{"schema_version":"var-country-readiness-v1.44","generated_at":"2026-09-03","readiness_unit":"country x profile x variable set x sample window x transformation specification","interpretation_boundary":"estimable 只表示系数可估计；动态响应按视野门控：6/12 月要求主诊断 h=12，18 月还要求 h=18，24 月还要求 h=24。探索性 fallback 不得作为 baseline 跨国比较。","profiles":[{"profile_id":"baseline_monthly_macro_v1","profile_kind":"baseline_prespecified","name":"月度宏观预设基准规格","variables":[{"role":"inflation","indicator":"hicp_monthly_index","transformation":"log_difference"},{"role":"industrial_production","indicator":"industrial_production_index","transformation":"log_difference"},{"role":"labour","indicator":"unemployment_rate_monthly","transformation":"level"}],"deterministic_terms":"constant","stationarity_specification_id":"adf_constant","sample_policy":{"frequency":"monthly","start_period":"2015-01","end_policy":"latest_country_observation","minimum_effective_observations":60,"contiguous_months_required":true},"lag_policy":{"criterion":"bic","max_lag":12,"parameter_ratio_minimum":4,"common_sample":true},"fallback_policy":"none","interpretation_boundary":"预设规格不根据单个国家的 ADF 结果改变经济定义；任一变量未通过正式平稳性门时，该国 baseline 不具备动态响应资格。"},{"profile_id":"baseline_monthly_macro_v2_seasonal_controls","profile_kind":"baseline_prespecified","name":"月度宏观预设基准规格 v2（季节控制）","variables":[{"role":"inflation","indicator":"hicp_monthly_index","transformation":"log_difference"},{"role":"industrial_production","indicator":"industrial_production_index","transformation":"log_difference"},{"role":"labour","indicator":"unemployment_rate_monthly","transformation":"level"}],"deterministic_terms":"constant_month_dummies","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","sample_policy":{"frequency":"monthly","start_period":"2015-01","end_policy":"latest_country_observation","minimum_effective_observations":60,"contiguous_months_required":true},"lag_policy":{"criterion":"bic","max_lag":12,"parameter_ratio_minimum":4,"common_sample":true},"fallback_policy":"none","interpretation_boundary":"与 v1 使用相同变量、变换、样本和 BIC 滞后政策；仅增加常数项与 11 个月份虚拟变量作为确定性控制。HICP 原始序列仍为 NSA，这不是官方季调。"},{"profile_id":"exploratory_monthly_macro_fallback_v1","profile_kind":"exploratory_search_policy","name":"月度宏观探索性变换搜索","variables":[{"role":"inflation","indicator":"hicp_monthly_index","transformation":"log_difference"},{"role":"industrial_production","indicator":"industrial_production_index","transformation":"log_difference"},{"role":"labour","indicator":"unemployment_rate_monthly","transformation":"level"}],"deterministic_terms":"constant","stationarity_specification_id":"adf_constant","sample_policy":{"frequency":"monthly","start_period":"2015-01","end_policy":"latest_country_observation","minimum_effective_observations":60,"contiguous_months_required":true},"lag_policy":{"criterion":"bic","max_lag":12,"parameter_ratio_minimum":4,"common_sample":true},"fallback_policy":"documented_exploratory_chain","interpretation_boundary":"按预先登记的 fallback chain 进行探索性规格搜索；每次 ADF 尝试、变换改变及选择原因均须记录，结果不得冒充 baseline。"}],"estimable_countries":["poland","romania"],"dynamic_response_ready_countries":[],"dynamic_response_ready_6m_countries":[],"dynamic_response_ready_12m_countries":[],"dynamic_response_ready_18m_countries":[],"dynamic_response_ready_24m_countries":[],"baseline_profile_readiness":{"schema_version":"var-profile-readiness-v1.44","generated_at":"2026-09-03","profile":{"profile_id":"baseline_monthly_macro_v1","profile_kind":"baseline_prespecified","name":"月度宏观预设基准规格","variables":[{"role":"inflation","indicator":"hicp_monthly_index","transformation":"log_difference"},{"role":"industrial_production","indicator":"industrial_production_index","transformation":"log_difference"},{"role":"labour","indicator":"unemployment_rate_monthly","transformation":"level"}],"deterministic_terms":"constant","stationarity_specification_id":"adf_constant","sample_policy":{"frequency":"monthly","start_period":"2015-01","end_policy":"latest_country_observation","minimum_effective_observations":60,"contiguous_months_required":true},"lag_policy":{"criterion":"bic","max_lag":12,"parameter_ratio_minimum":4,"common_sample":true},"fallback_policy":"none","interpretation_boundary":"预设规格不根据单个国家的 ADF 结果改变经济定义；任一变量未通过正式平稳性门时，该国 baseline 不具备动态响应资格。"},"estimable_countries":["poland","romania"],"dynamic_response_ready_countries":[],"dynamic_response_ready_6m_countries":[],"dynamic_response_ready_12m_countries":[],"dynamic_response_ready_18m_countries":[],"dynamic_response_ready_24m_countries":[],"record_count":10,"records":[{"country":"austria","profile_id":"baseline_monthly_macro_v1","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":null,"end_period":null,"effective_observations":0,"missing_ratio":null,"stationarity_status":"non_stationary","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":12,"max_lag":13,"autolag_criterion":"aic","nobs":124,"statistic":-1.9484322281810227,"p_value":0.30963100254069764,"critical_values":{"1%":-3.484219653271961,"5%":-2.8851452356416374,"10%":-2.5793591389177943},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.3512378913133771,"lagged_level_standard_error":0.18026692754988896,"calibration":null,"status":"non_stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.11751790612199423},{"lag":2,"value":-0.17691664674904625},{"lag":3,"value":0.11111730228341869},{"lag":4,"value":-0.083726098398102},{"lag":5,"value":0.06722160020864767},{"lag":6,"value":0.5310245250952247},{"lag":7,"value":0.14770369807308384},{"lag":8,"value":-0.16639112544052306},{"lag":9,"value":0.012310305871151863},{"lag":10,"value":-0.17517539006604438},{"lag":11,"value":0.08972985051532477},{"lag":12,"value":0.5386712876163734},{"lag":13,"value":0.020576068929046756},{"lag":14,"value":-0.1916334452081407},{"lag":15,"value":0.036075315197073896},{"lag":16,"value":-0.1907696285788936},{"lag":17,"value":-0.010460402356314853},