "bae77dc569f2048584d3b8593a65371af11f4c618d78fc1e0f4ab011b551d36c",
"label_vintage": "2024-12-29"
},
{
"available_at": "2025-01-29",
"cutoff": "2024-07-26",
"error": 0.0,
"forecast_id": "545d5908fb1d1cd14b0560ed2eed7ef7069a70396fce37bceb2f3633e5c9aaf7",
"label_vintage": "2025-01-29"
},
{
"available_at": "2025-02-28",
"cutoff": "2024-08-30",
"error": -0.09999999999999964,
"forecast_id": "a4a1e1b620dc93c6bbaa3a804249dd9fc2ad130a5f614809d9558225653f5e4b",
"label_vintage": "2025-02-28"
},
{
"available_at": "2025-03-31",
"cutoff": "2024-09-27",
"error": -0.10000000000000053,
"forecast_id": "7db41dcf1054155e0d20cd66cee4faf86fdaf0c17abbce675c899f8f4e8e1efe",
"label_vintage": "2025-03-31"
},
{
"available_at": "2025-05-01",
"cutoff": "2024-10-25",
"error": -0.09999999999999964,
"forecast_id": "d27d1aff095e7c64d86f682adb00aa55bffb376fb2753f7197cd70aaabd3093a",
"label_vintage": "2025-05-01"
},
{
"available_at": "2025-05-29",
"cutoff": "2024-11-29",
"error": 0.0,
"forecast_id": "1e510ac2628aad523078568b74af959ed6279b638afb0b9869148eff604b49cc",
"label_vintage": "2025-05-29"
},
{
"available_at": "2025-06-29",
"cutoff": "2024-12-27",
"error": 0.0,
"forecast_id": "ed2ea91d7c94a6bd4e49eb4012168ba250651b85a896aca3c751e6a98981c20a",
"label_vintage": "2025-06-29"
},
{
"available_at": "2025-07-29",
"cutoff": "2025-01-31",
"error": 0.10000000000000053,
"forecast_id": "ed6911ba8c70a6bc9cb246bf5d37407bb92c7b117621d9f2417dffee631403d7",
"label_vintage": "2025-07-29"
},
{
"available_at": "2025-08-29",
"cutoff": "2025-02-28",
"error": 0.20000000000000018,
"forecast_id": "f57737d6b1248d95fc3a6eb6203884b199ae466365298c96227c5d1ce394a415",
"label_vintage": "2025-08-29"
},
{
"available_at": "2025-09-28",
"cutoff": "2025-03-28",
"error": 0.0,
"forecast_id": "4544d2898d8a5ab9e8efc441124611f6abe0bf23159263649f90ff8d8889b4ca",
"label_vintage": "2025-09-28"
},
{
"available_at": "2025-10-29",
"cutoff": "2025-04-25",
"error": 0.0,
"forecast_id": "18197941b80c758867bad33fc63e1603c4c04d5e1398059e713b4c1c683d0c19",
"label_vintage": "2025-10-29"
},
{
"available_at": "2025-11-29",
"cutoff": "2025-05-30",
"error": 0.09999999999999964,
"forecast_id": "2c48cb0da5009b03155fb08e52bc10fee509de801d2d16c4097f0fb5ddc4c298",
"label_vintage": "2025-11-29"
},
{
"available_at": "2025-12-29",
"cutoff": "2025-06-27",
"error": 0.20000000000000018,
"forecast_id": "f21b3d8fc4b69a03c19190929ea157a180080ede7d90bb702f9736d69ffb6b2e",
"label_vintage": "2025-12-29"
}
],
"window": 120
},
"code_archive": "d3761caf4c6d20c77837e99322de4b1f6796d3b3d4ddaf43939a59e4cf96e161",
"code_commit": "46d71379d293a8d92309f458f55e6dce405a63c6",
"created_at": "2026-09-22T12:09:55.683270+00:00",
"data_quality": {
"alfred_available_from": "2026-09-04",
"metadata_verified_through": "2026-09-04",
"observation_age_days": 51,
"publisher_release_date_verified": false,
"release_date": null,
"status": "LAST_VERIFIED_SNAPSHOT",
"unproven_metadata_after_cutoff": true
},
"dataset_id": "df57cfeeec5c8ca4e973868a12248e2bd6166c569c2c97979d9564b24e1cb07e",
"event_probabilities": {
"direction_reference": 4.1,
"down": 0.6166666666666667,
"equal": 0.13333333333333333,
"relation": "above",
"threshold": 4.6,
"threshold_event": 0.041666666666666664,
"up": 0.25
},
"feature_version": "none-0",
"forecast_id": "ec71f09ccf39c8bb320b33b46d676870574aeb2388179fe8b6cbb763122463cb",
"historical_oos": {
"annual": [
{
"crps": 0.2929594907407405,
"direction_accuracy": 0.6666666666666666,
"direction_brier": 0.2273553240740741,
"distribution_n": 12,
"end": "2011-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.19166666666666668,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.03673611111111112,
"event_ece": 0.19166666666666668,
"mae": 0.36666666666666625,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.4166666666666667,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.5916666666666662
},
"pi80": {
"coverage": 0.5,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.2000000000000006
},
"pi95": {
"coverage": 0.75,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.062291666666665
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.36666666666666625,
"rmse": 0.43397388554305083,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 1.0724778046811931,
"year": "2011"
},
{
"crps": 0.1638836805555557,
"direction_accuracy": 0.8333333333333334,
"direction_brier": 0.19524305555555554,
"distribution_n": 12,
"end": "2012-12-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.1645833333333333,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.027204861111111103,
"event_ece": 0.1645833333333333,
"mae": 0.2166666666666671,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.5833333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.47499999999999926
},
"pi80": {
"coverage": 0.8333333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.1250000000000009
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.244791666666665
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.2166666666666671,
"rmse": 0.26457513110645925,
"start": "2012-01-27",
"status": "computed",
"training_scaled_mae": 0.6334440753045417,
"year": "2012"
},
{
"crps": 0.22634143518518512,
"direction_accuracy": 1.0,
"direction_brier": 0.12620949074074075,
"distribution_n": 12,
"end": "2013-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.15624999999999997,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.024427083333333335,
"event_ece": 0.15624999999999997,
"mae": 0.31250000000000017,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.25,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.4041666666666665
},
"pi80": {
"coverage": 0.75,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.110000000000001
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.3024999999999984
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.36666666666666664,
"rmse": 0.3388091891709355,
"start": "2013-01-25",
"status": "computed",
"training_scaled_mae": 0.912790697674419,
"year": "2013"
},
{
"crps": 0.20371180555555557,
"direction_accuracy": 1.0,
"direction_brier": 0.10562500000000002,
"distribution_n": 12,
"end": "2014-12-26",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.14999999999999997,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.022499999999999996,
"event_ece": 0.14999999999999997,
"mae": 0.2750000000000002,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.3333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.4250000000000002
},
"pi80": {
"coverage": 0.75,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.1350000000000011
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.302499999999999
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.375,
"rmse": 0.2986078811194822,
"start": "2014-01-31",
"status": "computed",
"training_scaled_mae": 0.807119963369964,
"year": "2014"
},
{
"crps": 0.11467766203703707,
"direction_accuracy": 1.0,
"direction_brier": 0.10562500000000002,
"distribution_n": 12,
"end": "2015-12-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.14999999999999997,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.022499999999999996,
"event_ece": 0.14999999999999997,
"mae": 0.12499999999999978,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.4250000000000012
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.2100000000000009
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.3024999999999984
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.20833333333333326,
"rmse": 0.1499999999999994,
"start": "2015-01-30",
"status": "computed",
"training_scaled_mae": 0.36488600804649024,
"year": "2015"
},
{
"crps": 0.11607638888888895,
"direction_accuracy": 0.9166666666666666,
"direction_brier": 0.13434606481481484,
"distribution_n": 12,
"end": "2016-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.14999999999999997,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.022499999999999996,
"event_ece": 0.14999999999999997,
"mae": 0.12916666666666643,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.43125000000000147
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.2100000000000009
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.3024999999999984
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.15000000000000005,
"rmse": 0.17260262647673286,
"start": "2016-01-29",
"status": "computed",
"training_scaled_mae": 0.3780626467136144,
"year": "2016"
},
{
"crps": 0.12576099537037042,
"direction_accuracy": 1.0,
"direction_brier": 0.10080439814814814,
"distribution_n": 12,
"end": "2017-12-29",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.14999999999999997,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.022499999999999996,
"event_ece": 0.14999999999999997,
"mae": 0.15416666666666642,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.4854166666666669
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.2100000000000009
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.3024999999999984
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.1916666666666668,
"rmse": 0.18314384146529875,
"start": "2017-01-27",
"status": "computed",
"training_scaled_mae": 0.4558909303003784,
"year": "2017"
},
{
"crps": 0.13001793981481477,
"direction_accuracy": 0.75,
"direction_brier": 0.20456597222222225,
"distribution_n": 12,
"end": "2018-12-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.1409722222222222,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.020028935185185184,
"event_ece": 0.1409722222222222,
"mae": 0.1500000000000001,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.75,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.3416666666666674
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.1766666666666674
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.3024999999999984
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.1499999999999998,
"rmse": 0.21213203435596423,
"start": "2018-01-26",
"status": "computed",
"training_scaled_mae": 0.44655993076590245,
"year": "2018"
},
{
"crps": 0.17029224537037044,
"direction_accuracy": 0.75,
"direction_brier": 0.2010243055555556,
"distribution_n": 12,
"end": "2019-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.05166666666666667,
"n": 10,
"observed_rate": 0.1,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.10416666666666667,
"n": 2,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.08509837962962963,
"event_ece": 0.057638888888888885,
"mae": 0.20833333333333348,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.6666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.26250000000000084
},
"pi80": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.771666666666667
},
"pi95": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.7460416666666643
},
"positive_origin_months": 1,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.225,
"rmse": 0.35237290853109976,
"start": "2019-01-25",
"status": "computed",
"training_scaled_mae": 0.626162873908688,
"year": "2019"
},
{
"crps": 4.675294560185185,
"direction_accuracy": 0.6666666666666666,
"direction_brier": 0.27327546296296296,
"distribution_n": 12,
"end": "2020-12-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.01597222222222222,
"n": 12,
"observed_rate": 0.3333333333333333,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.3324826388888889,
"event_ece": 0.3173611111111111,
"mae": 4.799999999999999,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.20000000000000107
},
"pi80": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.5999999999999998
},
"pi95": {
"coverage": 0.08333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.3877083333333275
},
"positive_origin_months": 4,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 4.866666666666667,
"rmse": 5.920726306797165,
"start": "2020-01-31",
"status": "computed",
"training_scaled_mae": 14.563404255319155,
"year": "2020"
},
{
"crps": 0.46921527777777783,
"direction_accuracy": 1.0,
"direction_brier": 0.01851273148148148,
"distribution_n": 12,
"end": "2021-12-31",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.041666666666666664,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.0017361111111111112,
"event_ece": 0.041666666666666664,
"mae": 0.6249999999999999,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.08333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.2999999999999999
},
"pi80": {
"coverage": 0.3333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.7008333333333335
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 8.95624999999998
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.8250000000000001,
"rmse": 0.6982120021884469,
"start": "2021-01-29",
"status": "computed",
"training_scaled_mae": 1.580484827345657,
"year": "2021"
},
{
"crps": 0.13204398148148147,
"direction_accuracy": 0.75,
"direction_brier": 0.20742476851851843,
"distribution_n": 12,
"end": "2022-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.041666666666666664,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.0017361111111111112,
"event_ece": 0.041666666666666664,
"mae": 0.13333333333333341,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.75,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.3000000000000007
},
"pi80": {
"coverage": 0.75,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.8449999999999998
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 9.349583333333314
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.1666666666666667,
"rmse": 0.1732050807568878,
"start": "2022-01-28",
"status": "computed",
"training_scaled_mae": 0.3284248103525214,
"year": "2022"
},
{
"crps": 0.2374311342592593,
"direction_accuracy": 0.5,
"direction_brier": 0.3939988425925926,
"distribution_n": 12,
"end": "2023-12-29",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.041666666666666664,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.0017361111111111112,
"event_ece": 0.041666666666666664,
"mae": 0.2833333333333335,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.25,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.3000000000000003
},
"pi80": {
"coverage": 0.6666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.8999999999999998
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 9.331666666666647
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.13333333333333322,
"rmse": 0.3240370349203931,
"start": "2023-01-27",
"status": "computed",
"training_scaled_mae": 0.692592592592593,
"year": "2023"
},
{
"crps": 0.2300671296296296,
"direction_accuracy": 0.5,
"direction_brier": 0.3759490740740741,
"distribution_n": 12,
"end": "2024-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.041666666666666664,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.0017361111111111112,
"event_ece": 0.041666666666666664,
"mae": 0.30833333333333335,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.5,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.29375000000000046
},
"pi80": {
"coverage": 0.5833333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.9433333333333334
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 9.357291666666649
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.15833333333333324,
"rmse": 0.35939764421413045,
"start": "2024-01-26",
"status": "computed",
"training_scaled_mae": 0.761564294225978,
"year": "2024"
},
{
"crps": 0.17584143518518527,
"direction_accuracy": 0.3333333333333333,
"direction_brier": 0.4247222222222222,
"distribution_n": 6,
"end": "2025-06-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.041666666666666664,
"n": 6,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.0017361111111111112,
"event_ece": 0.041666666666666664,
"mae": 0.20833333333333384,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 6,
"pi50": {
"coverage": 0.3333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 6,
"width": 0.2999999999999998
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 6,
"width": 1.0100000000000007
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 6,
"width": 9.360833333333314
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.10000000000000009,
