bands_indicator_out_of_sample_results()

Bands classification of out-of-sample trend q-on-q nowcasts.

Usage

bands_indicator_out_of_sample_results(
    df_results, path=None, bands=[-0.8, -0.1, 0.1, 0.8]
)

For every (region, datetime, quarters_to_publication, nowcast_index) in the OOS results, extracts the X13 trend of the q-on-q nowcast (per quarters_to_publication slice), converts it back to q-on-q growth in percentage points, and classifies into bands using ~ambric.diagnostics.bands_indicator().

Parameters

df_results: pd.DataFrame

Output of run_out_of_sample_exercise().

path: Path | None = None

Directory to save the table as Parquet. When None no file is written.

bands: list[float] = [-0.8, -0.1, 0.1, 0.8]


Interior bin edges in percentage points. Defaults to [-0.8, -0.1, 0.1, 0.8].

Returns

pd.DataFrame

pd.DataFrame: Long-format frame with columns region, datetime, quarters_to_publication, nowcast_index, classification.