{"lag":18,"value":0.4245017370638069},{"lag":19,"value":0.0036466987584840523},{"lag":20,"value":-0.27432364431437845},{"lag":21,"value":-0.00712739345507203},{"lag":22,"value":-0.23849079462348485},{"lag":23,"value":0.0018919191222852186},{"lag":24,"value":0.43306746494364573}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.11751790612199423},{"lag":2,"value":-0.19339802029505987},{"lag":3,"value":0.16712974754798118},{"lag":4,"value":-0.17436771667134718},{"lag":5,"value":0.18752965264770463},{"lag":6,"value":0.46804894410795106},{"lag":7,"value":0.09025937965124455},{"lag":8,"value":-0.0496771951738915},{"lag":9,"value":-0.04619217730073863},{"lag":10,"value":-0.24616751435993084},{"lag":11,"value":0.1405107372153761},{"lag":12,"value":0.3015521936967258},{"lag":13,"value":-0.12528463477140914},{"lag":14,"value":-0.033620786777755214},{"lag":15,"value":-0.006171957456065517},{"lag":16,"value":-0.12028604775362493},{"lag":17,"value":-0.013684226511201797},{"lag":18,"value":0.02363685635677278},{"lag":19,"value":-0.0984774566716565},{"lag":20,"value":-0.09634067264960822},{"lag":21,"value":0.03331913103141372},{"lag":22,"value":-0.1533167562212069},{"lag":23,"value":0.08303828866955124},{"lag":24,"value":0.13491467676804988}],"seasonal_lag_12_autocorrelation":0.5386712876163734,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-9.11773122700783,"p_value":3.2751579226442118e-15,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.345076192575128,"lagged_level_standard_error":0.14752312379979446,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.0678143445125021},{"lag":2,"value":-0.16162254524804082},{"lag":3,"value":-0.25266182302072077},{"lag":4,"value":0.010473130171365691},{"lag":5,"value":-0.02283796460980195},{"lag":6,"value":0.022102521061458588},{"lag":7,"value":-0.032329333507960134},{"lag":8,"value":0.05863334414836472},{"lag":9,"value":0.06884662526710177},{"lag":10,"value":0.07149786666737931},{"lag":11,"value":-0.09395412641043435},{"lag":12,"value":0.0013315509707656319},{"lag":13,"value":0.056272476053617744},{"lag":14,"value":-0.01967830618512191},{"lag":15,"value":-0.05008606676465317},{"lag":16,"value":-0.05516985698857536},{"lag":17,"value":-0.01959323995666178},{"lag":18,"value":-0.038037319909068106},{"lag":19,"value":0.029795028562945903},{"lag":20,"value":0.0183166690247603},{"lag":21,"value":-0.07861083749399797},{"lag":22,"value":0.10014176127137878},{"lag":23,"value":-0.10968364577071738},{"lag":24,"value":-0.07027042889977392}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.0678143445125021},{"lag":2,"value":-0.16698927841213754},{"lag":3,"value":-0.23618909674427174},{"lag":4,"value":0.013738055068690474},{"lag":5,"value":-0.10885200447698455},{"lag":6,"value":-0.03163917586955437},{"lag":7,"value":-0.05141510026868618},{"lag":8,"value":0.030269333765169194},{"lag":9,"value":0.056630483433531414},{"lag":10,"value":0.06487341783101645},{"lag":11,"value":-0.05934121123339498},{"lag":12,"value":0.06340302410672753},{"lag":13,"value":0.07756002721767184},{"lag":14,"value":-0.05304879833283226},{"lag":15,"value":0.002211323973419007},{"lag":16,"value":-0.04731982427448945},{"lag":17,"value":-0.0484329148591976},{"lag":18,"value":-0.08340963338504888},{"lag":19,"value":-0.010167286774432386},{"lag":20,"value":-0.02163226327029343},{"lag":21,"value":-0.1262265878033531},{"lag":22,"value":0.1136447600876582},{"lag":23,"value":-0.18315136657823838},{"lag":24,"value":-0.051086271258705324}],"seasonal_lag_12_autocorrelation":0.0013315509707656319,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":0,"max_lag":13,"autolag_criterion":"aic","nobs":136,"statistic":-2.906913598444285,"p_value":0.044549926602545475,"critical_values":{"1%":-3.4793722137854926,"5%":-2.8830370378332995,"10%":-2.578233635380623},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.11808151241975312,"lagged_level_standard_error":0.040620922645567346,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.8818094563318637},{"lag":2,"value":0.7917869625982802},{"lag":3,"value":0.6886917057239974},{"lag":4,"value":0.5938462709713527},{"lag":5,"value":0.5161943616537575},{"lag":6,"value":0.47033859854699017},{"lag":7,"value":0.43556626505951157},{"lag":8,"value":0.39741683566707275},{"lag":9,"value":0.32045051000831637},{"lag":10,"value":0.25004545851871746},{"lag":11,"value":0.14782766575241899},{"lag":12,"value":0.054143885610816636},{"lag":13,"value":-0.01638666606443937},{"lag":14,"value":-0.08879764614132096},{"lag":15,"value":-0.1359156714459802},{"lag":16,"value":-0.16991944594525996},{"lag":17,"value":-0.20026193403652098},{"lag":18,"value":-0.20956602736850385},{"lag":19,"value":-0.23406601508119015},{"lag":20,"value":-0.21300321225057456},{"lag":21,"value":-0.22785731792513772},{"lag":22,"value":-0.2390335421258101},{"lag":23,"value":-0.24499372968457717},{"lag":24,"value":-0.24966676244664382}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.8818094563318637},{"lag":2,"value":0.06384115983312945},{"lag":3,"value":-0.09586679554005034},{"lag":4,"value":-0.03447855442345236},{"lag":5,"value":0.02753620301343842},{"lag":6,"value":0.10725535118316452},{"lag":7,"value":0.04053985509450221},{"lag":8,"value":-0.04291701672676767},{"lag":9,"value":-0.2094045951909759},{"lag":10,"value":-0.042059382784607934},{"lag":11,"value":-0.15319393194124423},{"lag":12,"value":-0.05937658488548198},{"lag":13,"value":0.024064501754817554},{"lag":14,"value":-0.10930473398201442},{"lag":15,"value":-0.006637433687774958},{"lag":16,"value":0.00008800682880522547},{"lag":17,"value":-0.005752063171286165},{"lag":18,"value":0.08052537368920734},{"lag":19,"value":-0.03330777006358876},{"lag":20,"value":0.17903152371442493},{"lag":21,"value":-0.12295420246245839},{"lag":22,"value":-0.03804896901429643},{"lag":23,"value":-0.020845412247316494},{"lag":24,"value":-0.014623928557221324}],"seasonal_lag_12_autocorrelation":0.054143885610816636,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"not_run","selected_lag":null,"stability_status":"not_run","residual_status":"not_run","estimable":false,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"non_stationary","blocking_reasons":["hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-1.948，5% 临界值 -2.885）；请按预注册 profile 处理。"