"rmse": 0.22453655975512515,
"start": "2025-01-31",
"status": "computed",
"training_scaled_mae": 0.5194892473118292,
"year": "2025"
}
],
"crisis_excluded": {
"crps": 0.17384344293272866,
"direction_accuracy": 0.7959183673469388,
"direction_brier": 0.20140873015873018,
"distribution_n": 147,
"end": "2025-06-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.044897959183673466,
"n": 49,
"observed_rate": 0.0,
"sparse": false,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.15561224489795913,
"n": 98,
"observed_rate": 0.0,
"sparse": false,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.017051209372637943,
"event_ece": 0.11870748299319725,
"mae": 0.21564625850340138,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 174,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.16449033816425115,
"observed_months": 147,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.2664346263092492
},
"n": 147,
"pi50": {
"coverage": 0.5986394557823129,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 174,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.435478384902348,
"observed_months": 147,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.7682388245033113
},
"n": 147,
"width": 0.394727891156463
},
"pi80": {
"coverage": 0.8231292517006803,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 174,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.7161250497809638,
"observed_months": 147,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.9312977099236641
},
"n": 147,
"width": 1.076802721088436
},
"pi95": {
"coverage": 0.9795918367346939,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 174,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.939979865771812,
"observed_months": 147,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 1.0
},
"n": 147,
"width": 4.270340136054415
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.21768707482993194,
"rmse": 0.27067564744994876,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.6011447777344479
},
"full": {
"crps": 0.5086685823754789,
"direction_accuracy": 0.7931034482758621,
"direction_brier": 0.19878073116219672,
"distribution_n": 174,
"end": "2025-06-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.038925438596491224,
"n": 76,
"observed_rate": 0.06578947368421052,
"sparse": false,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.15561224489795913,
"n": 98,
"observed_rate": 0.0,
"sparse": false,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.04302003512132822,
"event_ece": 0.09937739463601529,
"mae": 0.564942528735632,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 174,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.19854885057471267,
"observed_months": 174,
"p_value": 0.039,
"repetitions": 1999,
"status": "computed",
"upper95": 1.187456896551724
},
"n": 174,
"pi50": {
"coverage": 0.5172413793103449,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 174,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.3448275862068966,
"observed_months": 174,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.6954022988505747
},
"n": 174,
"width": 0.3714080459770119
},
"pi80": {
"coverage": 0.7298850574712644,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 174,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.5574712643678161,
"observed_months": 174,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.8793103448275862
},
"n": 174,
"width": 1.0098275862068973
},
"pi95": {
"coverage": 0.9137931034482759,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 174,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.7931034482758621,
"observed_months": 174,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 1.0
},
"n": 174,
"width": 4.409037356321831
},
"positive_origin_months": 5,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.582758620689655,
"rmse": 1.587649893366937,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 1.6471455402935866
},
"horizon": 3,
"model": "persistence",
"nonoverlapping": {
"crps": 0.5671846264367816,
"direction_accuracy": 0.7931034482758621,
"direction_brier": 0.19513290229885058,
"distribution_n": 58,
"end": "2025-04-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.03966666666666666,
"n": 25,
"observed_rate": 0.08,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.15631313131313135,
"n": 33,
"observed_rate": 0.0,
"sparse": false,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.04904214559386974,
"event_ece": 0.10632183908045979,
"mae": 0.6232758620689653,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.1921052631578946,
"observed_months": 58,
"p_value": 0.0505,
"repetitions": 1999,
"status": "computed",
"upper95": 1.3621434833430741
},
"n": 58,
"pi50": {
"coverage": 0.5344827586206896,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.3333333333333333,
"observed_months": 58,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.7413793103448276
},
"n": 58,
"width": 0.37586206896551755
},
"pi80": {
"coverage": 0.7241379310344828,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.5517241379310345,
"observed_months": 58,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.8793103448275862
},
"n": 58,
"width": 1.012586206896552
},
"pi95": {
"coverage": 0.9137931034482759,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 172,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.7931034482758621,
"observed_months": 58,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 1.0
},
"n": 58,
"width": 4.403318965517235
},
"positive_origin_months": 2,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.6448275862068965,
"rmse": 1.8080638339356845,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 1.825521041381586
},
"series": "UNRATE",
"split": "locked_historical_holdout",
"vs_historical_mean": {
"crps_improvement": 0.004023663987327881,
"crps_improvement_ci95": {
"block_months": 24,
"calendar_months": 174,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.0017829926859705472,
"observed_months": 174,
"p_value": 0.002,
"repetitions": 1999,
"status": "computed",
"upper95": 0.006468200103193859
},
"crps_n": 174,
"mae_improvement": 0.005196642055667397,
"mae_improvement_ci95": {
"block_months": 24,
"calendar_months": 174,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.0006941398695014209,
"observed_months": 174,
"p_value": 0.005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.009227516822776597
},
"n": 174,
"relative_mae_improvement": 0.009114690450850704
},
"vs_persistence": {
"crps_improvement": 0.0,
"crps_improvement_ci95": {
"block_months": 24,
"calendar_months": 174,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.0,
"observed_months": 174,
"p_value": 1.0,
"repetitions": 1999,
"status": "computed",
"upper95": 0.0
},
"crps_n": 174,
"mae_improvement": 0.0,
"mae_improvement_ci95": {
"block_months": 24,
"calendar_months": 174,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.0,
"observed_months": 174,
"p_value": 1.0,
"repetitions": 1999,
"status": "computed",
"upper95": 0.0
},
"n": 174,
"relative_mae_improvement": 0.0
}
},
"horizon": 3,
"information_cutoff": "2026-09-04",
"input": {
"actual": {
"available_from": "2026-09-04",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "4f2dc8111805d3dfc35d4421a468e863e071f4527d0c3e62ffd9502e0a015713",
"series_id": "UNRATE",
"value": 4.1
},
"age_days": 34,
"anchor_month": "2026-08",
"baseline": 4.1,
"checksum": "9efc17e8919ea04113585fbbbcd1310d29bab6be7bedd3407d4f3df2bc4b5d4b",
"event": "above",
"input_rows": [
{
"available_from": "2026-09-04",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "4f2dc8111805d3dfc35d4421a468e863e071f4527d0c3e62ffd9502e0a015713",
"series_id": "UNRATE",
"value": 4.1
}
],
"metadata": {
"frequency": "Monthly",
"provider": "U.S. Bureau of Labor Statistics",
"release": "Employment Situation",
"seasonal_adjustment": "Seasonally Adjusted",
"title": "Unemployment Rate",
"units": "Percent"
},
"reference": 4.1,
"threshold": 4.6
},
"latest_actual": {
"available_from": "2026-09-04",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "4f2dc8111805d3dfc35d4421a468e863e071f4527d0c3e62ffd9502e0a015713",
"series_id": "UNRATE",
"value": 4.1
},
"limitations": [
"No demonstrated predictive edge; unvalidated event probabilities",
"Day-end archive availability, not intraday publisher timestamp",
"Information set stops at official metadata coverage; no extrapolation through requested cutoff",
"First archive availability is not proven first publisher release",
"Overlapping residuals; no coverage guarantee; no parameter CI or probability uncertainty estimate",
"Calibration uses frozen Phase 3B 90-day labels; new live labels are not yet available",
"Growth horizon is measured from origin month; anchor can precede origin",
"Historical performance is retrospective, not live performance"
],
"model_id": "persistence",
"model_version": "3C.1.0",
"origin_month": "2026-09",
"outcome_definition": "UNRATE target level; other targets annualized log growth from anchor to target, both endpoints in outcome vintage",
"point_forecast": {
"mean": 4.096666666666667,
"median": 4.0,
"raw_baseline": 4.1
},
"prediction_intervals": {
"0.5": [
3.8,
4.125
],
"0.8": [
3.3,
4.3100000000000005
],
"0.95": [
0.5850000000000022,
9.944999999999983
]
},
"predictive_distribution": {
"censored_mass": 0.025,
"family": "prequential_empirical",
"mean": 4.096666666666667,
"median": 4.0,
"parameter_confidence_interval": null,
"prediction_intervals": {
"0.5": [
3.8,
4.125
],
"0.8": [
3.3,
4.3100000000000005
],
"0.95": [
0.5850000000000022,
9.944999999999983
]
},
"probability_estimate_uncertainty": null,
"support": [
0.0,
0.0,
0.0,
0.6000000000000005,
2.3999999999999995,
2.499999999999999,
2.799999999999999,
2.7999999999999994,
2.8999999999999995,
3.0999999999999996,
3.2,
3.3,
3.3,
3.3999999999999995,
3.3999999999999995,
3.499999999999999,
3.4999999999999996,
3.5,
3.5999999999999996,
3.5999999999999996,
3.6999999999999997,
3.6999999999999997,
3.799999999999999,
3.799999999999999,
3.799999999999999,
3.8,
3.8,
3.8,
3.8,
3.8,
3.8,
3.8,
3.8,
3.8999999999999995,
3.8999999999999995,
3.8999999999999995,
3.8999999999999995,
3.8999999999999995,
3.8999999999999995,
3.8999999999999995,
3.8999999999999995,
3.8999999999999995,
3.8999999999999995,
3.8999999999999995,
3.9,
3.9,
3.9,
3.9,
3.9000000000000004,
3.999999999999999,
3.999999999999999,
3.999999999999999,
3.9999999999999996,
3.9999999999999996,
3.9999999999999996,
3.9999999999999996,
3.9999999999999996,
3.9999999999999996,
3.9999999999999996,
3.9999999999999996,
4.0,
4.0,
4.0,
4.0,
4.0,
4.0,
4.0,
4.0,
4.0,
4.0,
4.0,
4.0,
4.0,
4.0,
4.1,
4.1,
4.1,
4.1,
4.1,
4.1,
4.1,
4.1,
4.1,
4.1,
4.1,
4.1,
4.1,
4.1,
4.1,
4.1,
4.199999999999999,
4.199999999999999,
4.199999999999999,
4.199999999999999,
4.199999999999999,
4.199999999999999,
4.199999999999999,
4.199999999999999,
4.199999999999999,
4.199999999999999,
4.199999999999999,
4.2,
4.299999999999999,
4.299999999999999,
4.299999999999999,
4.3,
4.3,
4.3,
4.3999999999999995,
4.3999999999999995,
4.3999999999999995,
4.4,
4.4,
4.5,
4.6,
5.0,
9.899999999999999,
11.7,
13.8,
15.299999999999999
],
"uncertainty_limit": "Predictive residual distribution only; no exchangeability or coverage guarantee"
},
"primary_scoring_vintage": "target month end + 90 days; first archive and later revisions are separate diagnostics",
"record_type": "LIVE_FORECAST",
"requested_information_cutoff": "2026-09-21",
"target_date": "2026-12-31",
"target_definition": {
"event": "above",
"measure": "level",
"name": "Unemployment rate",
"threshold_change": 0.5,
"units": "percent"
},
"target_id": "UNRATE",
"target_month": "2026-12",
"units": "percent",
"validation_status": "EXPERIMENTAL"
},
{
"calibration": {
"checksum": "3bd2bbe1e8ca92754b250c75ae137402305955e3db8a3ac1763056436316f78f",
"historical_dataset_id": "14d979068a64284b9b5cc7f1b611bd01a9899675a73303b5f0db955d6a2ba14c",
"historical_run_id": "34d2637c4beed41deb69ddba0f9c5e892fb8592ecd2304e3fe05a5241e5c6018",
"residuals": [
{
"available_at": "2016-01-29",
"cutoff": "2015-04-24",
"error": -0.5,
"forecast_id": "4e8805fbd4efd48f850c3fc41f9b0b826524adb57a284ad21b9b9428f51425f3",
"label_vintage": "2016-01-29"
},
{
"available_at": "2016-02-28",
"cutoff": "2015-05-29",
"error": -0.40000000000000036,
"forecast_id": "d9f093e35b008815717409ce7f015820a30e3690d397307f9339793707a89838",
"label_vintage": "2016-02-28"
},
{
"available_at": "2016-03-30",
"cutoff": "2015-06-26",
"error": -0.5,
"forecast_id": "610afa153d3f13eb5c2af306c73a3e88f6c2485bbf05c90dd269930118f0c101",
"label_vintage": "2016-03-30"
},
{
"available_at": "2016-04-30",
"cutoff": "2015-07-31",
"error": -0.39999999999999947,
"forecast_id": "e9363d2022e95d82958169910a66099578a764f257732f57e568f446117553ba",
"label_vintage": "2016-04-30"
},
{
"available_at": "2016-05-29",
"cutoff": "2015-08-28",
"error": -0.39999999999999947,
"forecast_id": "de23768ba62a62bea44b346318b5050089a3d0a66675511d8e62864621156101",
"label_vintage": "2016-05-29"
},
{
"available_at": "2016-06-29",
"cutoff": "2015-09-25",
"error": -0.09999999999999964,
"forecast_id": "f4f2f00e1ad01a820f9874f05bae45f0f590ad6c672c452abf36dbf60393713e",
"label_vintage": "2016-06-29"
},
{
"available_at": "2016-07-29",
"cutoff": "2015-10-30",
"error": -0.09999999999999964,
"forecast_id": "04e2b829f19a4756deb90f050ec0e4ecbe6be69c6a8296c53cf79f1eaa374544",
"label_vintage": "2016-07-29"
},
{
"available_at": "2016-08-29",
"cutoff": "2015-11-27",
"error": -0.2999999999999998,
"forecast_id": "58d2edfcf8b1627e263fcf6c41182c5d8915915bb1be9839f71cb43fc01fda5c",
"label_vintage": "2016-08-29"
},
{
"available_at": "2016-09-28",
"cutoff": "2015-12-25",
"error": -0.09999999999999964,
"forecast_id": "8efd7c62c507f6c01aa2412e5de51efeaf8416b8449ca58237f17374fff70332",
"label_vintage": "2016-09-28"
},
{
"available_at": "2016-10-29",
"cutoff": "2016-01-29",
"error": -0.09999999999999964,
"forecast_id": "2d5244a8c01b26cc5c90389a191659889b5749388e1730c56da7ed25a7ae619f",
"label_vintage": "2016-10-29"
},
{
"available_at": "2016-11-29",
"cutoff": "2016-02-26",
"error": 0.0,
"forecast_id": "c0c99c31d2c1198523e20f9607d14cf8bcc33f618ff20a4fc0d825f4baf6ff9c",
"label_vintage": "2016-11-29"
},
{
"available_at": "2016-12-29",
"cutoff": "2016-03-25",
"error": 0.09999999999999964,
"forecast_id": "1f08abb94afc8b33ed8edc4f7dfba7e057b3ffdf84c0f1c3b4fa498973c00e3d",
"label_vintage": "2016-12-29"
},
{
"available_at": "2017-01-29",
"cutoff": "2016-04-29",
"error": -0.20000000000000018,
"forecast_id": "1b49f5f2e80c706103b4c5684d9f2e547eafafcbe5737fc90b92a1caece68d83",
"label_vintage": "2017-01-29"
},
{
"available_at": "2017-02-28",
"cutoff": "2016-05-27",
"error": -0.40000000000000036,
"forecast_id": "283fdad941bcc43651202297673a729a8edbd5f3ab0a5f8bcf42c9928249f04e",
"label_vintage": "2017-02-28"
},
{
"available_at": "2017-03-31",
"cutoff": "2016-06-24",
"error": 0.0,
"forecast_id": "3139199f9024e0f76a0923cd354487e0ac43c399b757540b30c138a2b14c363a",
"label_vintage": "2017-03-31"
},
{
"available_at": "2017-05-01",
"cutoff": "2016-07-29",
"error": -0.10000000000000053,
"forecast_id": "a4279fef0940aee8f7cbaceb54a1239a2ad15e024d8e236ba2839b28691d6d3b",
"label_vintage": "2017-05-01"
},
{
"available_at": "2017-05-29",
"cutoff": "2016-08-26",
"error": -0.20000000000000018,
"forecast_id": "ae6b8150dcdc03a9d70ecc527319bcfb6ca752e0874f8f9ab39c91d130ee15ce",
"label_vintage": "2017-05-29"
},
{
"available_at": "2017-06-29",
"cutoff": "2016-09-30",
"error": -0.40000000000000036,
"forecast_id": "78c7821cc2c57a31b593f92c2e0090ddda8571106d3533eb786b165ef2a062f8",
"label_vintage": "2017-06-29"
},
{
"available_at": "2017-07-29",
"cutoff": "2016-10-28",
"error": -0.5999999999999996,
"forecast_id": "21373b83ad820f9ecbffa520dda630a5bcaf991873cb526f0d95931e435643b2",
"label_vintage": "2017-07-29"
},
{
"available_at": "2017-08-29",
"cutoff": "2016-11-25",
"error": -0.6000000000000005,
"forecast_id": "831ff079dd71ca9413e5bdeddb11a2a09213a875549a5633f13bdfc0ce0b1732",
