{ "schema_version": "var-residual-diagnostic-research-conclusion-v1.85", "study_id": "var_residual_diagnostic_calibration_v185", "study_title": "VAR Residual Diagnostic Finite-Sample Calibration (Phase A, synthetic only)", "study_period": { "preregistered_at": "2026-09-27T10:31:45Z", "results_generated_at": "2026-09-27T11:05:56Z", "closed_at": "2026-09-27", "closed_by_release": "v1.85" }, "starting_commit": "1b13fc1c8eaa804ef3b5ea5173c8ef01081afb3b", "completion_commit": "961f86972e55358e4f72bec1dddf29e781c79dd3", "completion_deployment": { "workflow_run_id": "36315057237", "conclusion": "success", "formal_release_at_deployment": "v1.84 VAR Readiness & Publication Boundary Convergence", "note": "Phase A artifacts were first prepared as research-only; commit 961f869 then entered main and was deployed by the GitHub Pages workflow while formal release metadata remained v1.84. See docs/var-residual-diagnostic-phase-a-v1.85.md, Deployment reconciliation." }, "preregistration_file": "var_residual_diagnostic_preregistration.json", "preregistration_hash": "f9ddab6a8ff77026b83caeca1024bf8b0379a470792fb5410e3d99607818bb0b", "preregistration_amendments": [ { "amendment_id": "001", "file": "var_residual_diagnostic_preregistration_amendment_001.json", "sha256": "fafab2a5b74677be20b537101efbb44e3f3e0c925ad33cb89f5878a32ac91006", "change_type": "clerical_frozen_input_hash_correction_only", "research_design_changed": false, "made_before_simulation": true } ], "existing_real_data_known": true, "existing_real_data_result": "formal_dynamic_response_ready_country_count_is_zero", "candidate_tests": [ { "test_id": "pt_adjusted", "role": "current_primary" }, { "test_id": "bg_lm", "role": "replacement_candidate_only_if_current_pt_fails" }, { "test_id": "edgerton_shukur_f", "role": "replacement_candidate_only_if_current_pt_fails" } ], "candidate_list_frozen": true, "fourth_test_added": false, "reference_validation_status": "pass", "reference_case_count": 4, "reference_maximum_numerical_discrepancy": 8.256506589532364e-12, "reference_registered_tolerance": 1e-08, "reference_implementations": [ "statsmodels 0.14.6", "R vars 1.6-1" ], "simulation_replications": { "total": 2160000, "primary": 720000, "secondary_null_stress": 576000, "power": 864000, "checkpoints": 8640 }, "primary_cell_count": 72, "primary_horizon": 12, "nominal_alpha": 0.05, "selection_thresholds": { "strict_interval": [ 0.035, 0.065 ], "maximum_allowed_rate": 0.075, "minimum_fraction_inside_strict_interval": 0.9, "rule": "Eligible only if every primary cell rejection rate <= 0.075 AND at least 90% of primary cells lie in [0.035, 0.065]; evaluated jointly over Layer A and Layer B primary cells.", "thresholds_changed_after_results": false }, "pt_result": { "primary_cell_count": 72, "minimum_rejection_rate": 0.0406, "maximum_rejection_rate": 0.4523, "worst_case_absolute_size_distortion": 0.4023, "worst_case_cell_id": "primary_LB_T120_p2_r0.95_det-constant_plus_11_month_dummies_innov-gaussian_iid", "cells_inside_strict_interval": 27, "fraction_inside_strict_interval": 0.375, "every_primary_cell_at_or_below_0_075": false, "at_least_90_percent_inside_0_035_to_0_065": false, "system_level_eligible": false, "layer_A_eligible": false, "layer_B_eligible": false }, "bg_result": { "primary_cell_count": 72, "minimum_rejection_rate": 0.0306, "maximum_rejection_rate": 0.3781, "worst_case_absolute_size_distortion": 