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-1.948，5% 临界值 -2.885）；请按预注册 profile 处理。"}],"selected_fallback":null,"selection_reason":"预设 baseline；不根据单个国家结果更换 transformation。"},{"country":"croatia","profile_id":"baseline_monthly_macro_v1","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":null,"end_period":null,"effective_observations":0,"missing_ratio":null,"stationarity_status":"non_stationary","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":13,"max_lag":13,"autolag_criterion":"aic","nobs":123,"statistic":-1.908579293359279,"p_value":0.3280359664363137,"critical_values":{"1%":-3.484667251420977,"5%":-2.8853397507076006,"10%":-2.5794629869786503},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.22200196288360133,"lagged_level_standard_error":0.11631791440682406,"calibration":null,"status":"non_stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.5419069379761995},{"lag":2,"value":0.29954837142839313},{"lag":3,"value":0.24109706751919155},{"lag":4,"value":0.09495298067417052},{"lag":5,"value":-0.04944060027010539},{"lag":6,"value":-0.05918525004024754},{"lag":7,"value":-0.04646103344574248},{"lag":8,"value":0.0819693330589142},{"lag":9,"value":0.21909102076074083},{"lag":10,"value":0.12100688397229516},{"lag":11,"value":0.2545673151970336},{"lag":12,"value":0.5285102816856017},{"lag":13,"value":0.31521735170964016},{"lag":14,"value":0.11250982887646205},{"lag":15,"value":0.14376018706010021},{"lag":16,"value":0.02811979967169599},{"lag":17,"value":-0.19095485883209423},{"lag":18,"value":-0.1707189468224865},{"lag":19,"value":-0.23437486075079908},{"lag":20,"value":-0.07605687933598461},{"lag":21,"value":0.043877395917485414},{"lag":22,"value":-0.004196951446646473},{"lag":23,"value":0.12256490771108473},{"lag":24,"value":0.35957379341420137}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.5419069379761995},{"lag":2,"value":0.00833206115500696},{"lag":3,"value":0.10704849026880398},{"lag":4,"value":-0.11124356258993681},{"lag":5,"value":-0.11310739150915526},{"lag":6,"value":0.011803167490113346},{"lag":7,"value":0.014203914714425276},{"lag":8,"value":0.20188936000700072},{"lag":9,"value":0.17322359032871368},{"lag":10,"value":-0.14182910318820988},{"lag":11,"value":0.24204044142150202},{"lag":12,"value":0.40667983433019483},{"lag":13,"value":-0.22022061820739985},{"lag":14,"value":-0.14273560042359626},{"lag":15,"value":0.1226678854085272},{"lag":16,"value":-0.08224745466364997},{"lag":17,"value":-0.2970262252827791},{"lag":18,"value":0.097671296456329},{"lag":19,"value":-0.1251337471963866},{"lag":20,"value":0.02511000825803399},{"lag":21,"value":-0.04759196974254372},{"lag":22,"value":0.05609439584052456},{"lag":23,"value":0.1140530353561946},{"lag":24,"value":0.029234105844891306}],"seasonal_lag_12_autocorrelation":0.5285102816856017,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-7.3359195007179485,"p_value":1.0966755281671681e-10,"critical_values":{"1%":-3.4808880719210005,"5%":-2.8836966192225284,"10%":-2.5785857598714417},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-2.0464500715546228,"lagged_level_standard_error":0.27896299453045276,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":-0.219991814754114},{"lag":2,"value":-0.06946404999886294},{"lag":3,"value":-0.11848727602266651},{"lag":4,"value":0.03262860446457611},{"lag":5,"value":-0.09987455852565888},{"lag":6,"value":0.07245359703469256},{"lag":7,"value":-0.09566044810769987},{"lag":8,"value":0.12034138058267602},{"lag":9,"value":-0.02877542179391997},{"lag":10,"value":-0.004028579756037373},{"lag":11,"value":-0.03212009858838177},{"lag":12,"value":-0.015529791288352815},{"lag":13,"value":0.038282042494688744},{"lag":14,"value":-0.023842364812744262},{"lag":15,"value":0.0911996194555589},{"lag":16,"value":-0.11551751880294765},{"lag":17,"value":0.05257357008241886},{"lag":18,"value":0.000457971976698809},{"lag":19,"value":0.14020403733595405},{"lag":20,"value":-0.14055993559280655},{"lag":21,"value":0.08611420607253802},{"lag":22,"value":-0.1359468513946654},{"lag":23,"value":0.02225183423226547},{"lag":24,"value":-0.08398839701765819}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":-0.219991814754114},{"lag":2,"value":-0.12385456336984559},{"lag":3,"value":-0.1738606441268737},{"lag":4,"value":-0.05398448167716086},{"lag":5,"value":-0.1507617157247054},{"lag":6,"value":-0.016676366126533133},{"lag":7,"value":-0.1292452757277157},{"lag":8,"value":0.04155925170318487},{"lag":9,"value":-0.012036482096099099},{"lag":10,"value":-0.031793481877141844},{"lag":11,"value":-0.019660682268894836},{"lag":12,"value":-0.061970258115966854},{"lag":13,"value":0.03485224323525594},{"lag":14,"value":-0.04619724588762905},{"lag":15,"value":0.10030923937426257},{"lag":16,"value":-0.09463551757029186},{"lag":17,"value":0.021644911096668697},{"lag":18,"value":0.0227826066642654},{"lag":19,"value":0.1461648797805416},{"lag":20,"value":-0.03201085574994476},{"lag":21,"value":0.06700738193363909},{"lag":22,"value":-0.06379222923869081},{"lag":23,"value":-0.061414914475061665},{"lag":24,"value":-0.07228616602190852}],"seasonal_lag_12_autocorrelation":-0.015529791288352815,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-2.9241262522040286,"p_value":0.04261351654174905,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.011083396003647342,"lagged_level_standard_error":0.0037903274509072074,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9687477063535618},{"lag":2,"value