"label_vintage": "2017-08-29"
},
{
"available_at": "2017-09-28",
"cutoff": "2016-12-30",
"error": -0.1999999999999993,
"forecast_id": "399c122f2e634851b44b326cd398421db0fcd8cd45ccdbfd7509f6899a171ba1",
"label_vintage": "2017-09-28"
},
{
"available_at": "2017-10-29",
"cutoff": "2017-01-27",
"error": -0.40000000000000036,
"forecast_id": "9d6867324a1d69d8b46bd967af51550bf82aba93b7f5a106f045cdc80ed814a0",
"label_vintage": "2017-10-29"
},
{
"available_at": "2017-11-29",
"cutoff": "2017-02-24",
"error": -0.39999999999999947,
"forecast_id": "e8ac3cdab46b953758a25fb17a30017647b13e2a9bc02a1cebeaa6a920959064",
"label_vintage": "2017-11-29"
},
{
"available_at": "2017-12-29",
"cutoff": "2017-03-31",
"error": -0.5,
"forecast_id": "57991df73e780a8d56d42dce40b5899f5f4a593e90d2be3e6c3a1c923d1b0615",
"label_vintage": "2017-12-29"
},
{
"available_at": "2018-01-29",
"cutoff": "2017-04-28",
"error": -0.40000000000000036,
"forecast_id": "39f41cbfb0a07819ff536740228129efbd1482466c389bddaae3c89967c838e6",
"label_vintage": "2018-01-29"
},
{
"available_at": "2018-02-28",
"cutoff": "2017-05-26",
"error": -0.3000000000000007,
"forecast_id": "b4f0b7bfcc554b8dad46811116400710c4909cb4e385bbfe4ce6cb1ecc77957f",
"label_vintage": "2018-02-28"
},
{
"available_at": "2018-03-31",
"cutoff": "2017-06-30",
"error": -0.20000000000000018,
"forecast_id": "aea0fbdae2cc1e96c074fb985a60c6dc99e2dcb168d0bce9aa25e8a2e096a5d3",
"label_vintage": "2018-03-31"
},
{
"available_at": "2018-05-01",
"cutoff": "2017-07-28",
"error": -0.3000000000000007,
"forecast_id": "e87cd174cefc6d1f157dfc15b75f7bf887f259364ec7b6b298a1818d7ca4de9a",
"label_vintage": "2018-05-01"
},
{
"available_at": "2018-05-29",
"cutoff": "2017-08-25",
"error": -0.20000000000000018,
"forecast_id": "71713ce1c88356a8b9e00a31577eecc8d9d50cf6c6753ff18e095a3bb6307b18",
"label_vintage": "2018-05-29"
},
{
"available_at": "2018-06-29",
"cutoff": "2017-09-29",
"error": -0.3000000000000007,
"forecast_id": "9d1f8735c4729c6d1941b7918c49833ef9b076bc89866eb05f08845e64800efc",
"label_vintage": "2018-06-29"
},
{
"available_at": "2018-07-29",
"cutoff": "2017-10-27",
"error": -0.30000000000000027,
"forecast_id": "10783961a29a323d24a2b46903f7d41a5798330a6e8289a1bde9d67462859606",
"label_vintage": "2018-07-29"
},
{
"available_at": "2018-08-29",
"cutoff": "2017-11-24",
"error": -0.2999999999999998,
"forecast_id": "48f1645962c2894dee5b7e92e561ace075b6ada8a52bc704de5a905f9bb2488f",
"label_vintage": "2018-08-29"
},
{
"available_at": "2018-09-28",
"cutoff": "2017-12-29",
"error": -0.09999999999999964,
"forecast_id": "f56433978fed0be692858e80940c81c558d64e4d228751490c0ffead87561bf2",
"label_vintage": "2018-09-28"
},
{
"available_at": "2018-10-29",
"cutoff": "2018-01-26",
"error": -0.19999999999999973,
"forecast_id": "768a932b44d8ea387dc3fc95a9c1d77c6c2a583cd17b279f38bec0181e4e80f0",
"label_vintage": "2018-10-29"
},
{
"available_at": "2018-11-29",
"cutoff": "2018-02-23",
"error": -0.19999999999999973,
"forecast_id": "941a2659d86d08c96ff8cee4a64b0f85e6b577ea5c25218a8acf70131fbc2994",
"label_vintage": "2018-11-29"
},
{
"available_at": "2018-12-29",
"cutoff": "2018-03-30",
"error": -0.39999999999999947,
"forecast_id": "861bcf61e16cc3ade8f9258a2653c8d8e5674b098cf6137f9385c8b8a20ecdff",
"label_vintage": "2018-12-29"
},
{
"available_at": "2019-01-29",
"cutoff": "2018-04-27",
"error": -0.2999999999999998,
"forecast_id": "1f928aa44b87b4c65e1a3d666e5a79d8566ab9648ca8894b272b7798372c2190",
"label_vintage": "2019-01-29"
},
{
"available_at": "2019-02-28",
"cutoff": "2018-05-25",
"error": -0.19999999999999973,
"forecast_id": "e8bfa2cab48bd9bc0b27571c6f8373e89e163221242218f5b07e84eb83e81542",
"label_vintage": "2019-02-28"
},
{
"available_at": "2019-03-31",
"cutoff": "2018-06-29",
"error": 0.10000000000000009,
"forecast_id": "50d1351c557bb46e1ceaf1dbac631ed2349d9c5d7191f3e97bc73771208122e5",
"label_vintage": "2019-03-31"
},
{
"available_at": "2019-05-01",
"cutoff": "2018-07-27",
"error": 0.0,
"forecast_id": "54ed45302b4b000696e205f41a8b845e43d10b0232e5bacea2d6b7fcaccc67ef",
"label_vintage": "2019-05-01"
},
{
"available_at": "2019-05-29",
"cutoff": "2018-08-31",
"error": -0.10000000000000009,
"forecast_id": "38a5271e8800ce33937f54df17fb81c816bad1266c535c7dec783a033ae55b58",
"label_vintage": "2019-05-29"
},
{
"available_at": "2019-06-29",
"cutoff": "2018-09-28",
"error": -0.10000000000000009,
"forecast_id": "e0c6e8d546682fe590f14ee17d3b11b5cdb73b08555c8408387ad8127510db3c",
"label_vintage": "2019-06-29"
},
{
"available_at": "2019-07-29",
"cutoff": "2018-10-26",
"error": -0.10000000000000009,
"forecast_id": "f512ff8f0babc8788700df9f79d87f52660bb580fa6606ccbcd138e13d394132",
"label_vintage": "2019-07-29"
},
{
"available_at": "2019-08-29",
"cutoff": "2018-11-30",
"error": -0.10000000000000009,
"forecast_id": "5ed6f4c8d2433ea41830ed6b05f75407bb0bccd1327108cd6f6d8b72eab126b0",
"label_vintage": "2019-08-29"
},
{
"available_at": "2019-09-28",
"cutoff": "2018-12-28",
"error": 0.0,
"forecast_id": "ca14572d83b92f4361989aa9654a7d1df908dba0dd09893dfa176b63827b7164",
"label_vintage": "2019-09-28"
},
{
"available_at": "2019-10-29",
"cutoff": "2019-01-25",
"error": -0.19999999999999973,
"forecast_id": "ae5383fc24803ba8e672a79ea3b273cd459e560f112844def0c1e6283403d20e",
"label_vintage": "2019-10-29"
},
{
"available_at": "2019-11-29",
"cutoff": "2019-02-22",
"error": -0.2999999999999998,
"forecast_id": "9a4491b9404957bfc269f0163128db97bf07edcee24ccb60f8e480b07400695a",
"label_vintage": "2019-11-29"
},
{
"available_at": "2019-12-29",
"cutoff": "2019-03-29",
"error": -0.2999999999999998,
"forecast_id": "73425cee453703b7d8c4c89ad77744bf6b2344f0c07ff210c2826d9f6ef7a6c4",
"label_vintage": "2019-12-29"
},
{
"available_at": "2020-01-29",
"cutoff": "2019-04-26",
"error": -0.19999999999999973,
"forecast_id": "1db3e3ce6966c2074558560767e8c0b5ecf69745c83e23378df2332468520ba7",
"label_vintage": "2020-01-29"
},
{
"available_at": "2020-02-28",
"cutoff": "2019-05-31",
"error": -0.10000000000000009,
"forecast_id": "7826bb04af0006ad7e4a2039afa277de493ea83dada378eb9926ade600e473a8",
"label_vintage": "2020-02-28"
},
{
"available_at": "2020-03-30",
"cutoff": "2019-06-28",
"error": -0.10000000000000009,
"forecast_id": "e44440f9cd6b9d77b2b98a4a0ddff2e04936a8a73b4ef15b09dfc5e444164567",
"label_vintage": "2020-03-30"
},
{
"available_at": "2020-04-30",
"cutoff": "2019-07-26",
"error": -0.10000000000000009,
"forecast_id": "947b5d0c13bbbac6cd97395a981197394c6d96e0b812f89525eade04b59ff79c",
"label_vintage": "2020-04-30"
},
{
"available_at": "2020-05-29",
"cutoff": "2019-08-30",
"error": -0.20000000000000018,
"forecast_id": "385f54295bdf148660374a03b84f7db1b2d59f8f3692d09c3d806ad630ecc951",
"label_vintage": "2020-05-29"
},
{
"available_at": "2020-06-29",
"cutoff": "2019-09-27",
"error": 0.7000000000000002,
"forecast_id": "97cb9d2c2cab584c5bbda687498aea19a420f07bab2155517c616ac45db7844e",
"label_vintage": "2020-06-29"
},
{
"available_at": "2020-07-29",
"cutoff": "2019-10-25",
"error": 11.2,
"forecast_id": "76fc9dc8ab9c27ab8ac7cc88caa2883973cc9c92fcf628d12f928cf0b319bb2b",
"label_vintage": "2020-07-29"
},
{
"available_at": "2020-08-29",
"cutoff": "2019-11-29",
"error": 9.700000000000001,
"forecast_id": "c7e12a69979234cb843b533fc8153bdb0abbe2f0d33892acce2a231eb37332b8",
"label_vintage": "2020-08-29"
},
{
"available_at": "2020-09-28",
"cutoff": "2019-12-27",
"error": 7.6,
"forecast_id": "a8acc984a35ee63b9f91bdce955a356a1bb46b173f38f677912a4a0377b4a24b",
"label_vintage": "2020-09-28"
},
{
"available_at": "2020-10-29",
"cutoff": "2020-01-31",
"error": 6.699999999999999,
"forecast_id": "c3cc0afead38bf46308d1960782e3e12e4cba7162310caa07051c3058c1766f6",
"label_vintage": "2020-10-29"
},
{
"available_at": "2020-11-29",
"cutoff": "2020-02-28",
"error": 4.800000000000001,
"forecast_id": "4c0aada40895c2b975ca39269b7458aac8f53a5b2bd2b8980611ca01a588b48b",
"label_vintage": "2020-11-29"
},
{
"available_at": "2020-12-29",
"cutoff": "2020-03-27",
"error": 4.4,
"forecast_id": "44275d2b9cdcea76b8aee3cc04ab530e3331274710cfc9301c5e4253399b047f",
"label_vintage": "2020-12-29"
},
{
"available_at": "2021-01-29",
"cutoff": "2020-04-24",
"error": 2.5,
"forecast_id": "27b321a3f90650d95b4dec1552edeb79d3921b1f6f7a9f641490b8558f7be229",
"label_vintage": "2021-01-29"
},
{
"available_at": "2021-02-28",
"cutoff": "2020-05-29",
"error": -7.999999999999999,
"forecast_id": "d65f4244833a23df662b4cf4fc81249b31129a30312e4931c1714ef0bb7a7ae9",
"label_vintage": "2021-02-28"
},
{
"available_at": "2021-03-31",
"cutoff": "2020-06-26",
"error": -6.6000000000000005,
"forecast_id": "5b27929e9af01e38daf86880183cf0437fefe733e6aa184e0cab3dee49efe29f",
"label_vintage": "2021-03-31"
},
{
"available_at": "2021-05-01",
"cutoff": "2020-07-31",
"error": -4.8,
"forecast_id": "32a2c04ccee525d92e2dcf390905e8d978389b1c55824aacc2b6f2814d6d38d0",
"label_vintage": "2021-05-01"
},
{
"available_at": "2021-05-29",
"cutoff": "2020-08-28",
"error": -3.999999999999999,
"forecast_id": "0b581c39feb95551e066498bbfb56788bf63493a86cc4285bb05c391764f4ab1",
"label_vintage": "2021-05-29"
},
{
"available_at": "2021-06-29",
"cutoff": "2020-09-25",
"error": -2.4000000000000004,
"forecast_id": "54cc318f9adc4a7b5517b29837c3e16ec708d8edda432db493667abd0ee27070",
"label_vintage": "2021-06-29"
},
{
"available_at": "2021-07-29",
"cutoff": "2020-10-30",
"error": -1.8000000000000007,
"forecast_id": "1a49369df7f483467c963f18e63eacd08c084f9fd2f4c0d2c4ad2e0f225f88b9",
"label_vintage": "2021-07-29"
},
{
"available_at": "2021-08-29",
"cutoff": "2020-11-27",
"error": -1.1000000000000005,
"forecast_id": "26ad506f32982c8f9f472822c9735b0f0f9fb53861229884e0b451bda21389c0",
"label_vintage": "2021-08-29"
},
{
"available_at": "2021-09-28",
"cutoff": "2020-12-25",
"error": -0.7999999999999998,
"forecast_id": "b7b0ca44f768636eb4b6e97c77b1477b9efc6f07b040987b4e00f75580fe4ddd",
"label_vintage": "2021-09-28"
},
{
"available_at": "2021-10-29",
"cutoff": "2021-01-29",
"error": -1.2999999999999998,
"forecast_id": "9167acca1e3138ba044f4b5300f36f0d9639979fa7ceedf7a081bddbaa72707b",
"label_vintage": "2021-10-29"
},
{
"available_at": "2021-11-29",
"cutoff": "2021-02-26",
"error": -1.0999999999999996,
"forecast_id": "0f69d2577dd73a4ca6eec8af9d158c2c7edcafbafa4287e610fca23f7f48a629",
"label_vintage": "2021-11-29"
},
{
"available_at": "2021-12-29",
"cutoff": "2021-03-26",
"error": -1.4000000000000004,
"forecast_id": "cd2a25f018e36e11c50aa7e1dfbeb60aa0c261c51a95fd86588b0f73067b42f6",
"label_vintage": "2021-12-29"
},
{
"available_at": "2022-01-29",
"cutoff": "2021-04-30",
"error": -1.4000000000000004,
"forecast_id": "8737e21495cf40722eaff8dddd52d3c115fe2f337ceff0f6dd8c8595a8806e15",
"label_vintage": "2022-01-29"
},
{
"available_at": "2022-02-28",
"cutoff": "2021-05-28",
"error": -1.8999999999999995,
"forecast_id": "ea7452eef35c6004b3038d182816995a540580f3e6b31257c5d122f42f8d8190",
"label_vintage": "2022-02-28"
},
{
"available_at": "2022-03-31",
"cutoff": "2021-06-25",
"error": -1.9,
"forecast_id": "2117385e6843dc76760df9491032c0cbc9ecd5db01e05dab5bcd7bf87c5c7735",
"label_vintage": "2022-03-31"
},
{
"available_at": "2022-05-01",
"cutoff": "2021-07-30",
"error": -1.9000000000000004,
"forecast_id": "2d18012a57c379d28b810a68a8004199b6daa01ae3d02c8995f618bb3854bd6f",
"label_vintage": "2022-05-01"
},
{
"available_at": "2022-05-29",
"cutoff": "2021-08-27",
"error": -1.6000000000000005,
"forecast_id": "8e8c24225319b4277849a1acfd6f984c80602c0b2c41de262524abf2ea8062f4",
"label_vintage": "2022-05-29"
},
{
"available_at": "2022-06-29",
"cutoff": "2021-09-24",
"error": -1.6,
"forecast_id": "28612186d8c78d5e26c00237ab0af9c78bcd765e8ca9632595124d0f7b8c9c9b",
"label_vintage": "2022-06-29"
},
{
"available_at": "2022-07-29",
"cutoff": "2021-10-29",
"error": -1.1999999999999997,
"forecast_id": "854ed6ba251ebdebec713f61d8c2e1b12292c30e6377ad64177517338040b056",
"label_vintage": "2022-07-29"
},
{
"available_at": "2022-08-29",
"cutoff": "2021-11-26",
"error": -0.9999999999999996,
"forecast_id": "930d78e58716d74eca37c2b3c8a98ab04262c8c0950a8b8567842dcd88840c71",
"label_vintage": "2022-08-29"
},
{
"available_at": "2022-09-28",
"cutoff": "2021-12-31",
"error": -0.6000000000000001,
"forecast_id": "ef5cad0d8b097960b7f5ffef6d983e0ecf4b5e2995d502f34450f7cbcfbedc94",
"label_vintage": "2022-09-28"
},
{
"available_at": "2022-10-29",
"cutoff": "2022-01-28",
"error": -0.3999999999999999,
"forecast_id": "0dc2171b7e7a9fe298f946e345600a7789ce8951baf61697923e57562cccfab9",
"label_vintage": "2022-10-29"
},
{
"available_at": "2022-11-29",
"cutoff": "2022-02-25",
"error": -0.2999999999999998,
"forecast_id": "1b9488a0ece24b08886dc5fe4ff816a2285aa977cbf4e3f9c58a7431c919ba3d",
"label_vintage": "2022-11-29"
},
{
"available_at": "2022-12-29",
"cutoff": "2022-03-25",
"error": -0.2999999999999998,
"forecast_id": "a30e21f190b6d21a2bf9481fe6424a26afc36fa48feb695843b31138bcd3fb0f",
"label_vintage": "2022-12-29"
},
{
"available_at": "2023-01-29",
"cutoff": "2022-04-29",
"error": 0.10000000000000009,
"forecast_id": "f29ee3438c9106436553ccc552b0a4677ad812a28db01e808cc3b2e30a705991",
"label_vintage": "2023-01-29"
},
{
"available_at": "2023-02-28",
"cutoff": "2022-05-27",
"error": 0.0,
"forecast_id": "985b45238509c78ed1e927504544fda374f64be357aaf6cc8360a04fba37330c",
"label_vintage": "2023-02-28"
},
{
"available_at": "2023-03-31",
"cutoff": "2022-06-24",
"error": -0.10000000000000009,
"forecast_id": "de444820295adb629473eaaec6de5441d136e1512f2ed8f58f860a3facfbf5f1",
"label_vintage": "2023-03-31"
},
{
"available_at": "2023-05-01",
"cutoff": "2022-07-29",
"error": -0.20000000000000018,
"forecast_id": "7348bf65c81baaf2d50938affee6862936ea538a5973a364408a8dbfb5a16fe7",
"label_vintage": "2023-05-01"
},
{
"available_at": "2023-05-29",
"cutoff": "2022-08-26",
"error": 0.10000000000000009,
"forecast_id": "4f1e3a62af75dcd528e2d040caaa7d741215e610bd04dd503999ce30c3f374f5",
"label_vintage": "2023-05-29"
},
{
"available_at": "2023-06-29",
"cutoff": "2022-09-30",
"error": -0.20000000000000018,
"forecast_id": "56fed983c34b59fb76e905896ead65133ba27b5f80b74f25a5cc320b25580d60",
"label_vintage": "2023-06-29"
},
{
"available_at": "2023-07-29",
"cutoff": "2022-10-28",
"error": -0.10000000000000009,
"forecast_id": "4434d82775af80377b66429a3110a035c11e2dad0245697b3317a82d23ca9c67",
"label_vintage": "2023-07-29"
},
{
"available_at": "2023-08-29",
"cutoff": "2022-11-25",
"error": 0.0,
"forecast_id": "70fe7b041a690ceb795ff206c31574d75555bfa622426faafd27ce8417db53ee",
"label_vintage": "2023-08-29"
},
{
"available_at": "2023-09-28",
"cutoff": "2022-12-30",
"error": -0.10000000000000009,
"forecast_id": "1a1ce8d1729f807ca90c1e89d75e2d5f925d1c80477b10571686397d30659700",
"label_vintage": "2023-09-28"
},
{
"available_at": "2023-10-29",
"cutoff": "2023-01-27",
"error": 0.0,
"forecast_id": "ab3575184d728c5562fb0b0daf55a5b826dd53d5f29eb09a1d1fb51af2ca0bd6",
"label_vintage": "2023-10-29"
},
{
"available_at": "2023-11-29",
"cutoff": "2023-02-24",
"error": 0.3999999999999999,
"forecast_id": "fd0c51076f4bd89da12df4d8d7af0df5c28c56f83e328386f1bb4db0dcd4726c",
"label_vintage": "2023-11-29"
},
{
"available_at": "2023-12-29",
"cutoff": "2023-03-31",
"error": 0.19999999999999973,
"forecast_id": "3fb5494e6ff3026b721949c3a002d7824423f2fba035eea0771a7919649cecc6",
"label_vintage": "2023-12-29"
},
{
"available_at": "2024-01-29",
"cutoff": "2023-04-28",
"error": 0.2999999999999998,
"forecast_id": "95e9bf20a7f4068b4ffdb7a2cf504b11a863f49bd3cfcf4085a913aa4e0633cb",
"label_vintage": "2024-01-29"
},
{
"available_at": "2024-02-28",
"cutoff": "2023-05-26",
"error": 0.30000000000000027,
"forecast_id": "0263419e87169223b74acdafba933d89590f5398997a97d26c2418c9ab5f5884",
"label_vintage": "2024-02-28"
},
{
"available_at": "2024-03-30",
"cutoff": "2023-06-30",
"error": 0.0,
"forecast_id": "8a23c8fe9cfbab846a057601db4b9d50e1b02b15af0dcd93677f7437fd18bc5e",
"label_vintage": "2024-03-30"
},
{
"available_at": "2024-04-30",
"cutoff": "2023-07-28",
"error": 0.10000000000000009,
"forecast_id": "fd07df5cf33b8d969ce33c849954b0f14245faa0f25805dcc100cdf694b19203",
