File size: 1,644 Bytes
099d8d9 |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 |
================================================================================ ECONOMIC INDICATORS ALIGNMENT & DEVIATION ANALYSIS REPORT ================================================================================ 📊 LONG-TERM ALIGNMENT ANALYSIS ---------------------------------------- • Increasing Alignment Pairs: 79 • Decreasing Alignment Pairs: 89 • Stable Alignment Pairs: 30 • Strong Trends: 58 🔺 Pairs with Increasing Alignment: - GDPC1_vs_INDPRO - GDPC1_vs_INDPRO - GDPC1_vs_INDPRO - GDPC1_vs_TCU - GDPC1_vs_TCU 🔻 Pairs with Decreasing Alignment: - GDPC1_vs_RSAFS - GDPC1_vs_RSAFS - GDPC1_vs_RSAFS - GDPC1_vs_PAYEMS - GDPC1_vs_CPIAUCSL ⚠️ SUDDEN DEVIATION ANALYSIS ----------------------------------- • Total Deviations Detected: 61 • Indicators with Deviations: 12 • Extreme Events: 61 📈 Most Volatile Indicators: - FEDFUNDS: 0.6602 volatility - DGS10: 0.1080 volatility - UNRATE: 0.0408 volatility - DEXUSEU: 0.0162 volatility - RSAFS: 0.0161 volatility 🚨 Recent Extreme Events: - GDPC1: 2022-07-01 (Z-score: 2.95) - INDPRO: 2022-12-31 (Z-score: -2.95) - RSAFS: 2024-09-30 (Z-score: 3.07) - TCU: 2022-12-31 (Z-score: -3.16) - PAYEMS: 2024-12-31 (Z-score: 2.29) - CPIAUCSL: 2021-06-30 (Z-score: 2.70) - PCE: 2023-01-01 (Z-score: 2.47) - FEDFUNDS: 2024-09-30 (Z-score: -3.18) - DGS10: 2023-09-30 (Z-score: 3.04) - M2SL: 2024-03-31 (Z-score: 3.04) - DEXUSEU: 2021-09-30 (Z-score: -2.91) - UNRATE: 2023-09-30 (Z-score: 3.09) ================================================================================ Analysis completed successfully. |