":0.9354070340072678},{"lag":3,"value":0.901949839886129},{"lag":4,"value":0.8681476335241645},{"lag":5,"value":0.8350831196426517},{"lag":6,"value":0.8020752405472371},{"lag":7,"value":0.7692894868926239},{"lag":8,"value":0.7359493256067451},{"lag":9,"value":0.7021890726589283},{"lag":10,"value":0.6680596482506209},{"lag":11,"value":0.6346156952402595},{"lag":12,"value":0.6022823694339047},{"lag":13,"value":0.5709145761334545},{"lag":14,"value":0.541103612240201},{"lag":15,"value":0.5133084100076967},{"lag":16,"value":0.48689311735838403},{"lag":17,"value":0.46042625406709464},{"lag":18,"value":0.4342502306125375},{"lag":19,"value":0.40860756839211526},{"lag":20,"value":0.38347917233028445},{"lag":21,"value":0.357688813649643},{"lag":22,"value":0.3318284396920119},{"lag":23,"value":0.30487328140327014},{"lag":24,"value":0.2783248342855748}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9687477063535618},{"lag":2,"value":-0.049816188800054076},{"lag":3,"value":-0.018026278644760408},{"lag":4,"value":-0.0231290349524155},{"lag":5,"value":-0.0057054308244553105},{"lag":6,"value":-0.01787068402388776},{"lag":7,"value":-0.01472506671990067},{"lag":8,"value":-0.027951724111472082},{"lag":9,"value":-0.025342260610520924},{"lag":10,"value":-0.025459681169226225},{"lag":11,"value":-0.008674909593626847},{"lag":12,"value":-0.003160100118135683},{"lag":13,"value":-0.005640626313682989},{"lag":14,"value":0.004091991604291873},{"lag":15,"value":0.011970506899173275},{"lag":16,"value":0.0021612252376302958},{"lag":17,"value":-0.020121262853227826},{"lag":18,"value":-0.013511939481676942},{"lag":19,"value":-0.010089540941218604},{"lag":20,"value":-0.010782243254467187},{"lag":21,"value":-0.030719701519476696},{"lag":22,"value":-0.020561276473595246},{"lag":23,"value":-0.038289886399780045},{"lag":24,"value":-0.012656157183679365}],"seasonal_lag_12_autocorrelation":0.6022823694339047,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"not_run","selected_lag":null,"stability_status":"not_run","residual_status":"not_run","estimable":false,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"non_stationary","blocking_reasons":["hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-1.909，5% 临界值 -2.885）；请按预注册 profile 处理。"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-1.909，5% 临界值 -2.885）；请按预注册 profile 处理。"}],"selected_fallback":null,"selection_reason":"预设 baseline；不根据单个国家结果更换 transformation。"},{"country":"czechia","profile_id":"baseline_monthly_macro_v1","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":null,"end_period":null,"effective_observations":0,"missing_ratio":null,"stationarity_status":"non_stationary","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":13,"max_lag":13,"autolag_criterion":"aic","nobs":123,"statistic":-2.0972813372965464,"p_value":0.2456091937796448,"critical_values":{"1%":-3.484667251420977,"5%":-2.8853397507076006,"10%":-2.5794629869786503},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.3692985130864265,"lagged_level_standard_error":0.17608439388606897,"calibration":null,"status":"non_stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.1333143015074838},{"lag":2,"value":0.20245097032615952},{"lag":3,"value":0.06952161150268962},{"lag":4,"value":0.06951334898468868},{"lag":5,"value":0.07089595676118995},{"lag":6,"value":0.2087649051089817},{"lag":7,"value":0.07491727202299987},{"lag":8,"value":0.02938458857578593},{"lag":9,"value":0.10226164379937908},{"lag":10,"value":0.09746087877979558},{"lag":11,"value":0.024838205146901944},{"lag":12,"value":0.5155712671504374},{"lag":13,"value":-0.006365857014823618},{"lag":14,"value":-0.03311799046941776},{"lag":15,"value":0.024604695412293865},{"lag":16,"value":-0.12499426084123694},{"lag":17,"value":-0.09017350913356625},{"lag":18,"value":0.038525812924194616},{"lag":19,"value":-0.046853106668332076},{"lag":20,"value":-0.12851826609791211},{"lag":21,"value":-0.016841844373561586},{"lag":22,"value":-0.049558072599099855},{"lag":23,"value":-0.07505375912969851},{"lag":24,"value":0.324207048518097}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.1333143015074838},{"lag":2,"value":0.18801988898215224},{"lag":3,"value":0.02378970689796738},{"lag":4,"value":0.022792468509898117},{"lag":5,"value":0.04621917948219515},{"lag":6,"value":0.18876015770700733},{"lag":7,"value":0.013867339724374766},{"lag":8,"value":-0.0608422242684543},{"lag":9,"value":0.0802409729943243},{"lag":10,"value":0.0816488245928143},{"lag":11,"value":-0.04470519373099785},{"lag":12,"value":0.4928454076340431},{"lag":13,"value":-0.17635166896503934},{"lag":14,"value":-0.26935075796195757},{"lag":15,"value":0.10651316937959944},{"lag":16,"value":-0.20437936772064985},{"lag":17,"value":-0.15710472257282493},{"lag":18,"value":0.029804902768382092},{"lag":19,"value":-0.06376850810671413},{"lag":20,"value":-0.10083800528061647},{"lag":21,"value":-0.02332020586433133},{"lag":22,"value":0.005724870634064729},{"lag":23,"value":0.0395618103790617},{"lag":24,"value":0.17282694026393963}],"seasonal_lag_12_autocorrelation":0.5155712671504374,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-8.903537879038959,"p_value":1.1546319456101628e-14,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.4256334734893985,"lagged_level_standard_error":0.16011988637075134,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.008419512937125263},{"lag":2,"value":-0.25469598595236403},{"lag":3,"value":-0.13946346405742202},{"lag":4,"value":0.0030670352414095144},{"lag":5,"value":-0.04243358720377568},{"lag":6,"value":-0.04698703975466315},{"lag":7,"value":-0.0191608425326674},{"lag":8,"value":-0.0047245811663129975},{"lag":9,"value":0.0370918318680079},{"lag":10,"value":0.16088132102947666},{"lag":11,"value":-0.14282261001989818},{"lag":12,"value":-0.1475030296650977},{"lag":13,"value":0.059391101298552094},{"lag":14,"value":0.04943197344