"label_vintage": "2024-04-30"
},
{
"available_at": "2024-05-29",
"cutoff": "2023-08-25",
"error": 0.3999999999999999,
"forecast_id": "f918a33d3eb9a56e9f108460b0e286baab7f4410065c3c1642056d7d6fcf2120",
"label_vintage": "2024-05-29"
},
{
"available_at": "2024-06-29",
"cutoff": "2023-09-29",
"error": 0.0,
"forecast_id": "d1e5c9d5f98d499b3fa681298f08c75752c8c2346a363a43d6ad1a6d233ef749",
"label_vintage": "2024-06-29"
},
{
"available_at": "2024-07-29",
"cutoff": "2023-10-27",
"error": 0.10000000000000009,
"forecast_id": "efd8a419f3a34066d591d3473db00a48c2ea3c2a03d6a576a999bacea1849d68",
"label_vintage": "2024-07-29"
},
{
"available_at": "2024-08-29",
"cutoff": "2023-11-24",
"error": 0.10000000000000009,
"forecast_id": "091332ed66a3125dd0e35e3556760ddb0ed2ef386ee0077c6609370b084ca079",
"label_vintage": "2024-08-29"
},
{
"available_at": "2024-09-28",
"cutoff": "2023-12-29",
"error": 0.39999999999999947,
"forecast_id": "1753129b09fefee3e11fca333dac0d9bb0a3e0a8344a51131e061444d47e4ae9",
"label_vintage": "2024-09-28"
},
{
"available_at": "2024-10-29",
"cutoff": "2024-01-26",
"error": 0.5999999999999996,
"forecast_id": "5d3747876e3237d4226919a791cd6c6e5c912f3ea407cc1a04a8c32f2988f321",
"label_vintage": "2024-10-29"
},
{
"available_at": "2024-11-29",
"cutoff": "2024-02-23",
"error": 0.5,
"forecast_id": "51bcc1ec2bcddec9b67d4674be54737b0cb98110bd047bbd865df72b8329913a",
"label_vintage": "2024-11-29"
},
{
"available_at": "2024-12-29",
"cutoff": "2024-03-29",
"error": 0.19999999999999973,
"forecast_id": "7f01a6b10c5ef29f48a04b952a8a3c4f61521d4c067fbd0e4e7219a41e5d16a1",
"label_vintage": "2024-12-29"
},
{
"available_at": "2025-01-29",
"cutoff": "2024-04-26",
"error": 0.2999999999999998,
"forecast_id": "2c80cd6e8c710d050c329beed0cf945beeec5cc6ba1248f09b024a0d3586237c",
"label_vintage": "2025-01-29"
},
{
"available_at": "2025-02-28",
"cutoff": "2024-05-31",
"error": 0.30000000000000027,
"forecast_id": "be79f28220c9492718add960417bc6b4768efca12e5161c64c3c005faec9904d",
"label_vintage": "2025-02-28"
},
{
"available_at": "2025-03-31",
"cutoff": "2024-06-28",
"error": 0.09999999999999964,
"forecast_id": "dcca97eedadd9937607eb4a668747210e9e19f4b7f81f7fe64d191480515e54f",
"label_vintage": "2025-03-31"
},
{
"available_at": "2025-05-01",
"cutoff": "2024-07-26",
"error": -0.09999999999999964,
"forecast_id": "1b315684a63058053c48e366371a69484babda3eeffe1899001c6c09ebf86d06",
"label_vintage": "2025-05-01"
},
{
"available_at": "2025-05-29",
"cutoff": "2024-08-30",
"error": -0.20000000000000018,
"forecast_id": "21a11605dabe82a3860e88e9c229d41d6c57686ba94331c3bfd3222f2ae2136a",
"label_vintage": "2025-05-29"
},
{
"available_at": "2025-06-29",
"cutoff": "2024-09-27",
"error": 0.0,
"forecast_id": "8ddb4cfca6cd5ce28ad1ebac3e356ffbab7647d8bf029fea372f0262c3c56bb2",
"label_vintage": "2025-06-29"
},
{
"available_at": "2025-07-29",
"cutoff": "2024-10-25",
"error": 0.10000000000000053,
"forecast_id": "7c19b16a19c0a9864b348a096b18ffc21835cf368552005af8a103bdc628f20d",
"label_vintage": "2025-07-29"
},
{
"available_at": "2025-08-29",
"cutoff": "2024-11-29",
"error": 0.10000000000000053,
"forecast_id": "2db3947077277e31ee3f7d88bce5913928df4f5d061945840534c5ef3a00a029",
"label_vintage": "2025-08-29"
},
{
"available_at": "2025-09-28",
"cutoff": "2024-12-27",
"error": -0.10000000000000053,
"forecast_id": "7b5f0be5a11e8541672f6384ba83bc2ec5aebf76e902fc110523c795c896f5ad",
"label_vintage": "2025-09-28"
},
{
"available_at": "2025-10-29",
"cutoff": "2025-01-31",
"error": 0.10000000000000053,
"forecast_id": "2e08761314793bc73d1c908fa693482626ca2a34cd205405bc47f76c243dde3c",
"label_vintage": "2025-10-29"
},
{
"available_at": "2025-11-29",
"cutoff": "2025-02-28",
"error": 0.2999999999999998,
"forecast_id": "eddb1cf2caa81a8d8807c35e689cf4a80c1cba32357d21b8cd9daa86b6a133aa",
"label_vintage": "2025-11-29"
},
{
"available_at": "2025-12-29",
"cutoff": "2025-03-28",
"error": 0.3000000000000007,
"forecast_id": "fbf9f1310110957f138e47870254ca427e3a1092ede2c2d05c01ae0b416aed70",
"label_vintage": "2025-12-29"
}
],
"window": 120
},
"code_archive": "d3761caf4c6d20c77837e99322de4b1f6796d3b3d4ddaf43939a59e4cf96e161",
"code_commit": "46d71379d293a8d92309f458f55e6dce405a63c6",
"created_at": "2026-09-22T12:09:55.683270+00:00",
"data_quality": {
"alfred_available_from": "2026-09-04",
"metadata_verified_through": "2026-09-04",
"observation_age_days": 51,
"publisher_release_date_verified": false,
"release_date": null,
"status": "LAST_VERIFIED_SNAPSHOT",
"unproven_metadata_after_cutoff": true
},
"dataset_id": "df57cfeeec5c8ca4e973868a12248e2bd6166c569c2c97979d9564b24e1cb07e",
"event_probabilities": {
"direction_reference": 4.1,
"down": 0.65,
"equal": 0.08333333333333333,
"relation": "above",
"threshold": 4.6,
"threshold_event": 0.075,
"up": 0.26666666666666666
},
"feature_version": "none-0",
"forecast_id": "b39329bb911d5c335291802bcb7238fe194180db07982c121db3d97d4636365e",
"historical_oos": {
"annual": [
{
"crps": 0.45797395833333326,
"direction_accuracy": 0.75,
"direction_brier": 0.2374247685185185,
"distribution_n": 12,
"end": "2011-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.24444444444444446,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.05980324074074075,
"event_ece": 0.24444444444444446,
"mae": 0.5333333333333332,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.25,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.7375000000000002
},
"pi80": {
"coverage": 0.5,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.9133333333333349
},
"pi95": {
"coverage": 0.5,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.9602083333333304
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.5333333333333332,
"rmse": 0.6377042156569662,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 1.0188599279508366,
"year": "2011"
},
{
"crps": 0.21926388888888892,
"direction_accuracy": 1.0,
"direction_brier": 0.18145833333333336,
"distribution_n": 12,
"end": "2012-12-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.171875,
"n": 8,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.21041666666666664,
"n": 4,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.03453703703703704,
"event_ece": 0.18472222222222223,
"mae": 0.27083333333333365,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.6666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.6458333333333329
},
"pi80": {
"coverage": 0.8333333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.9991666666666685
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.1281249999999967
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.3333333333333333,
"rmse": 0.3031088913245538,
"start": "2012-01-27",
"status": "computed",
"training_scaled_mae": 0.5201153926482879,
"year": "2012"
},
{
"crps": 0.43787152777777777,
"direction_accuracy": 1.0,
"direction_brier": 0.12489583333333332,
"distribution_n": 12,
"end": "2013-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.16666666666666666,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.02777777777777778,
"event_ece": 0.16666666666666666,
"mae": 0.5208333333333336,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.08333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.6395833333333324
},
"pi80": {
"coverage": 0.4166666666666667,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.0800000000000005
},
"pi95": {
"coverage": 0.5833333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.212499999999997
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.6999999999999998,
"rmse": 0.559203302326921,
"start": "2013-01-25",
"status": "computed",
"training_scaled_mae": 0.9988365551805263,
"year": "2013"
},
{
"crps": 0.29860590277777777,
"direction_accuracy": 1.0,
"direction_brier": 0.08999999999999998,
"distribution_n": 12,
"end": "2014-12-26",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.16666666666666666,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.02777777777777778,
"event_ece": 0.16666666666666666,
"mae": 0.3833333333333331,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.16666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.6020833333333329
},
"pi80": {
"coverage": 0.6666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.1125000000000003
},
"pi95": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.286666666666662
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.5833333333333333,
"rmse": 0.4242640687119283,
"start": "2014-01-31",
"status": "computed",
"training_scaled_mae": 0.7390953963936734,
"year": "2014"
},
{
"crps": 0.17029166666666673,
"direction_accuracy": 1.0,
"direction_brier": 0.08999999999999998,
"distribution_n": 12,
"end": "2015-12-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.16666666666666666,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.02777777777777778,
"event_ece": 0.16666666666666666,
"mae": 0.1708333333333333,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.6999999999999993
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.309999999999999
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.4099999999999966
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.34166666666666656,
"rmse": 0.19632031648982903,
"start": "2015-01-30",
"status": "computed",
"training_scaled_mae": 0.3264011365863217,
"year": "2015"
},
{
"crps": 0.18266087962962965,
"direction_accuracy": 0.9166666666666666,
"direction_brier": 0.12375578703703706,
"distribution_n": 12,
"end": "2016-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.16666666666666666,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.02777777777777778,
"event_ece": 0.16666666666666666,
"mae": 0.20833333333333318,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.8333333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.6999999999999993
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.309999999999999
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.4099999999999966
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.2416666666666667,
"rmse": 0.23273733406281547,
"start": "2016-01-29",
"status": "computed",
"training_scaled_mae": 0.39837280955131876,
"year": "2016"
},
{
"crps": 0.15435243055555556,
"direction_accuracy": 1.0,
"direction_brier": 0.09215856481481481,
"distribution_n": 12,
"end": "2017-12-29",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.16666666666666666,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.02777777777777778,
"event_ece": 0.16666666666666666,
"mae": 0.0750000000000004,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.6937499999999993
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.309999999999999
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.4099999999999966
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.3083333333333335,
"rmse": 0.10408329997330677,
"start": "2017-01-27",
"status": "computed",
"training_scaled_mae": 0.1447519357614003,
"year": "2017"
},
{
"crps": 0.17573148148148146,
"direction_accuracy": 0.9166666666666666,
"direction_brier": 0.10047453703703701,
"distribution_n": 12,
"end": "2018-12-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.15763888888888886,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.025005787037037038,
"event_ece": 0.15763888888888886,
"mae": 0.1833333333333339,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.8333333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.49791666666666673
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.309999999999999
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.4099999999999966
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.1499999999999999,
"rmse": 0.21213203435596478,
"start": "2018-01-26",
"status": "computed",
"training_scaled_mae": 0.3560627539930074,
"year": "2018"
},
{
"crps": 2.548074652777778,
"direction_accuracy": 0.6666666666666666,
"direction_brier": 0.2805324074074074,
"distribution_n": 12,
"end": "2019-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.059375,
"n": 8,
"observed_rate": 0.5,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.11249999999999999,
"n": 4,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.31100115740740736,
"event_ece": 0.33125,
"mae": 2.6083333333333343,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.6666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.4000000000000001
},
"pi80": {
"coverage": 0.6666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.1724999999999997
},
"pi95": {
"coverage": 0.75,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.9102083333333297
},
"positive_origin_months": 4,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 2.5583333333333336,
"rmse": 4.9649605570773,
"start": "2019-01-25",
"status": "computed",
"training_scaled_mae": 5.108199868877027,
"year": "2019"
},
{
"crps": 3.715191550925926,
"direction_accuracy": 0.6666666666666666,
"direction_brier": 0.288431712962963,
"distribution_n": 12,
"end": "2020-12-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.01875,
"n": 12,
"observed_rate": 0.3333333333333333,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.3284085648148148,
"event_ece": 0.3145833333333333,
"mae": 3.891666666666666,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.335416666666667
},
"pi80": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.7699999999999996
},
"pi95": {
"coverage": 0.08333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.79083333333333
},
"positive_origin_months": 4,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 3.9916666666666667,
"rmse": 4.522259759603967,
"start": "2020-01-31",
"status": "computed",
"training_scaled_mae": 7.720266368631834,
"year": "2020"
},
{
"crps": 0.8656799768518518,
"direction_accuracy": 1.0,
"direction_brier": 0.011458333333333334,
"distribution_n": 12,
"end": "2021-12-31",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.06666666666666667,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.0044444444444444444,
"event_ece": 0.06666666666666667,
"mae": 1.0999999999999994,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.4333333333333329
},
"pi80": {
"coverage": 0.08333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.9608333333333329
},
"pi95": {
"coverage": 0.5833333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 9.490416666666656
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.4083333333333332,
"rmse": 1.171181739384057,
"start": "2021-01-29",
"status": "computed",
"training_scaled_mae": 1.9561576354679788,
"year": "2021"
},
{
"crps": 0.2095225694444444,
"direction_accuracy": 0.8333333333333334,
"direction_brier": 0.14595486111111108,
"distribution_n": 12,
"end": "2022-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.06666666666666667,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.0044444444444444444,
"event_ece": 0.06666666666666667,
"mae": 0.2749999999999995,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.4166666666666667,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.4000000000000008
},
"pi80": {
"coverage": 0.8333333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.2450000000000003
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 10.405833333333325
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.15833333333333335,
"rmse": 0.3149073937948526,
"start": "2022-01-28",
"status": "computed",
"training_scaled_mae": 0.45885499658547607,
"year": "2022"
},
{
"crps": 0.42534201388888876,
"direction_accuracy": 0.25,
"direction_brier": 0.6122916666666667,
"distribution_n": 12,
"end": "2023-12-29",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.06666666666666667,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.0044444444444444444,
"event_ece": 0.06666666666666667,
"mae": 0.5541666666666666,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.48333333333333356
},
"pi80": {
"coverage": 0.25,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.4133333333333338
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 10.339166666666658
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.19166666666666662,
"rmse": 0.5775306629666225,
