diagnostics.oos_q_on_4q_performance_table()

Compute up/down classification accuracy by region and horizon.

Usage

diagnostics.oos_q_on_4q_performance_table(
    df_results, region_measure, path=None
)

Compares the sign of each nowcast to its corresponding outturn. Returns a pivot table of percentage accuracy grouped by region and quarters-to-publication.

Parameters

df_results: pd.DataFrame

Out-of-sample results from ~ambric.run_out_of_sample_exercise().

region_measure: str

Regional measure name to filter on.

path: Path | None = None

Directory to save a CSV of the table. When None no file is written.

Returns

pd.DataFrame

pd.DataFrame: Pivot table of classification accuracy (%) with regions as rows and quarters-to-publication as columns.