466294},{"lag":15,"value":-0.03646847540127752},{"lag":16,"value":0.020719610313942868},{"lag":17,"value":0.10381810110663695},{"lag":18,"value":0.011892236632176688},{"lag":19,"value":-0.08569453592730336},{"lag":20,"value":0.06616548245502155},{"lag":21,"value":-0.06362296296887708},{"lag":22,"value":-0.06544130786851847},{"lag":23,"value":0.04575167149927866},{"lag":24,"value":0.038817247313007563}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.008419512937125263},{"lag":2,"value":-0.25478493539543523},{"lag":3,"value":-0.1439838243664345},{"lag":4,"value":-0.06975360120081428},{"lag":5,"value":-0.12802790521173474},{"lag":6,"value":-0.10159254455069763},{"lag":7,"value":-0.09164315107587058},{"lag":8,"value":-0.08841834607300363},{"lag":9,"value":-0.031804853342209366},{"lag":10,"value":0.12183557727491187},{"lag":11,"value":-0.17361483156383184},{"lag":12,"value":-0.11160868210328159},{"lag":13,"value":-0.0005304572012046713},{"lag":14,"value":-0.07220175306460687},{"lag":15,"value":-0.06844818670176141},{"lag":16,"value":0.0008398986731271469},{"lag":17,"value":0.05340534196400455},{"lag":18,"value":-0.004193874930397026},{"lag":19,"value":-0.057852631157586015},{"lag":20,"value":0.07697502761082511},{"lag":21,"value":-0.051346954679628916},{"lag":22,"value":-0.03454604571999759},{"lag":23,"value":0.0028772276213829876},{"lag":24,"value":-0.003912785160163645}],"seasonal_lag_12_autocorrelation":-0.1475030296650977,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant","formal_decision":"inconclusive","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-2.6974697629564144,"p_value":0.07447713490562952,"critical_values":{"1%":-3.4808880719210005,"5%":-2.8836966192225284,"10%":-2.5785857598714417},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.06526807010586125,"lagged_level_standard_error":0.024196034002741795,"calibration":null,"status":"borderline"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9163135065758483},{"lag":2,"value":0.8608223144886334},{"lag":3,"value":0.8212971459437867},{"lag":4,"value":0.7772899395710154},{"lag":5,"value":0.7271233925997638},{"lag":6,"value":0.6799918142265556},{"lag":7,"value":0.6333452295318147},{"lag":8,"value":0.5813874497904983},{"lag":9,"value":0.5385155875100603},{"lag":10,"value":0.4921182246892473},{"lag":11,"value":0.4409896021665825},{"lag":12,"value":0.3925842231044142},{"lag":13,"value":0.35521581274472636},{"lag":14,"value":0.3182619809943642},{"lag":15,"value":0.29087906038334993},{"lag":16,"value":0.25924987374895114},{"lag":17,"value":0.21080651802028008},{"lag":18,"value":0.1762697428567335},{"lag":19,"value":0.15121447543014166},{"lag":20,"value":0.11040996793247007},{"lag":21,"value":0.07811144255095322},{"lag":22,"value":0.05025697833085789},{"lag":23,"value":0.013712186925956977},{"lag":24,"value":-0.01257336625922678}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9163135065758483},{"lag":2,"value":0.13214398333225716},{"lag":3,"value":0.09939544240599577},{"lag":4,"value":-0.011730322056776217},{"lag":5,"value":-0.054689088214958465},{"lag":6,"value":-0.023713634906571305},{"lag":7,"value":-0.028771577004643934},{"lag":8,"value":-0.059444977843410886},{"lag":9,"value":0.016011771574939885},{"lag":10,"value":-0.04006791162926555},{"lag":11,"value":-0.0559082506952854},{"lag":12,"value":-0.029637589155767464},{"lag":13,"value":0.03100124532741451},{"lag":14,"value":0.00211614098726507},{"lag":15,"value":0.055896814583311735},{"lag":16,"value":-0.02743752251978704},{"lag":17,"value":-0.12889944080220622},{"lag":18,"value":0.009645805438673367},{"lag":19,"value":0.02631313650236297},{"lag":20,"value":-0.09264458059204808},{"lag":21,"value":0.015243793961849543},{"lag":22,"value":-0.013338315424394419},{"lag":23,"value":-0.07190951765474712},{"lag":24,"value":0.02972239412466603}],"seasonal_lag_12_autocorrelation":0.3925842231044142,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"not_run","selected_lag":null,"stability_status":"not_run","residual_status":"not_run","estimable":false,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"non_stationary","blocking_reasons":["hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-2.097，5% 临界值 -2.885）；请按预注册 profile 处理。"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-2.097，5% 临界值 -2.885）；请按预注册 profile 处理。"}],"selected_fallback":null,"selection_reason":"预设 baseline；不根据单个国家结果更换 transformation。"},{"country":"germany","profile_id":"baseline_monthly_macro_v1","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":null,"end_period":null,"effective_observations":0,"missing_ratio":null,"stationarity_status":"non_stationary","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":11,"max_lag":13,"autolag_criterion":"aic","nobs":125,"statistic":-1.8590016529604616,"p_value":0.3515868443235479,"critical_values":{"1%":-3.4837793736959997,"5%":-2.88495387648,"10%":-2.579256976},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.39833416446811665,"lagged_level_standard_error":0.21427316314311456,"calibration":null,"status":"non_stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.10351730876107611},{"lag":2,"value":0.2521214164124735},{"lag":3,"value":-0.10742010639382481},{"lag":4,"value":-0.014172032888986138},{"lag":5,"value":0.0474461440642458},{"lag":6,"value":0.013709210181466681},{"lag":7,"value":0.017726427462358172},{"lag":8,"value":-0.090666289245653},{"lag":9,"value":-0.04969893142288712},{"lag":10,"value":0.20501837732912964},{"lag":11,"value":0.05378629812655976},{"lag":12,"value":0.43655619981293214},{"lag":13,"value":0.0334425906724661},{"lag":14,"value":0.12584686742525847},{"lag":15,"value":-0.029350530847489446},{"lag":16,"value":-0.12814302997625604},{"lag":17,"value":-0.059574469706422065},{"lag":18,"value":-0.18070438285247828},{"lag":19,"value":-0.050642584569786785},{"lag":20,"value":-0.1158173938364995},{"lag":21,