economic_pulse_indicator_out_of_sample_results()

Economic pulse classification of out-of-sample trend q-on-q nowcasts.

Usage

economic_pulse_indicator_out_of_sample_results(
    df_results,
    path=None,
)

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.economic_pulse_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.

Returns

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