"start": "2023-01-27",
"status": "computed",
"training_scaled_mae": 0.9105738126746066,
"year": "2023"
},
{
"crps": 0.34406828703703707,
"direction_accuracy": 0.3333333333333333,
"direction_brier": 0.49516203703703704,
"distribution_n": 12,
"end": "2024-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.06805555555555555,
"n": 12,
"observed_rate": 0.08333333333333333,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.07686342592592593,
"event_ece": 0.015277777777777779,
"mae": 0.4333333333333333,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.25,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.4770833333333336
},
"pi80": {
"coverage": 0.5833333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.6141666666666674
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 10.641249999999992
},
"positive_origin_months": 1,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.2166666666666667,
"rmse": 0.4983305462575351,
"start": "2024-01-26",
"status": "computed",
"training_scaled_mae": 0.7211108668571847,
"year": "2024"
},
{
"crps": 0.32994907407407437,
"direction_accuracy": 0.0,
"direction_brier": 0.6179861111111111,
"distribution_n": 3,
"end": "2025-03-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.075,
"n": 3,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.005625000000000001,
"event_ece": 0.075,
"mae": 0.43333333333333385,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 3,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 3,
"width": 0.5
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 3,
"width": 1.7999999999999998
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 3,
"width": 10.724166666666656
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.2333333333333337,
"rmse": 0.4434711565216695,
"start": "2025-01-31",
"status": "computed",
"training_scaled_mae": 0.7282118434453669,
"year": "2025"
}
],
"crisis_excluded": {
"crps": 0.2740729412923562,
"direction_accuracy": 0.8085106382978723,
"direction_brier": 0.20951536643026009,
"distribution_n": 141,
"end": "2025-03-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.0684959349593496,
"n": 41,
"observed_rate": 0.024390243902439025,
"sparse": false,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.1632936507936508,
"n": 84,
"observed_rate": 0.0,
"sparse": false,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.23593750000000002,
"n": 16,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.02985520094562648,
"event_ece": 0.13687943262411348,
"mae": 0.3205673758865249,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 171,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.2128082386363638,
"observed_months": 141,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.4219921112556928
},
"n": 141,
"pi50": {
"coverage": 0.5035460992907801,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 171,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.268970189701897,
"observed_months": 141,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.7455105853051058
},
"n": 141,
"width": 0.5874113475177303
},
"pi80": {
"coverage": 0.75177304964539,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 171,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.592085798816568,
"observed_months": 141,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.9096774193548387
},
"n": 141,
"width": 1.9407801418439723
},
"pi95": {
"coverage": 0.9148936170212766,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 171,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.8221963824289406,
"observed_months": 141,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 1.0
},
"n": 141,
"width": 5.276578014184392
},
"positive_origin_months": 1,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.3333333333333333,
"rmse": 0.39982265572171966,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.5849369624939239
},
"full": {
"crps": 0.7219030214424952,
"direction_accuracy": 0.7953216374269005,
"direction_brier": 0.21252599090318391,
"distribution_n": 171,
"end": "2025-03-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.05833333333333335,
"n": 71,
"observed_rate": 0.1267605633802817,
"sparse": false,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.1632936507936508,
"n": 84,
"observed_rate": 0.0,
"sparse": false,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.23593750000000002,
"n": 16,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.06942089018843406,
"event_ece": 0.13070175438596493,
"mae": 0.7941520467836256,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 171,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.2874122807017547,
"observed_months": 171,
"p_value": 0.0265,
"repetitions": 1999,
"status": "computed",
"upper95": 1.600847953216374
},
"n": 171,
"pi50": {
"coverage": 0.4269005847953216,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 171,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.2219298245614035,
"observed_months": 171,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.6494152046783623
},
"n": 171,
"width": 0.5523391812865495
},
"pi80": {
"coverage": 0.6374269005847953,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 171,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.42105263157894735,
"observed_months": 171,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.8304093567251462
},
"n": 171,
"width": 1.7523391812865496
},
"pi95": {
"coverage": 0.8187134502923976,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 171,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.6429824561403509,
"observed_months": 171,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.9535087719298243
},
"n": 171,
"width": 5.297280701754381
},
"positive_origin_months": 9,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.8263157894736841,
"rmse": 1.8418780143872289,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 1.5129622749488294
},
"horizon": 6,
"model": "persistence",
"nonoverlapping": {
"crps": 0.6739786877394636,
"direction_accuracy": 0.8275862068965517,
"direction_brier": 0.18072796934865898,
"distribution_n": 29,
"end": "2025-01-31",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.05972222222222221,
"n": 12,
"observed_rate": 0.16666666666666666,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.1642857142857143,
"n": 14,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2388888888888889,
"n": 3,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.08385536398467434,
"event_ece": 0.14827586206896554,
"mae": 0.7327586206896551,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 169,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.24165229885057465,
"observed_months": 29,
"p_value": 0.032,
"repetitions": 1999,
"status": "computed",
"upper95": 1.529362684729064
},
"n": 29,
"pi50": {
"coverage": 0.5517241379310345,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 169,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.32142857142857145,
"observed_months": 29,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.7857142857142857
},
"n": 29,
"width": 0.5534482758620689
},
"pi80": {
"coverage": 0.7241379310344828,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 169,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.5172413793103449,
"observed_months": 29,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.896551724137931
},
"n": 29,
"width": 1.7700000000000002
},
"pi95": {
"coverage": 0.8275862068965517,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 169,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.6546718576195774,
"observed_months": 29,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.9655172413793104
},
"n": 29,
"width": 5.280172413793099
},
"positive_origin_months": 2,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.7689655172413792,
"rmse": 1.6222855312267277,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 1.3976530585248381
},
"series": "UNRATE",
"split": "locked_historical_holdout",
"vs_historical_mean": {
"crps_improvement": 0.01066181727103248,
"crps_improvement_ci95": {
"block_months": 24,
"calendar_months": 171,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.005762686094375536,
"observed_months": 171,
"p_value": 0.001,
"repetitions": 1999,
"status": "computed",
"upper95": 0.016069367266474573
},
"crps_n": 171,
"mae_improvement": 0.01890162328774903,
"mae_improvement_ci95": {
"block_months": 24,
"calendar_months": 171,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.006770307997833555,
"observed_months": 171,
"p_value": 0.0035,
"repetitions": 1999,
"status": "computed",
"upper95": 0.03247582666327246
},
"n": 171,
"relative_mae_improvement": 0.023247694443209056
},
"vs_persistence": {
"crps_improvement": 0.0,
"crps_improvement_ci95": {
"block_months": 24,
"calendar_months": 171,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.0,
"observed_months": 171,
"p_value": 1.0,
"repetitions": 1999,
"status": "computed",
"upper95": 0.0
},
"crps_n": 171,
"mae_improvement": 0.0,
"mae_improvement_ci95": {
"block_months": 24,
"calendar_months": 171,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.0,
"observed_months": 171,
"p_value": 1.0,
"repetitions": 1999,
"status": "computed",
"upper95": 0.0
},
"n": 171,
"relative_mae_improvement": 0.0
}
},
"horizon": 6,
"information_cutoff": "2026-09-04",
"input": {
"actual": {
"available_from": "2026-09-04",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "4f2dc8111805d3dfc35d4421a468e863e071f4527d0c3e62ffd9502e0a015713",
"series_id": "UNRATE",
"value": 4.1
},
"age_days": 34,
"anchor_month": "2026-08",
"baseline": 4.1,
"checksum": "9efc17e8919ea04113585fbbbcd1310d29bab6be7bedd3407d4f3df2bc4b5d4b",
"event": "above",
"input_rows": [
{
"available_from": "2026-09-04",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "4f2dc8111805d3dfc35d4421a468e863e071f4527d0c3e62ffd9502e0a015713",
"series_id": "UNRATE",
"value": 4.1
}
],
"metadata": {
"frequency": "Monthly",
"provider": "U.S. Bureau of Labor Statistics",
"release": "Employment Situation",
"seasonal_adjustment": "Seasonally Adjusted",
"title": "Unemployment Rate",
"units": "Percent"
},
"reference": 4.1,
"threshold": 4.6
},
"latest_actual": {
"available_from": "2026-09-04",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "4f2dc8111805d3dfc35d4421a468e863e071f4527d0c3e62ffd9502e0a015713",
"series_id": "UNRATE",
"value": 4.1
},
"limitations": [
"No demonstrated predictive edge; unvalidated event probabilities",
"Day-end archive availability, not intraday publisher timestamp",
"Information set stops at official metadata coverage; no extrapolation through requested cutoff",
"First archive availability is not proven first publisher release",
"Overlapping residuals; no coverage guarantee; no parameter CI or probability uncertainty estimate",
"Calibration uses frozen Phase 3B 90-day labels; new live labels are not yet available",
"Growth horizon is measured from origin month; anchor can precede origin",
"Historical performance is retrospective, not live performance"
],
"model_id": "persistence",
"model_version": "3C.1.0",
"origin_month": "2026-09",
"outcome_definition": "UNRATE target level; other targets annualized log growth from anchor to target, both endpoints in outcome vintage",
"point_forecast": {
"mean": 4.094166666666666,
"median": 3.9499999999999997,
"raw_baseline": 4.1
},
"prediction_intervals": {
"0.5": [
3.6999999999999997,
4.199999999999999
],
"0.8": [
2.6999999999999993,
4.499999999999999
],
"0.95": [
0.0975000000000008,
10.822499999999991
]
},
"predictive_distribution": {
"censored_mass": 0.025,
"family": "prequential_empirical",
"mean": 4.094166666666666,
"median": 3.9499999999999997,
"parameter_confidence_interval": null,
"prediction_intervals": {
"0.5": [
3.6999999999999997,
4.199999999999999
],
"0.8": [
2.6999999999999993,
4.499999999999999
],
"0.95": [
0.0975000000000008,
10.822499999999991
]
},
"probability_estimate_uncertainty": null,
"support": [
0.0,
0.0,
0.0,
0.10000000000000053,
1.6999999999999993,
2.1999999999999993,
2.1999999999999997,
2.2,
2.299999999999999,
2.499999999999999,
2.4999999999999996,
2.6999999999999993,
2.6999999999999993,
2.8,
2.9,
2.999999999999999,
3.0,
3.1,
3.3,
3.499999999999999,
3.4999999999999996,
3.5,
3.5999999999999996,
3.5999999999999996,
3.5999999999999996,
3.6999999999999993,
3.6999999999999993,
3.6999999999999993,
3.6999999999999993,
3.6999999999999993,
3.6999999999999997,
3.7,
3.7,
3.7,
3.7,
3.799999999999999,
3.799999999999999,
3.799999999999999,
3.7999999999999994,
3.8,
3.8,
3.8,
3.8,
3.8,
3.8,
3.8,
3.8999999999999995,
3.8999999999999995,
3.8999999999999995,
3.8999999999999995,
3.8999999999999995,
3.8999999999999995,
3.8999999999999995,
3.8999999999999995,
3.9,
3.9,
3.9,
3.9,
3.9,
3.9000000000000004,
3.999999999999999,
3.999999999999999,
3.9999999999999996,
3.9999999999999996,
3.9999999999999996,
3.9999999999999996,
3.9999999999999996,
3.9999999999999996,
3.9999999999999996,
3.9999999999999996,
3.9999999999999996,
3.9999999999999996,
4.0,
4.0,
4.0,
4.0,
4.0,
4.0,
4.1,
4.1,
4.1,
4.1,
4.1,
4.1,
4.1,
4.1,
4.1,
4.1,
4.199999999999999,
4.199999999999999,
4.199999999999999,
4.199999999999999,
4.199999999999999,
4.199999999999999,
4.199999999999999,
4.199999999999999,
4.2,
4.2,
4.2,
4.299999999999999,
4.299999999999999,
4.3999999999999995,
4.3999999999999995,
4.3999999999999995,
4.4,
4.4,
4.4,
4.499999999999999,
4.5,
4.5,
4.6,
4.699999999999999,
4.8,
6.6,
8.5,
8.9,
10.799999999999999,
11.7,
13.8,
15.299999999999999
],
"uncertainty_limit": "Predictive residual distribution only; no exchangeability or coverage guarantee"
},
"primary_scoring_vintage": "target month end + 90 days; first archive and later revisions are separate diagnostics",
"record_type": "LIVE_FORECAST",
"requested_information_cutoff": "2026-09-21",
"target_date": "2027-03-31",
"target_definition": {
"event": "above",
"measure": "level",
"name": "Unemployment rate",
"threshold_change": 0.5,
"units": "percent"
},
"target_id": "UNRATE",
"target_month": "2027-03",
"units": "percent",
"validation_status": "EXPERIMENTAL"
},
{
"calibration": {
"checksum": "279c5e4b17b390e3d023db7e33033441022daa1aca348e99d561399eb92788c3",
"historical_dataset_id": "14d979068a64284b9b5cc7f1b611bd01a9899675a73303b5f0db955d6a2ba14c",
"historical_run_id": "34d2637c4beed41deb69ddba0f9c5e892fb8592ecd2304e3fe05a5241e5c6018",
"residuals": [
{
"available_at": "2016-01-29",
"cutoff": "2014-10-31",
"error": -0.9000000000000004,
"forecast_id": "083dce695e42044f30182e85a3b4af4aefcaefce0c9be5a4058811ac3ac65a64",
"label_vintage": "2016-01-29"
},
{
"available_at": "2016-02-28",
"cutoff": "2014-11-28",
"error": -0.7999999999999998,
"forecast_id": "47c20c49fe2ffdb5600818f01fdd925e865cb3de7c760f5f33d353bacf842ba3",
"label_vintage": "2016-02-28"
},
{
"available_at": "2016-03-30",
"cutoff": "2014-12-26",
"error": -0.7999999999999998,
"forecast_id": "2416c2c12257f312fe32796c9a515ef2c40d1df417e1b7ac714fc15c93fbc4cf",
"label_vintage": "2016-03-30"
},
{
"available_at": "2016-04-30",
"cutoff": "2015-01-30",
"error": -0.6999999999999993,
"forecast_id": "716a12407084ac738bfd55bb26bf93dd51debcd438aafb5834780454288d4960",
"label_vintage": "2016-04-30"
},
{
"available_at": "2016-05-29",
"cutoff": "2015-02-27",
"error": -0.7999999999999998,
"forecast_id": "c37fb5b3e5ede0c109f7fc68114024722ebcb12a03714e11c44a75ca72016782",
"label_vintage": "2016-05-29"
},
{
"available_at": "2016-06-29",
"cutoff": "2015-03-27",
"error": -0.5,
"forecast_id": "a19a8edb6e09ee2a0a9eb1571efd5f80ec7308ef457890a78f7d2e9830d33515",
"label_vintage": "2016-06-29"
},
{
"available_at": "2016-07-29",
"cutoff": "2015-04-24",
"error": -0.5,
"forecast_id": "c96b4865a4110e21c266bda480f9daa79a4dc5b34d3ef8053bdfe3e682b58fb7",
"label_vintage": "2016-07-29"
},
{
"available_at": "2016-08-29",
"cutoff": "2015-05-29",
"error": -0.7000000000000002,
"forecast_id": "b702d32a9dd9b892c1242b893a0c70b392ae3f46da523c2239f5f671b3fbbf34",
"label_vintage": "2016-08-29"
},
{
"available_at": "2016-09-28",
"cutoff": "2015-06-26",