0.3281, "worst_case_cell_id": "primary_LB_T120_p2_r0.95_det-constant_plus_11_month_dummies_innov-gaussian_iid", "cells_inside_strict_interval": 22, "fraction_inside_strict_interval": 0.3055555555555556, "every_primary_cell_at_or_below_0_075": false, "at_least_90_percent_inside_0_035_to_0_065": false, "system_level_eligible": false, "layer_A_eligible": false, "layer_B_eligible": false }, "es_result": { "primary_cell_count": 72, "minimum_rejection_rate": 0.0353, "maximum_rejection_rate": 0.1288, "worst_case_absolute_size_distortion": 0.0788, "worst_case_cell_id": "primary_LB_T144_p2_r0.95_det-constant_plus_11_month_dummies_innov-gaussian_iid", "cells_inside_strict_interval": 57, "fraction_inside_strict_interval": 0.7916666666666666, "every_primary_cell_at_or_below_0_075": false, "at_least_90_percent_inside_0_035_to_0_065": false, "system_level_eligible": false, "layer_A_eligible": true, "layer_B_eligible": false }, "layer_A_result": { "definition": "Conditional fixed lag: VAR estimated at the true lag order (diagnostic statistic calibration).", "primary_cell_count": 36, "by_test": { "pt_adjusted": { "maximum_rejection_rate": 0.25, "fraction_inside_strict_interval": 0.5, "system_level_eligible": false }, "bg_lm": { "maximum_rejection_rate": 0.362, "fraction_inside_strict_interval": 0.3888888888888889, "system_level_eligible": false }, "edgerton_shukur_f": { "maximum_rejection_rate": 0.0599, "fraction_inside_strict_interval": 1.0, "system_level_eligible": true } }, "interpretation": "Edgerton-Shukur F is well calibrated at the fixed true lag in this design (36/36 cells inside [0.035,0.065], max 0.0599); PT and BG are not." }, "layer_B_result": { "definition": "Full platform procedure: lag chosen by the platform's common-sample BIC rule (1..min(12,floor((T-4)/(4K+1))), parameter ratio >= 4), then the diagnostic (joint selection + diagnostic calibration).", "primary_cell_count": 36, "by_test": { "pt_adjusted": { "maximum_rejection_rate": 0.4523, "fraction_inside_strict_interval": 0.25, "system_level_eligible": false }, "bg_lm": { "maximum_rejection_rate": 0.3781, "fraction_inside_strict_interval": 0.2222222222222222, "system_level_eligible": false }, "edgerton_shukur_f": { "maximum_rejection_rate": 0.1288, "fraction_inside_strict_interval": 0.5833333333333334, "system_level_eligible": false } }, "interpretation": "No candidate is sufficiently calibrated under the full selection-plus-diagnostic procedure; the ES maximum is 0.1288 and 21/36 cells lie inside the strict interval." }, "es_layer_A_status": "passed_primary_layer_A", "es_layer_B_status": "failed_primary_layer_B", "es_joint_status": "failed_joint_layer_A_B", "method_decision": { "file": "var_residual_diagnostic_method_decision.json", "sha256": "729c69430e6431e88f477ae24cc73bb3025e2b70fd30d118c671dbf63f40fe5c", "disposition": "no_eligible_replacement", "selected_method": "none", "decision_immutable": true }, "selected_replacement": "none", "phase_B_authorized": false, "production_method_changed": false, "current_production_diagnostic": "adjusted_portmanteau_h12", "current_production_diagnostic_calibration": "failed_preregistered_joint_platform_gate", "actual_country_diagnostics_applied": false, "actual_country_readiness_changed": false, "formal_dynamic_response_ready_count": 0, "formal_irf_publication_available": false, "interpretation_boundary": [ "The residual diagnostic governs the dynamic-response publication gate; it does not invalidate reduced-form VAR coefficient