"value":0.053387412809522736},{"lag":22,"value":0.034569590634865116},{"lag":23,"value":-0.05913093894319235},{"lag":24,"value":0.22630858831081715}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.10351730876107611},{"lag":2,"value":0.244020465811566},{"lag":3,"value":-0.16381620161134325},{"lag":4,"value":-0.05441596977156163},{"lag":5,"value":0.13669569612726917},{"lag":6,"value":-0.005907938877981636},{"lag":7,"value":-0.04718563977810671},{"lag":8,"value":-0.0761241628200534},{"lag":9,"value":-0.018588040287935276},{"lag":10,"value":0.2879608547301412},{"lag":11,"value":-0.007668494261571282},{"lag":12,"value":0.3294506530326675},{"lag":13,"value":0.01599343046629046},{"lag":14,"value":-0.05389328923020057},{"lag":15,"value":0.045333774390113706},{"lag":16,"value":-0.20267353309637406},{"lag":17,"value":-0.1060263505558002},{"lag":18,"value":-0.1019667222389131},{"lag":19,"value":-0.05442454681184551},{"lag":20,"value":-0.021561441759039443},{"lag":21,"value":0.12996517188201773},{"lag":22,"value":-0.09686417165306069},{"lag":23,"value":-0.11518258886468258},{"lag":24,"value":0.1594050834894005}],"seasonal_lag_12_autocorrelation":0.43655619981293214,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-9.20973972500051,"p_value":1.887379141862766e-15,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.4773330337582826,"lagged_level_standard_error":0.160409857158933,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.015073967270929143},{"lag":2,"value":-0.2971364971298711},{"lag":3,"value":-0.15099888079409113},{"lag":4,"value":0.11318624929751266},{"lag":5,"value":-0.013343394117884063},{"lag":6,"value":-0.09313482783197602},{"lag":7,"value":0.010812223302942668},{"lag":8,"value":-0.08182798685973114},{"lag":9,"value":0.05201661951932718},{"lag":10,"value":0.02538541376752807},{"lag":11,"value":-0.041972159653733895},{"lag":12,"value":-0.025795210902232253},{"lag":13,"value":0.02032225681043254},{"lag":14,"value":0.011849767937387595},{"lag":15,"value":-0.06301115464110524},{"lag":16,"value":0.12015796272306707},{"lag":17,"value":0.08159791400344608},{"lag":18,"value":-0.07667839613617165},{"lag":19,"value":-0.013210348500042638},{"lag":20,"value":-0.07574840899326875},{"lag":21,"value":0.006650183253071889},{"lag":22,"value":-0.03827173249812056},{"lag":23,"value":0.09189238717404916},{"lag":24,"value":-0.0015364277366930396}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.015073967270929143},{"lag":2,"value":-0.2974313052955993},{"lag":3,"value":-0.15439475202158953},{"lag":4,"value":0.027036902677613908},{"lag":5,"value":-0.11266931370637855},{"lag":6,"value":-0.08898356134547629},{"lag":7,"value":-0.006922494240290565},{"lag":8,"value":-0.17906788762113085},{"lag":9,"value":0.03174780565057968},{"lag":10,"value":-0.04425410957762999},{"lag":11,"value":-0.09143873191923095},{"lag":12,"value":-0.009195135421261741},{"lag":13,"value":-0.046215005198717046},{"lag":14,"value":-0.04915492434974516},{"lag":15,"value":-0.06609374830704298},{"lag":16,"value":0.09438025670803933},{"lag":17,"value":0.048181602635286515},{"lag":18,"value":-0.038793884403502836},{"lag":19,"value":0.07188067273693201},{"lag":20,"value":-0.12749122897708481},{"lag":21,"value":-0.0025682707592908477},{"lag":22,"value":-0.05467557873291004},{"lag":23,"value":0.038813255957948684},{"lag":24,"value":0.009384532886058462}],"seasonal_lag_12_autocorrelation":-0.025795210902232253,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":3,"max_lag":13,"autolag_criterion":"aic","nobs":133,"statistic":-2.386552492863822,"p_value":0.14556789484809946,"critical_values":{"1%":-3.4805003838883772,"5%":-2.8835279559405045,"10%":-2.578495716547007},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.029095384956861786,"lagged_level_standard_error":0.012191386966706868,"calibration":null,"status":"non_stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9634383122928946},{"lag":2,"value":0.9224107462315159},{"lag":3,"value":0.8782502546144156},{"lag":4,"value":0.8260920462060009},{"lag":5,"value":0.7694906618024122},{"lag":6,"value":0.7111120070007539},{"lag":7,"value":0.6491788114029567},{"lag":8,"value":0.5828024398099855},{"lag":9,"value":0.5155147306588802},{"lag":10,"value":0.44687136635012314},{"lag":11,"value":0.3773393668423309},{"lag":12,"value":0.31045057057254416},{"lag":13,"value":0.24442770714269269},{"lag":14,"value":0.18549122294602016},{"lag":15,"value":0.1287763267469346},{"lag":16,"value":0.0738159985868195},{"lag":17,"value":0.021077258424291482},{"lag":18,"value":-0.024597804864156858},{"lag":19,"value":-0.0702728681526052},{"lag":20,"value":-0.10932857216649113},{"lag":21,"value":-0.14263084974575022},{"lag":22,"value":-0.17326722172790482},{"lag":23,"value":-0.2025706409115072},{"lag":24,"value":-0.23009678969703992}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9634383122928946},{"lag":2,"value":-0.08083171336236689},{"lag":3,"value":-0.061600919306135066},{"lag":4,"value":-0.1313207448613743},{"lag":5,"value":-0.0794687038102786},{"lag":6,"value":-0.04558139830326239},{"lag":7,"value":-0.07001124793458142},{"lag":8,"value":-0.08750489919602553},{"lag":9,"value":-0.044714000024598764},{"lag":10,"value":-0.05372596560012653},{"lag":11,"value":-0.04707898527258433},{"lag":12,"value":-0.005739684613219131},{"lag":13,"value":-0.03658764974138806},{"lag":14,"value":0.05413179470779675},{"lag":15,"value":-0.027433286376501415},{"lag":16,"value":-0.03325392370144483},{"lag":17,"value":-0.03866841076593888},{"lag":18,"value":0.03518975612353763},{"lag":19,"value":-0.06703325195051046},{"lag":20,"value":0.031282081435860885},{"lag":21,"value":0.0003903826402302719},{"lag":22,"value":-0.023905781380582313},{"lag":23,"value":-0.05016897964902051},{"lag":24,"value":-0.049351696730110826}],"seasonal_lag_12_autocorrelation":0.31045057057254416,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"not_run","selected_lag":null,"stability_status":"not_run","residual_status":"not_run","estimable":false,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"non_stationary","blocking_reasons":["hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-1.859，5% 临界值 -2.885）；请按预注册 profile 处理。","unemployment_rate_monthly（level）adf_constant 不能拒绝零频单位根（stat=-2.387，5% 临界值 -2.884）；请按预注册 profile 处理。"