"error": -0.5999999999999996,
"forecast_id": "c12ab8716655eedc8fcdc8a8dfb10378fc8ffd409784cc96885dd28bd0e576ac",
"label_vintage": "2016-09-28"
},
{
"available_at": "2016-10-29",
"cutoff": "2015-07-31",
"error": -0.39999999999999947,
"forecast_id": "19be5c1d7892c2d25871c6c0a7b20aea35635af44a312f468678c1f185e1476d",
"label_vintage": "2016-10-29"
},
{
"available_at": "2016-11-29",
"cutoff": "2015-08-28",
"error": -0.39999999999999947,
"forecast_id": "f6128619fa12c07bef2ecb6b59fa5e7b494e888b423b064d197cb3789226282f",
"label_vintage": "2016-11-29"
},
{
"available_at": "2016-12-29",
"cutoff": "2015-09-25",
"error": -0.09999999999999964,
"forecast_id": "51c9c4ecb4df256f05f9f4f3210ab6c8d1cd7f3c85e27065f937d64ae3cab7f8",
"label_vintage": "2016-12-29"
},
{
"available_at": "2017-01-29",
"cutoff": "2015-10-30",
"error": -0.2999999999999998,
"forecast_id": "ed28b290764bf776330ab665681323ddaea765bd0d4e562e17ce0bf44856be26",
"label_vintage": "2017-01-29"
},
{
"available_at": "2017-02-28",
"cutoff": "2015-11-27",
"error": -0.40000000000000036,
"forecast_id": "efd1824829e1f49d266df8322bc644a3396310fd8ffb6e1ceb6bdd2a4b7bcf41",
"label_vintage": "2017-02-28"
},
{
"available_at": "2017-03-31",
"cutoff": "2015-12-25",
"error": -0.2999999999999998,
"forecast_id": "7a3ef115dcbfbf99452d7ca1cf768b7c021d02d48b8d0e4002fb42f7f0bbdb03",
"label_vintage": "2017-03-31"
},
{
"available_at": "2017-05-01",
"cutoff": "2016-01-29",
"error": -0.20000000000000018,
"forecast_id": "6e87395a7253e0f70eb74fa1eac8abf8e92545576077fc8ac9920703e9983b2b",
"label_vintage": "2017-05-01"
},
{
"available_at": "2017-05-29",
"cutoff": "2016-02-26",
"error": -0.20000000000000018,
"forecast_id": "9d7d5e5f10cf428d7834a2857875a501cbe2481dacfcd2c05a89722d2b755f54",
"label_vintage": "2017-05-29"
},
{
"available_at": "2017-06-29",
"cutoff": "2016-03-25",
"error": -0.40000000000000036,
"forecast_id": "49ce067ae04222c3b509bea1399b293c94fe570300e70daec7e9513b2b52e774",
"label_vintage": "2017-06-29"
},
{
"available_at": "2017-07-29",
"cutoff": "2016-04-29",
"error": -0.5999999999999996,
"forecast_id": "9c0e0911c2d1bdf8153e094f589f03dcda583503ca1e83ae9bf016c54dc41300",
"label_vintage": "2017-07-29"
},
{
"available_at": "2017-08-29",
"cutoff": "2016-05-27",
"error": -0.7000000000000002,
"forecast_id": "0ac4648de267fa00103d1015b270c3813ffbe4306f412a5f0bf7896510e34fda",
"label_vintage": "2017-08-29"
},
{
"available_at": "2017-09-28",
"cutoff": "2016-06-24",
"error": -0.2999999999999998,
"forecast_id": "db9404de0dedee0447e257e93172c6d46b8df7e01c11a26b8e2bc9c67ae849e2",
"label_vintage": "2017-09-28"
},
{
"available_at": "2017-10-29",
"cutoff": "2016-07-29",
"error": -0.6000000000000005,
"forecast_id": "a8deaf98e9a76b49c31928190b12cf779302bfa0c2986bbcfaeac0b2855876d8",
"label_vintage": "2017-10-29"
},
{
"available_at": "2017-11-29",
"cutoff": "2016-08-26",
"error": -0.5,
"forecast_id": "1a76d618754e25ace9f992f7e86405c6245125429711f3cb6a40bcbf94fa3f5a",
"label_vintage": "2017-11-29"
},
{
"available_at": "2017-12-29",
"cutoff": "2016-09-30",
"error": -0.7000000000000002,
"forecast_id": "438900436f920727296a59a91c367a33e7a4ef67ddd127901f4a388dbf8fc2d6",
"label_vintage": "2017-12-29"
},
{
"available_at": "2018-01-29",
"cutoff": "2016-10-28",
"error": -0.9000000000000004,
"forecast_id": "c5334c5123fdcce22b111549e330bab499a5e2381c6cbe8ce3ad9faba686b93f",
"label_vintage": "2018-01-29"
},
{
"available_at": "2018-02-28",
"cutoff": "2016-11-25",
"error": -0.8000000000000007,
"forecast_id": "ea87d5f964755e7c2257b3a058a784eb266df9bc1b99f671dea88a24d884ce19",
"label_vintage": "2018-02-28"
},
{
"available_at": "2018-03-31",
"cutoff": "2016-12-30",
"error": -0.5,
"forecast_id": "1740828f440ef36f306e3887fb860ebbbaa8436ad8f540880d786ae875142cf8",
"label_vintage": "2018-03-31"
},
{
"available_at": "2018-05-01",
"cutoff": "2017-01-27",
"error": -0.6000000000000005,
"forecast_id": "8ef72ce4c89071649803d9af31887792632d480198d963c16d10e273c5b4479f",
"label_vintage": "2018-05-01"
},
{
"available_at": "2018-05-29",
"cutoff": "2017-02-24",
"error": -0.7000000000000002,
"forecast_id": "df77e5854c0ba6b833f15ae3bdf922be90f9941f541ea6b66d36c06f0a20c793",
"label_vintage": "2018-05-29"
},
{
"available_at": "2018-06-29",
"cutoff": "2017-03-31",
"error": -0.6000000000000005,
"forecast_id": "de2a2212789e5bc38801a7b833e2329730db1c14a595471e8b250a3857918b72",
"label_vintage": "2018-06-29"
},
{
"available_at": "2018-07-29",
"cutoff": "2017-04-28",
"error": -0.6000000000000001,
"forecast_id": "1a2eefa88ea4d5b2462ca6e2640fa39d7840314e617115edf3be3abc039a1950",
"label_vintage": "2018-07-29"
},
{
"available_at": "2018-08-29",
"cutoff": "2017-05-26",
"error": -0.6000000000000005,
"forecast_id": "22bc0920eaecbead05223203eda81edd7efe00b8877d29b13e5f8db971be5d1a",
"label_vintage": "2018-08-29"
},
{
"available_at": "2018-09-28",
"cutoff": "2017-06-30",
"error": -0.2999999999999998,
"forecast_id": "59747c7d45d21cddc96f8a58ac5658318386c7b428a5ce6f01c3d27693084fe0",
"label_vintage": "2018-09-28"
},
{
"available_at": "2018-10-29",
"cutoff": "2017-07-28",
"error": -0.5000000000000004,
"forecast_id": "f11d4302815f2ed58a2fa49a0a04bf1e671d5475561e923b7237a6acf7d1c936",
"label_vintage": "2018-10-29"
},
{
"available_at": "2018-11-29",
"cutoff": "2017-08-25",
"error": -0.3999999999999999,
"forecast_id": "cb6418b58bc21004d9316171fab8ad1ec1c384e2e7c6ec8f56da2dc2301793ef",
"label_vintage": "2018-11-29"
},
{
"available_at": "2018-12-29",
"cutoff": "2017-09-29",
"error": -0.7000000000000002,
"forecast_id": "a5322a5f03dc88368c0ccdecbfeb22a80e3d6e144541222df1a17310cd1a3ef8",
"label_vintage": "2018-12-29"
},
{
"available_at": "2019-01-29",
"cutoff": "2017-10-27",
"error": -0.40000000000000036,
"forecast_id": "7a67f6e9fd9f6f3888a85c6fc0800bac69f96c7cec9fa58ef71e28e385c38fbf",
"label_vintage": "2019-01-29"
},
{
"available_at": "2019-02-28",
"cutoff": "2017-11-24",
"error": -0.39999999999999947,
"forecast_id": "27c4d4568ed3ce43d5e799157dec0f5a1c6c34e77562a7ce6ca6fe9cab306847",
"label_vintage": "2019-02-28"
},
{
"available_at": "2019-03-31",
"cutoff": "2017-12-29",
"error": -0.19999999999999973,
"forecast_id": "ae7d55631f7732bfb51025bac141205863d49d14cbf7363532d4563d2ef96090",
"label_vintage": "2019-03-31"
},
{
"available_at": "2019-05-01",
"cutoff": "2018-01-26",
"error": -0.09999999999999964,
"forecast_id": "a5fedf1372e96e2f1c969a93824d7d5460e63b7392dafe676587a89499fdf900",
"label_vintage": "2019-05-01"
},
{
"available_at": "2019-05-29",
"cutoff": "2018-02-23",
"error": -0.2999999999999998,
"forecast_id": "63c187b1d98c1b755d683107ee9e9c3aab4b94ff6e69ff40a8de6a017e6ed6a9",
"label_vintage": "2019-05-29"
},
{
"available_at": "2019-06-29",
"cutoff": "2018-03-30",
"error": -0.2999999999999998,
"forecast_id": "0530df0fa92657875534164fd31876c6804f80cb4a19ff575fb668f0ed06d205",
"label_vintage": "2019-06-29"
},
{
"available_at": "2019-07-29",
"cutoff": "2018-04-27",
"error": -0.49999999999999956,
"forecast_id": "90e469759f3bb91c97bd0a5b0d7e1a5cc0ee152952efcee572d998dcd16c46a9",
"label_vintage": "2019-07-29"
},
{
"available_at": "2019-08-29",
"cutoff": "2018-05-25",
"error": -0.2999999999999998,
"forecast_id": "f8923199a770d27b242aed0ee3922fd12142fa33bf5894b07a4258742b96bdcd",
"label_vintage": "2019-08-29"
},
{
"available_at": "2019-09-28",
"cutoff": "2018-06-29",
"error": -0.09999999999999964,
"forecast_id": "4f93af29c2aaad15aacaa4a6fa1ae2e8c81f4ee12c8fc81d066b07df002b6126",
"label_vintage": "2019-09-28"
},
{
"available_at": "2019-10-29",
"cutoff": "2018-07-27",
"error": -0.2999999999999998,
"forecast_id": "2e15ef47eb690128e99ef36e00b1ec1e3dd4620443e6f9d0d9cf0f60921d8904",
"label_vintage": "2019-10-29"
},
{
"available_at": "2019-11-29",
"cutoff": "2018-08-31",
"error": -0.19999999999999973,
"forecast_id": "a43b18b2f14bbc1d31b161f3a5042b53b63574815af9bee4c21e273b43f072b4",
"label_vintage": "2019-11-29"
},
{
"available_at": "2019-12-29",
"cutoff": "2018-09-28",
"error": -0.3999999999999999,
"forecast_id": "f2bc2843eadc311b93366950f303a95e8f37729434acf62799723669fcca311c",
"label_vintage": "2019-12-29"
},
{
"available_at": "2020-01-29",
"cutoff": "2018-10-26",
"error": -0.10000000000000009,
"forecast_id": "d8b06b98ae5c2a84524ea5c6746caf9f68e2c50ddd67c6fb3d7fa4ad29422a70",
"label_vintage": "2020-01-29"
},
{
"available_at": "2020-02-28",
"cutoff": "2018-11-30",
"error": -0.20000000000000018,
"forecast_id": "9bb167f2765fbfce54cd205c6510090df235b6f3f557108cecc6a7b88972a97c",
"label_vintage": "2020-02-28"
},
{
"available_at": "2020-03-30",
"cutoff": "2018-12-28",
"error": -0.20000000000000018,
"forecast_id": "a973f5db77b69bf35f065f5576016785df354a3e4e496cb1c690d7b39ac5020f",
"label_vintage": "2020-03-30"
},
{
"available_at": "2020-04-30",
"cutoff": "2019-01-25",
"error": -0.2999999999999998,
"forecast_id": "02edc3a76941b32c9aa8774b386117cb073138f34d4637d7104ae3590008e3f0",
"label_vintage": "2020-04-30"
},
{
"available_at": "2020-05-29",
"cutoff": "2019-02-22",
"error": -0.5,
"forecast_id": "15c77a7fc4b44bcf1a1cea21791e1bc92d01d6c03acb1e19a5dc680318c871b9",
"label_vintage": "2020-05-29"
},
{
"available_at": "2020-06-29",
"cutoff": "2019-03-29",
"error": 0.6000000000000005,
"forecast_id": "36b771b42e56983b5f5fd590ab044a3866ce1bb1f9241cfb995c408d08006190",
"label_vintage": "2020-06-29"
},
{
"available_at": "2020-07-29",
"cutoff": "2019-04-26",
"error": 10.899999999999999,
"forecast_id": "28f400a7b915b7f652c0b05192fe2c7e0d85c9ad1d1c231d8792e06ea52e3d49",
"label_vintage": "2020-07-29"
},
{
"available_at": "2020-08-29",
"cutoff": "2019-05-31",
"error": 9.700000000000001,
"forecast_id": "bcc8a77f70413c153d6602e8f6595cfecaf83d808b8e9429b1c9d7c1602bd4af",
"label_vintage": "2020-08-29"
},
{
"available_at": "2020-09-28",
"cutoff": "2019-06-28",
"error": 7.5,
"forecast_id": "bea60101e9a75b88b482d3aaa0334b89059a80743a608fd41dba966468c77773",
"label_vintage": "2020-09-28"
},
{
"available_at": "2020-10-29",
"cutoff": "2019-07-26",
"error": 6.499999999999999,
"forecast_id": "dd70a0e2f1e5f51a3953fa5b2d413d82cc8da9486e8c18cba53aea2ae8c547c3",
"label_vintage": "2020-10-29"
},
{
"available_at": "2020-11-29",
"cutoff": "2019-08-30",
"error": 4.7,
"forecast_id": "203ff0528e2f4dded8d669136609e82f78d7d3fdcdbbc9337b93fe84a00d3181",
"label_vintage": "2020-11-29"
},
{
"available_at": "2020-12-29",
"cutoff": "2019-09-27",
"error": 4.2,
"forecast_id": "a23cd7cd490ff45070eb934e86a9cf2b017076883563a5becf917bf2fed27375",
"label_vintage": "2020-12-29"
},
{
"available_at": "2021-01-29",
"cutoff": "2019-10-25",
"error": 3.4000000000000004,
"forecast_id": "9168c26403623d2d08939134f11f0ac80ab2ff213ca099916dcd52e9334c5acb",
"label_vintage": "2021-01-29"
},
{
"available_at": "2021-02-28",
"cutoff": "2019-11-29",
"error": 3.1,
"forecast_id": "783a9f0885be99d0f4fc065ab34753961d4f22fd7a412717ae4c94d21c10a6c0",
"label_vintage": "2021-02-28"
},
{
"available_at": "2021-03-31",
"cutoff": "2019-12-27",
"error": 3.2,
"forecast_id": "918ce32757f472d31fe6bf39b0b1e10fc03e54f8ea0c1de9a9f8aa912de61a3b",
"label_vintage": "2021-03-31"
},
{
"available_at": "2021-05-01",
"cutoff": "2020-01-31",
"error": 2.8,
"forecast_id": "4fcd1fe270f48c464cb8615adb23d86ca171061e6f27ab570544b9890d168383",
"label_vintage": "2021-05-01"
},
{
"available_at": "2021-05-29",
"cutoff": "2020-02-28",
"error": 2.6,
"forecast_id": "7b5568dcf0b39d22636b6712ac12ab71ed6deb3cdd1b3dd80560dda9a5c1f920",
"label_vintage": "2021-05-29"
},
{
"available_at": "2021-06-29",
"cutoff": "2020-03-27",
"error": 2.5,
"forecast_id": "afdf2e8ed666d9fc3caedb2d6f0d7c84ac8252bb4bd2c27cecac2bf41e4d4772",
"label_vintage": "2021-06-29"
},
{
"available_at": "2021-07-29",
"cutoff": "2020-04-24",
"error": 1.6999999999999993,
"forecast_id": "63ff459727d2470d81d39813c0edc0764e0e44cc10627449d4ae7421c6d2bce9",
"label_vintage": "2021-07-29"
},
{
"available_at": "2021-08-29",
"cutoff": "2020-05-29",
"error": -8.899999999999999,
"forecast_id": "5d2e0e22006727b68984ca8a96b3024d271f940fd6c02cc708e314113e085bb6",
"label_vintage": "2021-08-29"
},
{
"available_at": "2021-09-28",
"cutoff": "2020-06-26",
"error": -7.4,
"forecast_id": "3d5a40b1648a763c4bb12a886e0e0a171a01b68b6664cc7ad19972806048b983",
"label_vintage": "2021-09-28"
},
{
"available_at": "2021-10-29",
"cutoff": "2020-07-31",
"error": -5.699999999999999,
"forecast_id": "fd22652755937d4cff576fdd13a8a36e08c4d2822a0003288146a21755007747",
"label_vintage": "2021-10-29"
},
{
"available_at": "2021-11-29",
"cutoff": "2020-08-28",
"error": -4.999999999999999,
"forecast_id": "363e395d80ed37f5664056a5498a9ff82df0b1fe7027f684e6e23d1c7df553b5",
"label_vintage": "2021-11-29"
},
{
"available_at": "2021-12-29",
"cutoff": "2020-09-25",
"error": -3.6000000000000005,
"forecast_id": "771204ff1d236f1b03fac64ad5894b2608e5b4e1fdd848c1332e1d4104029697",
"label_vintage": "2021-12-29"
},
{
"available_at": "2022-01-29",
"cutoff": "2020-10-30",
"error": -3.3000000000000007,
"forecast_id": "b949c630b1ad14a427def12338b25d77c50cfd79a3816795ff898c3fcfa7c034",
"label_vintage": "2022-01-29"
},
{
"available_at": "2022-02-28",
"cutoff": "2020-11-27",
"error": -2.7,
"forecast_id": "a4ce55b88b76a8eb18d72c655d7578d35df0c7f04233162f72914041f9c1c765",
"label_vintage": "2022-02-28"
},
{
"available_at": "2022-03-31",
"cutoff": "2020-12-25",
"error": -2.8000000000000003,
"forecast_id": "54369ca28a0356fdbcd74f9a814e50ed928e3876ea7ac0f8714ebf52b61705aa",
"label_vintage": "2022-03-31"
},
{
"available_at": "2022-05-01",
"cutoff": "2021-01-29",
"error": -2.7,
"forecast_id": "45e008ea165cff2b5c4384dfb522cd0e16d8969f7f6275d53aa70c0591b96a61",
"label_vintage": "2022-05-01"
},
{
"available_at": "2022-05-29",
"cutoff": "2021-02-26",
"error": -2.5,
"forecast_id": "a197d69d0ad9572525751f7bd9da735f3988464f2f7b89125f12809815bbc3f0",
"label_vintage": "2022-05-29"
},
{
"available_at": "2022-06-29",
"cutoff": "2021-03-26",
"error": -2.6,
"forecast_id": "700fce47061db5fa136be81dd85d05a555bbe3b05e508e957f2948099b5c05d4",
"label_vintage": "2022-06-29"
},
{
"available_at": "2022-07-29",
"cutoff": "2021-04-30",
"error": -2.4,
"forecast_id": "6a511e21470cbc37e8175650f580062b5ca8ea0977d588ceddf30608f485e863",
"label_vintage": "2022-07-29"
},
{
"available_at": "2022-08-29",
"cutoff": "2021-05-28",
"error": -2.4999999999999996,
"forecast_id": "b52894513cc969edf2f6dd6dfb7e9e622e95e75aecae24da7354c3938faa63db",
"label_vintage": "2022-08-29"
},
{
"available_at": "2022-09-28",
"cutoff": "2021-06-25",
"error": -2.1999999999999997,
"forecast_id": "20d5be3218e1c52d685439226af0019f3bd3d48eae8f1f43b2ae4c2792952bb1",
"label_vintage": "2022-09-28"
},
{
"available_at": "2022-10-29",
"cutoff": "2021-07-30",
"error": -2.4000000000000004,
"forecast_id": "d2f4fd33af0feb55fe1ab830cad96893c9e815cb435df9c2d96103e1d16de19e",
"label_vintage": "2022-10-29"
},
{
"available_at": "2022-11-29",
"cutoff": "2021-08-27",
"error": -1.7000000000000002,
"forecast_id": "5975a445e7e4a9b2949f31507289cf84bb96546ba6d59016c4f7f396c7fc604d",
"label_vintage": "2022-11-29"
},
{
"available_at": "2022-12-29",
"cutoff": "2021-09-24",
"error": -1.7000000000000002,
"forecast_id": "97aecf7896362eacd925e7973f54fd9e3a51dcaf157bcb4306587e16c4656ffb",
"label_vintage": "2022-12-29"
},
{
"available_at": "2023-01-29",
"cutoff": "2021-10-29",
"error": -1.0999999999999996,
"forecast_id": "0675294d1621a8678aee5fe7ca17d6b32a09afc97ff454165165c275531f6311",
"label_vintage": "2023-01-29"
},
{
"available_at": "2023-02-28",
"cutoff": "2021-11-26",
"error": -0.9999999999999996,
"forecast_id": "ad2b5640aaa856910c5af612f5e5dbb3b1bc768be43e7716a5337a0b850af342",
"label_vintage": "2023-02-28"
},
{
"available_at": "2023-03-31",
"cutoff": "2021-12-31",
"error": -0.7000000000000002,
"forecast_id": "91608e696434d8a946c6eab80bdbac68c9944a6ee1683582e7af59e863fda8a3",
"label_vintage": "2023-03-31"
},
{
"available_at": "2023-05-01",
"cutoff": "2022-01-28",
"error": -0.5,
"forecast_id": "95d0d907205ffee42a7c1462210fadaa012edcbeacb023d389c7b8c151c8fc6b",
"label_vintage": "2023-05-01"
},
{
"available_at": "2023-05-29",
"cutoff": "2022-02-25",
"error": -0.3999999999999999,