estimates.", "ES is not a validated replacement: its fixed-lag (Layer A) calibration does not extend to the full platform lag-selection procedure (Layer B).", "Power and h=18/h=24 results are report-only and were not used for selection." ], "research_closed": true, "current_diagnostic_replacement_program_closed": true, "future_research_boundary": { "reopening_requires": [ "new owner-approved research program", "new preregistration", "unused seed namespace", "no reuse of v1.85 results for selection" ], "registered_future_candidates": [ { "candidate_id": "var_lag_selection_residual_diagnostic_joint_calibration", "title": "VAR Lag-Selection × Residual-Diagnostic Joint Calibration", "state": "not_started", "owner_approval_required": true, "new_preregistration_required": true, "rationale": "Layer B distortion indicates that diagnostic calibration cannot be separated from lag-selection / finite-sample interaction." } ], "prohibited_without_new_program": [ "fourth residual diagnostic", "threshold changes", "lag policy changes", "real-country ES/BG diagnostics", "real-country readiness recomputation", "IRF uncertainty", "SVAR", "BVAR", "activating ES as a formal gate" ] }, "full_results_artifact": { "canonical_path": "src/data/macro/var_residual_diagnostic_simulation_results.json", "public_repository_url": "https://github.com/hui-sallai/central-europe-political-atlas/blob/main/src/data/macro/var_residual_diagnostic_simulation_results.json", "sha256": "04cc4ad5f8395f894a4c9c164fc8374841b6eb20c97dc4a8c4d7098dc6912a7e", "bytes": 3375883, "cell_record_count": 792, "cell_records_by_phase": { "primary": 72, "secondary": 288, "power": 432 }, "total_replications": 2160000, "generation_command": "pnpm var:residual-simulate && pnpm var:residual-calibrate", "verification_command": "pnpm var:residual-validate", "package_policy": "A_included_in_research_package", "package_path": "var-residual-diagnostics/var_residual_diagnostic_simulation_results.json", "regenerated_for_v1_85_release": false }, "provenance": { "var_residual_diagnostic_preregistration.json": "f9ddab6a8ff77026b83caeca1024bf8b0379a470792fb5410e3d99607818bb0b", "var_residual_diagnostic_preregistration_amendment_001.json": "fafab2a5b74677be20b537101efbb44e3f3e0c925ad33cb89f5878a32ac91006", "var_residual_diagnostic_reference_manifest.json": "06460e94a2db421adbd754655b75e54812f888b972904ca58e5955850b85933e", "var_residual_diagnostic_reference_attempts.json": "5f7e236b42aa001d7bfffca5dc2eb33aea1116f474bd8b9dfd8948e01d8abada", "var_residual_diagnostic_reference_cases.json": "0c2609797aeafcba66b1a656d4537c2f8e4fc631ba61d97a2138515be379d1f0", "var_residual_diagnostic_reference_inputs.csv": "024fbeaa6dd49b5cd72de66dc70039938117c481c3d4f32433cf00116a3fcc45", "var_residual_diagnostic_reference_validation.json": "684e49a070c932385fba823e95358e812129c840a72afc000a776634f7853026", "var_residual_diagnostic_seed_registry.json": "433f9fdec41d0410b103a35888f4dd894693d3da9ae675df9cf32c2c1225fdd2", "var_residual_diagnostic_simulation_design.json": "57c741524c37c452f318ce7e9aeff48c9ed547118977393acfdce4bd4a146b73", "var_residual_diagnostic_simulation_results.json": "04cc4ad5f8395f894a4c9c164fc8374841b6eb20c97dc4a8c4d7098dc6912a7e", "var_residual_diagnostic_calibration_summary.json": "ca917656b7c0109cf0e286573effaae03dd4f8143a042524c8f24ee350073cca", "var_residual_diagnostic_method_decision.json": "729c69430e6431e88f477ae24cc73bb3025e2b70fd30d118c671dbf63f40fe5c" } }