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-1.859，5% 临界值 -2.885）；请按预注册 profile 处理。"}],"selected_fallback":null,"selection_reason":"预设 baseline；不根据单个国家结果更换 transformation。"},{"country":"hungary","profile_id":"baseline_monthly_macro_v1","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":null,"end_period":null,"effective_observations":0,"missing_ratio":null,"stationarity_status":"non_stationary","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":13,"max_lag":13,"autolag_criterion":"aic","nobs":123,"statistic":-2.2832114326043986,"p_value":0.17743979973457918,"critical_values":{"1%":-3.484667251420977,"5%":-2.8853397507076006,"10%":-2.5794629869786503},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.21977316208805758,"lagged_level_standard_error":0.09625615873750605,"calibration":null,"status":"non_stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.6821601030122075},{"lag":2,"value":0.5509163399683659},{"lag":3,"value":0.5056727053681698},{"lag":4,"value":0.3847106175676608},{"lag":5,"value":0.4091897417332122},{"lag":6,"value":0.3946535923494034},{"lag":7,"value":0.2864757132709508},{"lag":8,"value":0.18051019613138194},{"lag":9,"value":0.16165631518888018},{"lag":10,"value":0.12348447679808178},{"lag":11,"value":0.07057683427778559},{"lag":12,"value":0.14427284824365422},{"lag":13,"value":-0.004668710623477594},{"lag":14,"value":-0.011139566140319024},{"lag":15,"value":0.08291505214611662},{"lag":16,"value":-0.011670535905082633},{"lag":17,"value":0.017327316935091142},{"lag":18,"value":0.041848506602144814},{"lag":19,"value":-0.02587694843122399},{"lag":20,"value":-0.0410796676257918},{"lag":21,"value":0.0013893915805890454},{"lag":22,"value":-0.024953511728501767},{"lag":23,"value":-0.03474215646339164},{"lag":24,"value":0.04978017853944853}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.6821601030122075},{"lag":2,"value":0.16005371439540048},{"lag":3,"value":0.15515089215450467},{"lag":4,"value":-0.07377771053477586},{"lag":5,"value":0.19350434633186755},{"lag":6,"value":0.04493228698319597},{"lag":7,"value":-0.10754909403013872},{"lag":8,"value":-0.16575872453931403},{"lag":9,"value":0.0658474743790806},{"lag":10,"value":-0.0040348831663061455},{"lag":11,"value":-0.07898280381372115},{"lag":12,"value":0.16257792083054057},{"lag":13,"value":-0.2465457256229023},{"lag":14,"value":0.12418435048122928},{"lag":15,"value":0.1383841181564362},{"lag":16,"value":-0.13083740615257405},{"lag":17,"value":0.020370000063701904},{"lag":18,"value":0.04081094346064211},{"lag":19,"value":-0.04092622717408096},{"lag":20,"value":-0.06425821764491116},{"lag":21,"value":0.048490417628276786},{"lag":22,"value":-0.05004026283137265},{"lag":23,"value":0.05363068984738692},{"lag":24,"value":0.06983347021005926}],"seasonal_lag_12_autocorrelation":0.14427284824365422,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":1,"max_lag":13,"autolag_criterion":"aic","nobs":135,"statistic":-10.37531994602584,"p_value":0,"critical_values":{"1%":-3.4797425866991816,"5%":-2.88319822181578,"10%":-2.578319684499314},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.2296099760676658,"lagged_level_standard_error":0.11851296947605507,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.008678514283270065},{"lag":2,"value":-0.243254766766547},{"lag":3,"value":-0.10132350218742775},{"lag":4,"value":-0.058393651077364134},{"lag":5,"value":-0.04426381266585457},{"lag":6,"value":-0.06214724815714179},{"lag":7,"value":-0.004682339527791553},{"lag":8,"value":0.051185119827485824},{"lag":9,"value":0.03394685351271094},{"lag":10,"value":-0.015615961515354894},{"lag":11,"value":-0.052511820450020785},{"lag":12,"value":0.013965183303782176},{"lag":13,"value":-0.03001333883518952},{"lag":14,"value":-0.0032351486209554045},{"lag":15,"value":-0.002158659824478904},{"lag":16,"value":-0.021874131964776212},{"lag":17,"value":0.09312831722248101},{"lag":18,"value":0.059429286758401145},{"lag":19,"value":-0.038974267865901975},{"lag":20,"value":-0.0249811652496584},{"lag":21,"value":0.025206334774605554},{"lag":22,"value":-0.022615654992767326},{"lag":23,"value":-0.025995664956216247},{"lag":24,"value":-0.02526464010641308}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.008678514283270065},{"lag":2,"value":-0.24334841155415918},{"lag":3,"value":-0.1026742650719474},{"lag":4,"value":-0.12663069807107516},{"lag":5,"value":-0.10680468212762725},{"lag":6,"value":-0.1376818124834653},{"lag":7,"value":-0.08286460118039944},{"lag":8,"value":-0.03878568139290959},{"lag":9,"value":-0.031132704065009845},{"lag":10,"value":-0.0510888225685327},{"lag":11,"value":-0.08158726019077735},{"lag":12,"value":-0.021969168099621378},{"lag":13,"value":-0.08633937079192448},{"lag":14,"value":-0.03532735444479786},{"lag":15,"value":-0.0603907287417428},{"lag":16,"value":-0.07474822277901594},{"lag":17,"value":0.04610178246180072},{"lag":18,"value":0.02327460169368691},{"lag":19,"value":-0.018439475488773824},{"lag":20,"value":0.0017415199980609277},{"lag":21,"value":0.03510523953768332},{"lag":22,"value":-0.01604856823381422},{"lag":23,"value":0.0033884725335785256},{"lag":24,"value":-0.027677627432440257}],"seasonal_lag_12_autocorrelation":0.013965183303782176,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":1,"max_lag":13,"autolag_criterion":"aic","nobs":135,"statistic":-3.831586865257551,"p_value":0.0026001791869343926,"critical_values":{"1%":-3.4797425866991816,"5%":-2.88319822181578,"10%":