"forecast_id": "17ac66d6e774d9bf259dd20f3637cf6b0193dd535d46a3f5f63c8e89239e8cdf",
"label_vintage": "2023-05-29"
},
{
"available_at": "2023-06-29",
"cutoff": "2022-03-25",
"error": -0.2999999999999998,
"forecast_id": "aa90ceee9e02bdfebb740cc800cd8f54341c19765ca113d3f87b058c80d73223",
"label_vintage": "2023-06-29"
},
{
"available_at": "2023-07-29",
"cutoff": "2022-04-29",
"error": -0.20000000000000018,
"forecast_id": "41f176ef6e1f4e7efcd86264563eff199fdbc1bfee691a5fdcdace40a0950cc2",
"label_vintage": "2023-07-29"
},
{
"available_at": "2023-08-29",
"cutoff": "2022-05-27",
"error": 0.10000000000000009,
"forecast_id": "06de3a0d8464b499f88be50d2b4867062c0b232a5dcd986e5f3503f122510330",
"label_vintage": "2023-08-29"
},
{
"available_at": "2023-09-28",
"cutoff": "2022-06-24",
"error": 0.0,
"forecast_id": "d52136d75e07606016db637dbae89f0f1c4c18ac2773ee2a88e021eee4e6144d",
"label_vintage": "2023-09-28"
},
{
"available_at": "2023-10-29",
"cutoff": "2022-07-29",
"error": -0.10000000000000009,
"forecast_id": "7050126d28303b2e1e8d1e895fb4759fc46335266ed37b2d7b924602c45bcf97",
"label_vintage": "2023-10-29"
},
{
"available_at": "2023-11-29",
"cutoff": "2022-08-26",
"error": 0.2999999999999998,
"forecast_id": "4ab05b5ba41aec563f6b89684882d206520d99a5b0077287a799901a114677be",
"label_vintage": "2023-11-29"
},
{
"available_at": "2023-12-29",
"cutoff": "2022-09-30",
"error": 0.09999999999999964,
"forecast_id": "a271ee10aad506fdf97ab0a9c160ea94de3c98540291f72d1ced51db33f528f5",
"label_vintage": "2023-12-29"
},
{
"available_at": "2024-01-29",
"cutoff": "2022-10-28",
"error": 0.2999999999999998,
"forecast_id": "d2b03ee46f00734c210cef3382c3c05239a98f11a305beebcfcb7e823ecbdc66",
"label_vintage": "2024-01-29"
},
{
"available_at": "2024-02-28",
"cutoff": "2022-11-25",
"error": 0.0,
"forecast_id": "b7bbeb9a3b1cf390e415815e51ce980b6c0cd4c76fe58923388f1b9dac4c7315",
"label_vintage": "2024-02-28"
},
{
"available_at": "2024-03-30",
"cutoff": "2022-12-30",
"error": 0.0,
"forecast_id": "c7fef7cee7d94fcf7b44307675cb1c5185afcfb5f821e4f757b6e132e16b75c7",
"label_vintage": "2024-03-30"
},
{
"available_at": "2024-04-30",
"cutoff": "2023-01-27",
"error": 0.20000000000000018,
"forecast_id": "9dcfb4d112b8db175bd8cfb53785ee25450751a83d847465411255602e00ba6e",
"label_vintage": "2024-04-30"
},
{
"available_at": "2024-05-29",
"cutoff": "2023-02-24",
"error": 0.5,
"forecast_id": "d7b460ec912be543376af07e86b586033d9c2804a8c43ebb266c5360ab64de88",
"label_vintage": "2024-05-29"
},
{
"available_at": "2024-06-29",
"cutoff": "2023-03-31",
"error": 0.19999999999999973,
"forecast_id": "0399d628c8e3d4fa927d0e3b62855a83b1af02a19f2ff01c93da816011ded8cf",
"label_vintage": "2024-06-29"
},
{
"available_at": "2024-07-29",
"cutoff": "2023-04-28",
"error": 0.3999999999999999,
"forecast_id": "a38354b2783fd647c8936478cb379b6700e559ace15e1c619413990b10f84608",
"label_vintage": "2024-07-29"
},
{
"available_at": "2024-08-29",
"cutoff": "2023-05-26",
"error": 0.6000000000000001,
"forecast_id": "2bbfd9ca1c44404edb40c9f669a6ffe4c20fa49c02d8aee17b9d57587165b31c",
"label_vintage": "2024-08-29"
},
{
"available_at": "2024-09-28",
"cutoff": "2023-06-30",
"error": 0.39999999999999947,
"forecast_id": "83aed7afa4730c22e99b3dfc2be9121a96ddd78f4083e9352269aa056301338f",
"label_vintage": "2024-09-28"
},
{
"available_at": "2024-10-29",
"cutoff": "2023-07-28",
"error": 0.6999999999999997,
"forecast_id": "e14672e3dfa2745e5c6f3f5fc573312d40e9b576519480579113b4568cc6ba0a",
"label_vintage": "2024-10-29"
},
{
"available_at": "2024-11-29",
"cutoff": "2023-08-25",
"error": 0.7000000000000002,
"forecast_id": "f065eb1904d4599f330bf0ac58ec1411ffa8eb7153502a69299cd94c71f6136e",
"label_vintage": "2024-11-29"
},
{
"available_at": "2024-12-29",
"cutoff": "2023-09-29",
"error": 0.2999999999999998,
"forecast_id": "e73cd1018bd1b983993b1996b264530e25c37c6030123386c41fcf1d8270927e",
"label_vintage": "2024-12-29"
},
{
"available_at": "2025-01-29",
"cutoff": "2023-10-27",
"error": 0.2999999999999998,
"forecast_id": "5514edb49f4f14990f71dff22228fc4b8ec4bd25ac4eae7f18408674aa417724",
"label_vintage": "2025-01-29"
},
{
"available_at": "2025-02-28",
"cutoff": "2023-11-24",
"error": 0.30000000000000027,
"forecast_id": "b7c7238c1268c80c779e1f45ab85133ace8faa6a54b05495f769a4540d132857",
"label_vintage": "2025-02-28"
},
{
"available_at": "2025-03-31",
"cutoff": "2023-12-29",
"error": 0.39999999999999947,
"forecast_id": "7c051fe6a6dba2cee95f9079b5b11fdfc4aa031601858a34185f0bb5b1c9057e",
"label_vintage": "2025-03-31"
},
{
"available_at": "2025-05-01",
"cutoff": "2024-01-26",
"error": 0.2999999999999998,
"forecast_id": "e28408fe4379f9358a0317457c55fc6e7ceab39ac617577d47d504922c64e3ae",
"label_vintage": "2025-05-01"
},
{
"available_at": "2025-05-29",
"cutoff": "2024-02-23",
"error": 0.39999999999999947,
"forecast_id": "b79c9eef6d5c20047e1da2257b6d172e5a973e579ba14e80b4a50678b6a44454",
"label_vintage": "2025-05-29"
},
{
"available_at": "2025-06-29",
"cutoff": "2024-03-29",
"error": 0.30000000000000027,
"forecast_id": "80cc5d68e09a47bab43882d84f58799caedd323b17377fc17fdc2880672af40f",
"label_vintage": "2025-06-29"
},
{
"available_at": "2025-07-29",
"cutoff": "2024-04-26",
"error": 0.40000000000000036,
"forecast_id": "c8b9ab9a9627bda4651590e14912278e481597be90526b32e64b5a6577bb44cf",
"label_vintage": "2025-07-29"
},
{
"available_at": "2025-08-29",
"cutoff": "2024-05-31",
"error": 0.30000000000000027,
"forecast_id": "a43c534fb54809cb8882607279db2d27158bbdee19f7cbff068dd60e284058df",
"label_vintage": "2025-08-29"
},
{
"available_at": "2025-09-28",
"cutoff": "2024-06-28",
"error": 0.09999999999999964,
"forecast_id": "3cc98fb08ff4ae3755527ae6c6a453fe9f375a0f90e62ece5c6c0d5b6d38f801",
"label_vintage": "2025-09-28"
},
{
"available_at": "2025-10-29",
"cutoff": "2024-07-26",
"error": 0.10000000000000053,
"forecast_id": "0731f30a70fd09941139c191c9a3dd247d7f7dac34350112d7f897d88f32bb40",
"label_vintage": "2025-10-29"
},
{
"available_at": "2025-11-29",
"cutoff": "2024-08-30",
"error": 0.0,
"forecast_id": "cebf6aab9d4c7c232838f60c945620e72c8abe1a2f26db3bc1b1cf02f9323967",
"label_vintage": "2025-11-29"
},
{
"available_at": "2025-12-29",
"cutoff": "2024-09-27",
"error": 0.20000000000000018,
"forecast_id": "2172576f83a572d0f2c341bc51ca51651c1d743908e8a931565ba2f6b05e67ca",
"label_vintage": "2025-12-29"
}
],
"window": 120
},
"code_archive": "d3761caf4c6d20c77837e99322de4b1f6796d3b3d4ddaf43939a59e4cf96e161",
"code_commit": "46d71379d293a8d92309f458f55e6dce405a63c6",
"created_at": "2026-09-22T12:09:55.683270+00:00",
"data_quality": {
"alfred_available_from": "2026-09-04",
"metadata_verified_through": "2026-09-04",
"observation_age_days": 51,
"publisher_release_date_verified": false,
"release_date": null,
"status": "LAST_VERIFIED_SNAPSHOT",
"unproven_metadata_after_cutoff": true
},
"dataset_id": "df57cfeeec5c8ca4e973868a12248e2bd6166c569c2c97979d9564b24e1cb07e",
"event_probabilities": {
"direction_reference": 4.1,
"down": 0.65,
"equal": 0.03333333333333333,
"relation": "above",
"threshold": 4.6,
"threshold_event": 0.14166666666666666,
"up": 0.31666666666666665
},
"feature_version": "none-0",
"forecast_id": "5925c98180e75f24e64e5349fe76aeb0315f34e3a6f5be27c52079411ab94502",
"historical_oos": {
"annual": [
{
"crps": 0.8453304398148149,
"direction_accuracy": 0.08333333333333333,
"direction_brier": 0.29179976851851847,
"distribution_n": 12,
"end": "2011-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.35694444444444445,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.12743055555555557,
"event_ece": 0.35694444444444445,
"mae": 1.1083333333333334,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.7104166666666665
},
"pi80": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.087500000000001
},
"pi95": {
"coverage": 0.25,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.759791666666666
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.9416666666666668,
"rmse": 1.1267578858536262,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 1.3097484276729563,
"year": "2011"
},
{
"crps": 0.5055596064814815,
"direction_accuracy": 1.0,
"direction_brier": 0.19657986111111114,
"distribution_n": 12,
"end": "2012-12-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.2702380952380952,
"n": 7,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.32333333333333336,
"n": 5,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.08637152777777779,
"event_ece": 0.2923611111111111,
"mae": 0.6208333333333331,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.08333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.3416666666666666
},
"pi80": {
"coverage": 0.5,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.2108333333333348
},
"pi95": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.901666666666666
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.7416666666666666,
"rmse": 0.6352492948966307,
"start": "2012-01-27",
"status": "computed",
"training_scaled_mae": 0.7380451103277187,
"year": "2012"
},
{
"crps": 0.8897274305555555,
"direction_accuracy": 1.0,
"direction_brier": 0.12272569444444446,
"distribution_n": 12,
"end": "2013-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.23194444444444448,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.053819444444444454,
"event_ece": 0.23194444444444448,
"mae": 1.0208333333333333,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.008333333333333
},
"pi80": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.3333333333333344
},
"pi95": {
"coverage": 0.08333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.1754166666666634
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.325,
"rmse": 1.0258126859552217,
"start": "2013-01-25",
"status": "computed",
"training_scaled_mae": 1.2114567356850714,
"year": "2013"
},
{
"crps": 0.48025636574074076,
"direction_accuracy": 1.0,
"direction_brier": 0.08067708333333333,
"distribution_n": 12,
"end": "2014-12-26",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.225,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.05062500000000001,
"event_ece": 0.225,
"mae": 0.5166666666666665,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.9250000000000002
},
"pi80": {
"coverage": 0.5,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.4533333333333345
},
"pi95": {
"coverage": 0.8333333333333334,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.225416666666665
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.9833333333333334,
"rmse": 0.5537749241945381,
"start": "2014-01-31",
"status": "computed",
"training_scaled_mae": 0.6140152939701641,
"year": "2014"
},
{
"crps": 0.25788078703703704,
"direction_accuracy": 1.0,
"direction_brier": 0.08027777777777777,
"distribution_n": 12,
"end": "2015-12-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.225,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.05062500000000001,
"event_ece": 0.225,
"mae": 0.15833333333333335,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.9166666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.0624999999999991
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.710000000000001
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.402083333333333
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.4749999999999998,
"rmse": 0.1936491673103709,
"start": "2015-01-30",
"status": "computed",
"training_scaled_mae": 0.18651301749893304,
"year": "2015"
},
{
"crps": 0.2687141203703704,
"direction_accuracy": 1.0,
"direction_brier": 0.08027777777777777,
"distribution_n": 12,
"end": "2016-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.225,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.05062500000000001,
"event_ece": 0.225,
"mae": 0.16666666666666682,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.125
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.710000000000001
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.402499999999999
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.5333333333333335,
"rmse": 0.1957890020745123,
"start": "2016-01-29",
"status": "computed",
"training_scaled_mae": 0.1953078480409672,
"year": "2016"
},
{
"crps": 0.25988078703703704,
"direction_accuracy": 1.0,
"direction_brier": 0.08027777777777777,
"distribution_n": 12,
"end": "2017-12-29",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.225,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.05062500000000001,
"event_ece": 0.225,
"mae": 0.14166666666666683,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.1250000000000002
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.710000000000001
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.402499999999999
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.5000000000000001,
"rmse": 0.17911821050170562,
"start": "2017-01-27",
"status": "computed",
"training_scaled_mae": 0.16691691691691712,
"year": "2017"
},
{
"crps": 0.3121226851851852,
"direction_accuracy": 1.0,
"direction_brier": 0.05603009259259259,
"distribution_n": 12,
"end": "2018-12-28",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.18333333333333335,
"n": 4,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.21979166666666666,
"n": 8,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.043478009259259265,
"event_ece": 0.2076388888888889,
"mae": 0.3500000000000005,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.75,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.8520833333333337
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.710000000000001
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.402499999999997
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.24999999999999986,
"rmse": 0.36968455021364766,
"start": "2018-01-26",
"status": "computed",
"training_scaled_mae": 0.4159810957465435,
"year": "2018"
},
{
"crps": 4.411103587962963,
"direction_accuracy": 0.16666666666666666,
"direction_brier": 0.6414525462962963,
"distribution_n": 12,
"end": "2019-12-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.08055555555555555,
"n": 3,
"observed_rate": 1.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.13148148148148148,
"n": 9,
"observed_rate": 0.7777777777777778,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.664994212962963,
"event_ece": 0.7145833333333335,
"mae": 5.066666666666667,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.16666666666666666,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.5270833333333343
},
"pi80": {
"coverage": 0.25,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.4675000000000016
},
"pi95": {
"coverage": 0.5,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 5.245833333333332
},
"positive_origin_months": 10,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 4.550000000000001,
"rmse": 6.172587247932048,
"start": "2019-01-25",
"status": "computed",
"training_scaled_mae": 6.051973494670123,
"year": "2019"
},
{
"crps": 3.580732638888889,
"direction_accuracy": 0.6666666666666666,
"direction_brier": 0.2917303240740741,
"distribution_n": 12,
"end": "2020-12-25",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.038194444444444454,
"n": 12,
"observed_rate": 0.3333333333333333,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.30160300925925926,
"event_ece": 0.29513888888888884,
"mae": 3.866666666666666,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.500000000000001
},
"pi80": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 1.0400000000000007
},
"pi95": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.683749999999993
},
"positive_origin_months": 4,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 4.083333333333333,
"rmse": 4.286704250742443,
"start": "2020-01-31",
"status": "computed",
"training_scaled_mae": 4.6764015346733085,
"year": "2020"
},
{
"crps": 1.1533483796296295,
"direction_accuracy": 1.0,
"direction_brier": 0.010127314814814816,
"distribution_n": 12,
"end": "2021-12-31",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.07666666666666666,
"n": 5,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.11428571428571431,
