Tests / crisis_count_nfci_correlation

Crisis Count Nfci Correlation

CONSISTENTDynamics & CrisesMEDIUM confidence

Description

Figures

Crisis Count: NFCI Correlation and Recession Spacing RegularityCrisis Count: NFCI Correlation and Recession Spacing Regularity

Statistics

p value0.0365
windows[[object Object], [object Object], [object Object], [object Object], [object Object], [object Object], [object Object], [object Object], [object Object], [object Object]]
n windows10
statistic0.6633
spearman r0.6630

Script

thesis-tests/tests/dynamics/test_crisis_count_ceiling.py

Reproduction Steps

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

Data Sources

  • Chicago Fed NFCI