1+ {
2+ "dataset" : " synthetic_demo" ,
3+ "n_base" : 2000 ,
4+ "base" : {
5+ "H" : 2.078792447959248 ,
6+ "Aitchison" : 0.010337976428729776 ,
7+ "TV" : 0.014329354185050838 ,
8+ "AC_lag1" : 0.8519637092092989
9+ },
10+ "calibration" : {
11+ "sigma_eps2" : 0.010337976428729776 ,
12+ "lambda_max_W" : 0.12554912974661303 ,
13+ "H_star" : 2.0794373868064593 ,
14+ "C_constant" : 0.0003120853631378958 ,
15+ "rho_eff_lag1" : 0.8519637092092989
16+ },
17+ "ladder" : [
18+ {
19+ "level" : " D" ,
20+ "window_days" : 1 ,
21+ "n_obs" : 2000 ,
22+ "H" : 2.078792447959248 ,
23+ "Aitchison" : 0.010337976428729776 ,
24+ "TV" : 0.014329354185050838 ,
25+ "AC_lag1" : 0.8519637092092989 ,
26+ "pct_change_H" : 0.0 ,
27+ "H_change_CI_pct" : [
28+ -0.0012292578790622135 ,
29+ -2.0806687005432753e-06 ,
30+ 0.0010471025303587455
31+ ]
32+ },
33+ {
34+ "level" : " W" ,
35+ "window_days" : 7 ,
36+ "n_obs" : 286 ,
37+ "H" : 2.078974806954423 ,
38+ "Aitchison" : 0.007413738415573584 ,
39+ "TV" : 0.01211650051596722 ,
40+ "AC_lag1" : 0.5236963971670072 ,
41+ "pct_change_H" : 0.008772352206400836 ,
42+ "H_change_CI_pct" : [
43+ 0.006472249427702986 ,
44+ 0.008765111807261698 ,
45+ 0.011430695951717213
46+ ]
47+ },
48+ {
49+ "level" : " M" ,
50+ "window_days" : 30 ,
51+ "n_obs" : 67 ,
52+ "H" : 2.0792071696661605 ,
53+ "Aitchison" : 0.0036922745872322174 ,
54+ "TV" : 0.008471102081328421 ,
55+ "AC_lag1" : 0.14693381834310948 ,
56+ "pct_change_H" : 0.01995012572417816 ,
57+ "H_change_CI_pct" : [
58+ 0.015551768431192024 ,
59+ 0.02019443940651425 ,
60+ 0.025173132049306164
61+ ]
62+ },
63+ {
64+ "level" : " Q" ,
65+ "window_days" : 91 ,
66+ "n_obs" : 22 ,
67+ "H" : 2.0793527506824194 ,
68+ "Aitchison" : 0.0013578575504370194 ,
69+ "TV" : 0.00522959834347794 ,
70+ "AC_lag1" : -0.007794912070101086 ,
71+ "pct_change_H" : 0.02695327875188236 ,
72+ "H_change_CI_pct" : [
73+ 0.02090359639849435 ,
74+ 0.027234406745937148 ,
75+ 0.0356411926214584
76+ ]
77+ },
78+ {
79+ "level" : " A" ,
80+ "window_days" : 365 ,
81+ "n_obs" : 6 ,
82+ "H" : 2.079412269724615 ,
83+ "Aitchison" : 0.0003786036617608246 ,
84+ "TV" : 0.0028060630232535472 ,
85+ "AC_lag1" : 0.0479270184491182 ,
86+ "pct_change_H" : 0.029816433380625076 ,
87+ "H_change_CI_pct" : [
88+ 0.01816297784990609 ,
89+ 0.0282396766473595 ,
90+ 0.04623981584504915
91+ ]
92+ }
93+ ],
94+ "pass_threshold_pct" : 2.0 ,
95+ "notes" : " C_constant = 0.5 * lambda_max(W) * sigma_eps^2 / H_star; empirical bound approx C*(1/M)*((1+rho)/(1-rho))"
96+ }
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