"n": 7,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.010127314814814816,
"event_ece": 0.09861111111111114,
"mae": 1.3374999999999997,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.08333333333333333,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.5729166666666672
},
"pi80": {
"coverage": 0.25,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 2.0566666666666706
},
"pi95": {
"coverage": 0.25,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 8.198333333333322
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.958333333333333,
"rmse": 1.4925509483208048,
"start": "2021-01-29",
"status": "computed",
"training_scaled_mae": 1.518151553582752,
"year": "2021"
},
{
"crps": 0.4493969907407407,
"direction_accuracy": 0.6666666666666666,
"direction_brier": 0.2691666666666666,
"distribution_n": 12,
"end": "2022-12-30",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.11666666666666668,
"n": 12,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.01361111111111111,
"event_ece": 0.11666666666666668,
"mae": 0.5916666666666667,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.25,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.7583333333333336
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 3.541666666666673
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 10.208333333333325
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.19166666666666662,
"rmse": 0.6396613687465161,
"start": "2022-01-28",
"status": "computed",
"training_scaled_mae": 0.6350829273094146,
"year": "2022"
},
{
"crps": 0.8022523148148147,
"direction_accuracy": 0.0,
"direction_brier": 0.772986111111111,
"distribution_n": 12,
"end": "2023-12-29",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.11666666666666668,
"n": 12,
"observed_rate": 0.25,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.20527777777777775,
"event_ece": 0.1333333333333333,
"mae": 1.0374999999999999,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 0.8395833333333339
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 4.190000000000006
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 12,
"width": 10.141666666666659
},
"positive_origin_months": 3,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.4166666666666666,
"rmse": 1.0504959146358765,
"start": "2023-01-27",
"status": "computed",
"training_scaled_mae": 1.08476584606678,
"year": "2023"
},
{
"crps": 0.5768287037037038,
"direction_accuracy": 0.1111111111111111,
"direction_brier": 0.6293209876543211,
"distribution_n": 9,
"end": "2024-09-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.11851851851851852,
"n": 9,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.014058641975308643,
"event_ece": 0.11851851851851852,
"mae": 0.7722222222222221,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 9,
"pi50": {
"coverage": 0.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 9,
"width": 0.9027777777777778
},
"pi80": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 9,
"width": 4.190000000000007
},
"pi95": {
"coverage": 1.0,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 9,
"width": 10.480555555555547
},
"positive_origin_months": 0,
"positive_spells": 0,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.2333333333333334,
"rmse": 0.7903937134252916,
"start": "2024-01-26",
"status": "computed",
"training_scaled_mae": 0.814978764599338,
"year": "2024"
},
{
"n": 0,
"status": "unavailable",
"year": "2025"
}
],
"crisis_excluded": {
"crps": 0.5119760981912145,
"direction_accuracy": 0.7286821705426356,
"direction_brier": 0.23281761412575366,
"distribution_n": 129,
"end": "2024-09-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.12432432432432429,
"n": 37,
"observed_rate": 0.08108108108108109,
"sparse": false,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.22977777777777775,
"n": 75,
"observed_rate": 0.0,
"sparse": false,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3470588235294118,
"n": 17,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.06911929371231697,
"event_ece": 0.1917312661498708,
"mae": 0.5852713178294574,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 165,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.3266158947841728,
"observed_months": 129,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.8241493889131384
},
"n": 129,
"pi50": {
"coverage": 0.37209302325581395,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 165,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.06831547391248885,
"observed_months": 129,
"p_value": 0.0185,
"repetitions": 1999,
"status": "computed",
"upper95": 0.7241810344827586
},
"n": 129,
"width": 1.0627906976744188
},
"pi80": {
"coverage": 0.7209302325581395,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 165,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.44233979790372185,
"observed_months": 129,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 1.0
},
"n": 129,
"width": 3.6092248062015524
},
"pi95": {
"coverage": 0.8217054263565892,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 165,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.6382413858030503,
"observed_months": 129,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 1.0
},
"n": 129,
"width": 6.50067829457364
},
"positive_origin_months": 3,
"positive_spells": 2,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.6077519379844961,
"rmse": 0.6993629437793962,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 0.6668899807148808
},
"full": {
"crps": 1.0653765572390572,
"direction_accuracy": 0.703030303030303,
"direction_brier": 0.25062542087542083,
"distribution_n": 165,
"end": "2024-09-27",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.05416666666666666,
"n": 20,
"observed_rate": 0.35,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.12421383647798742,
"n": 53,
"observed_rate": 0.18867924528301888,
"sparse": false,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.22977777777777775,
"n": 75,
"observed_rate": 0.0,
"sparse": false,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.3470588235294118,
"n": 17,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.1250732323232323,
"event_ece": 0.19676767676767679,
"mae": 1.2045454545454546,
"mae_block_ci95": {
"block_months": 24,
"calendar_months": 165,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.49393939393939396,
"observed_months": 165,
"p_value": 0.008,
"repetitions": 1999,
"status": "computed",
"upper95": 2.147424242424242
},
"n": 165,
"pi50": {
"coverage": 0.3090909090909091,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 165,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.06060606060606061,
"observed_months": 165,
"p_value": 0.021,
"repetitions": 1999,
"status": "computed",
"upper95": 0.593939393939394
},
"n": 165,
"width": 0.9472727272727274
},
"pi80": {
"coverage": 0.6,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 165,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.3393939393939394,
"observed_months": 165,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.8548484848484845
},
"n": 165,
"width": 3.2264242424242444
},
"pi95": {
"coverage": 0.696969696969697,
"coverage_ci95": {
"block_months": 24,
"calendar_months": 165,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.48484848484848486,
"observed_months": 165,
"p_value": 0.0005,
"repetitions": 1999,
"status": "computed",
"upper95": 0.896969696969697
},
"n": 165,
"width": 6.328015151515149
},
"positive_origin_months": 17,
"positive_spells": 3,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 1.2454545454545454,
"rmse": 2.156803892407242,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 1.4120431909535387
},
"horizon": 12,
"model": "persistence",
"nonoverlapping": {
"crps": 0.7593764880952382,
"direction_accuracy": 0.7142857142857143,
"direction_brier": 0.25333829365079363,
"distribution_n": 14,
"end": "2024-01-26",
"event_bins": [
{
"lower": 0.0,
"mean_probability": 0.0625,
"n": 2,
"observed_rate": 0.5,
"sparse": true,
"upper": 0.1
},
{
"lower": 0.1,
"mean_probability": 0.12916666666666668,
"n": 4,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.2
},
{
"lower": 0.2,
"mean_probability": 0.22777777777777777,
"n": 6,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.3
},
{
"lower": 0.3,
"mean_probability": 0.35,
"n": 2,
"observed_rate": 0.0,
"sparse": true,
"upper": 0.4
},
{
"lower": 0.4,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.5
},
{
"lower": 0.5,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.6
},
{
"lower": 0.6,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.7
},
{
"lower": 0.7,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.8
},
{
"lower": 0.8,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 0.9
},
{
"lower": 0.9,
"mean_probability": null,
"n": 0,
"observed_rate": null,
"sparse": true,
"upper": 1.0
}
],
"event_brier": 0.10831845238095236,
"event_ece": 0.24702380952380953,
"mae": 0.875,
"mae_block_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 14,
"pi50": {
"coverage": 0.42857142857142855,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 14,
"width": 0.9803571428571429
},
"pi80": {
"coverage": 0.6428571428571429,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 14,
"width": 3.2121428571428585
},
"pi95": {
"coverage": 0.7142857142857143,
"coverage_ci95": {
"lower95": null,
"p_value": 1.0,
"status": "insufficient_months",
"upper95": null
},
"n": 14,
"width": 6.344999999999996
},
"positive_origin_months": 1,
"positive_spells": 1,
"positive_spells_caveat": "Contiguous threshold-target origin runs, not independent economic shocks",
"raw_point_mae": 0.8785714285714283,
"rmse": 1.2413270548662256,
"start": "2011-01-28",
"status": "computed",
"training_scaled_mae": 1.0176934059363834
},
"series": "UNRATE",
"split": "locked_historical_holdout",
"vs_historical_mean": {
"crps_improvement": 0.023157854819224173,
"crps_improvement_ci95": {
"block_months": 24,
"calendar_months": 165,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.004641418506115856,
"observed_months": 165,
"p_value": 0.0095,
"repetitions": 1999,
"status": "computed",
"upper95": 0.042037339036920314
},
"crps_n": 165,
"mae_improvement": 0.0382826805972996,
"mae_improvement_ci95": {
"block_months": 24,
"calendar_months": 165,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.013586599464893755,
"observed_months": 165,
"p_value": 0.0015,
"repetitions": 1999,
"status": "computed",
"upper95": 0.06359928394641381
},
"n": 165,
"relative_mae_improvement": 0.030802875727384754
},
"vs_persistence": {
"crps_improvement": 0.0,
"crps_improvement_ci95": {
"block_months": 24,
"calendar_months": 165,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.0,
"observed_months": 165,
"p_value": 1.0,
"repetitions": 1999,
"status": "computed",
"upper95": 0.0
},
"crps_n": 165,
"mae_improvement": 0.0,
"mae_improvement_ci95": {
"block_months": 24,
"calendar_months": 165,
"caveat": "Dependent overlapping horizons, calendar gaps and few independent cycles limit bootstrap reliability",
"lower95": 0.0,
"observed_months": 165,
"p_value": 1.0,
"repetitions": 1999,
"status": "computed",
"upper95": 0.0
},
"n": 165,
"relative_mae_improvement": 0.0
}
},
"horizon": 12,
"information_cutoff": "2026-09-04",
"input": {
"actual": {
"available_from": "2026-09-04",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "4f2dc8111805d3dfc35d4421a468e863e071f4527d0c3e62ffd9502e0a015713",
"series_id": "UNRATE",
"value": 4.1
},
"age_days": 34,
"anchor_month": "2026-08",
"baseline": 4.1,
"checksum": "9efc17e8919ea04113585fbbbcd1310d29bab6be7bedd3407d4f3df2bc4b5d4b",
"event": "above",
"input_rows": [
{
"available_from": "2026-09-04",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "4f2dc8111805d3dfc35d4421a468e863e071f4527d0c3e62ffd9502e0a015713",
"series_id": "UNRATE",
"value": 4.1
}
],
"metadata": {
"frequency": "Monthly",
"provider": "U.S. Bureau of Labor Statistics",
"release": "Employment Situation",
"seasonal_adjustment": "Seasonally Adjusted",
"title": "Unemployment Rate",
"units": "Percent"
},
"reference": 4.1,
"threshold": 4.6
},
"latest_actual": {
"available_from": "2026-09-04",
"available_to": "9999-12-31",
"kind": "alfred_interval",
"observation_date": "2026-08-01",
"release_date": null,
"request_id": "4f2dc8111805d3dfc35d4421a468e863e071f4527d0c3e62ffd9502e0a015713",
"series_id": "UNRATE",
"value": 4.1
},
"limitations": [
"No demonstrated predictive edge; unvalidated event probabilities",
"Day-end archive availability, not intraday publisher timestamp",
"Information set stops at official metadata coverage; no extrapolation through requested cutoff",
"First archive availability is not proven first publisher release",
"Overlapping residuals; no coverage guarantee; no parameter CI or probability uncertainty estimate",
"Calibration uses frozen Phase 3B 90-day labels; new live labels are not yet available",
"Growth horizon is measured from origin month; anchor can precede origin",
"Historical performance is retrospective, not live performance"
],
"model_id": "persistence",
"model_version": "3C.1.0",
"origin_month": "2026-09",
"outcome_definition": "UNRATE target level; other targets annualized log growth from anchor to target, both endpoints in outcome vintage",
"point_forecast": {
"mean": 4.0424999999999995,
"median": 3.8,
"raw_baseline": 4.1
},
"prediction_intervals": {
"0.5": [
3.3999999999999995,
4.3999999999999995
],
"0.8": [
1.689999999999999,
5.880000000000006
],
"0.95": [
0.0,
10.62499999999999
]
},
"predictive_distribution": {
"censored_mass": 0.03333333333333333,
"family": "prequential_empirical",
"mean": 4.0424999999999995,
"median": 3.8,
"parameter_confidence_interval": null,
"prediction_intervals": {
"0.5": [
3.3999999999999995,
4.3999999999999995
],
"0.8": [
1.689999999999999,
5.880000000000006
],
"0.95": [
0.0,
10.62499999999999
]
},
"probability_estimate_uncertainty": null,
"support": [
0.0,
0.0,
0.0,
0.0,
0.4999999999999991,
0.7999999999999989,
1.2999999999999994,
1.3999999999999995,
1.3999999999999995,
1.4999999999999996,
1.5999999999999996,
1.6,
1.6999999999999993,
1.6999999999999997,
1.9,
2.3999999999999995,
2.3999999999999995,
3.0,
3.1,
3.1999999999999993,
3.1999999999999993,
3.299999999999999,
3.3,
3.3,
3.3,
3.3999999999999995,
3.3999999999999995,
3.3999999999999995,
3.3999999999999995,
3.3999999999999995,
3.3999999999999995,
3.4000000000000004,
3.499999999999999,
3.499999999999999,
3.499999999999999,
3.499999999999999,
3.4999999999999996,
3.5,
3.5,
3.599999999999999,
3.5999999999999996,
3.5999999999999996,
3.5999999999999996,
3.5999999999999996,
3.5999999999999996,
3.5999999999999996,
3.6,
3.6999999999999993,
3.6999999999999993,
3.6999999999999993,
3.6999999999999997,
3.6999999999999997,
3.6999999999999997,
3.7,
3.7,
3.7,
3.8,
3.8,
3.8,
3.8,
3.8,
3.8,
3.8,
3.8,
3.8,
3.8,
3.8999999999999995,
3.8999999999999995,
3.8999999999999995,
3.8999999999999995,
3.8999999999999995,
3.9,
3.9,
3.9999999999999996,
3.9999999999999996,
4.0,
4.0,
4.0,
4.1,
4.1,
4.1,
4.1,
4.199999999999999,
4.199999999999999,
4.199999999999999,
4.2,
4.299999999999999,
4.3,
4.3,
4.3999999999999995,
4.3999999999999995,
4.3999999999999995,
4.3999999999999995,
4.3999999999999995,
4.4,
4.4,
4.4,
4.499999999999999,
4.499999999999999,
4.499999999999999,
4.5,
4.5,
4.6,
4.699999999999999,
4.7,
4.799999999999999,
4.8,
5.799999999999999,
6.6,
6.699999999999999,
6.8999999999999995,
7.199999999999999,
7.3,
7.5,
8.3,
8.8,
10.599999999999998,
11.6,
13.8,
14.999999999999998
],
"uncertainty_limit": "Predictive residual distribution only; no exchangeability or coverage guarantee"
},
"primary_scoring_vintage": "target month end + 90 days; first archive and later revisions are separate diagnostics",
"record_type": "LIVE_FORECAST",
"requested_information_cutoff": "2026-09-21",
"target_date": "2027-09-30",
"target_definition": {
"event": "above",
"measure": "level",
"name": "Unemployment rate",
"threshold_change": 0.5,
"units": "percent"
},
"target_id": "UNRATE",
"target_month": "2027-09",
"units": "percent",
"validation_status": "EXPERIMENTAL"
}
]