-2.578319684499314},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.05640650538244407,"lagged_level_standard_error":0.014721447631503076,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9385029818343847},{"lag":2,"value":0.8709487025126454},{"lag":3,"value":0.7994684629986003},{"lag":4,"value":0.7386241175851576},{"lag":5,"value":0.6783507654098709},{"lag":6,"value":0.6224300916356211},{"lag":7,"value":0.5756727906298797},{"lag":8,"value":0.5258345688899075},{"lag":9,"value":0.47547344558825394},{"lag":10,"value":0.41888559522289465},{"lag":11,"value":0.3656611087710684},{"lag":12,"value":0.31312059282912075},{"lag":13,"value":0.2635648142684516},{"lag":14,"value":0.2169456814125849},{"lag":15,"value":0.17389067613553896},{"lag":16,"value":0.14283110901946722},{"lag":17,"value":0.11496543990934661},{"lag":18,"value":0.0868906101745532},{"lag":19,"value":0.05892036075209633},{"lag":20,"value":0.034192101012066406},{"lag":21,"value":0.013389801464342118},{"lag":22,"value":-0.004741501639112789},{"lag":23,"value":-0.020668221224119557},{"lag":24,"value":-0.037584255296629385}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9385029818343847},{"lag":2,"value":-0.08253474284727991},{"lag":3,"value":-0.06691966392019372},{"lag":4,"value":0.053313061650763556},{"lag":5,"value":-0.0377964751238224},{"lag":6,"value":-0.00513221652973857},{"lag":7,"value":0.04754168221156233},{"lag":8,"value":-0.06733303932934637},{"lag":9,"value":-0.034879009114829725},{"lag":10,"value":-0.07195332038858859},{"lag":11,"value":-0.011041863261656779},{"lag":12,"value":-0.02827910434737485},{"lag":13,"value":-0.020676286854575766},{"lag":14,"value":-0.016453642055237666},{"lag":15,"value":-0.01370310907001237},{"lag":16,"value":0.05905997228569786},{"lag":17,"value":-0.005750288468222199},{"lag":18,"value":-0.037343906526563525},{"lag":19,"value":-0.009860639800742931},{"lag":20,"value":-0.0005576612796301555},{"lag":21,"value":0.006630448566854112},{"lag":22,"value":0.003545232617200736},{"lag":23,"value":-0.01144174835239292},{"lag":24,"value":-0.036127377358541185}],"seasonal_lag_12_autocorrelation":0.31312059282912075,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"not_run","selected_lag":null,"stability_status":"not_run","residual_status":"not_run","estimable":false,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"non_stationary","blocking_reasons":["hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-2.283，5% 临界值 -2.885）；请按预注册 profile 处理。"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-2.283，5% 临界值 -2.885）；请按预注册 profile 处理。"}],"selected_fallback":null,"selection_reason":"预设 baseline；不根据单个国家结果更换 transformation。"},{"country":"poland","profile_id":"baseline_monthly_macro_v1","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":"2015-02","end_period":"2026-06","effective_observations":137,"missing_ratio":0.0144,"stationarity_status":"stationary","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-3.5047864635483457,"p_value":0.007865015085694094,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.31860096673382626,"lagged_level_standard_error":0.09090453014682828,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.49898908821578475},{"lag":2,"value":0.4194627355509843},{"lag":3,"value":0.38510127056946525},{"lag":4,"value":0.3053418165187587},{"lag":5,"value":0.35115545472846255},{"lag":6,"value":0.3724027658574755},{"lag":7,"value":0.27155982207593665},{"lag":8,"value":0.23878516956361012},{"lag":9,"value":0.2721509454113239},{"lag":10,"value":0.31415713728085914},{"lag":11,"value":0.23076772414228888},{"lag":12,"value":0.3326610197620174},{"lag":13,"value":0.16560748039354864},{"lag":14,"value":0.14492103806645396},{"lag":15,"value":0.11980543729359128},{"lag":16,"value":-0.02979765837230548},{"lag":17,"value":0.028423360854917014},{"lag":18,"value":0.0696128450114987},{"lag":19,"value":0.00955007505769812},{"lag":20,"value":-0.011248857727821518},{"lag":21,"value":0.04311885561577106},{"lag":22,"value":0.09954398178886473},{"lag":23,"value":0.06380555109151384},{"lag":24,"value":0.15681902650367718}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.49898908821578475},{"lag":2,"value":0.22699118573328517},{"lag":3,"value":0.15448063623865255},{"lag":4,"value":0.03307735875110491},{"lag":5,"value":0.15387027434305764},{"lag":6,"value":0.14209083425714167},{"lag":7,"value":-0.04195183708439223},{"lag":8,"value":-0.02322856954330598},{"lag":9,"value":0.0887640990631895},{"lag":10,"value":0.13887678594887473},{"lag":11,"value":-0.07626643070751019},{"lag":12,"value":0.15425642033593234},{"lag":13,"value":-0.14913561023229824},{"lag":14,"value":-0.03122114074154738},{"lag":15,"value":-0.09876587506565244},{"lag":16,"value":-0.22420469821263125},{"lag":17,"value":0.014813339018501437},{"lag":18,"value":0.045658013019796925},{"lag":19,"value":-0.027022213034188416},{"lag":20,"value":-0.07350525821771262},{"lag":21,"value":0.11761457395665004},{"lag":22,"value":0.1479978932690092},{"lag":23,"value":0.016653830382873703},{"lag":24,"value":0.09763737800132018}],"seasonal_lag_12_autocorrelation":0.3326610197620174,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-8.720505958252971,"p_value":3.397282455352979e-14,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.3964482257033317,"lagged_level_standard_error":0.160133853745235,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":-0.0032979996742228367},{"lag":2,"value":-0.21981609220383566},{"lag":3,"value":-0.13382918705435234},{"lag":4,"value":0.009767704940803118},{"lag":5,"value":-0.05435218459599062},{"lag":6,"value":-0.01157242946914546},{"lag":7,"value":-0.04047393336076039},{"lag":8,"value":0.002602759437159624},{"lag":9,"value":0.05551589208962477},{"lag":10,"value":0.06756574669617163},{"lag":11,"value":-0.010444644372043718},{"lag":12,"value":-0.06605360033460805},{"lag":13,"value":0.004214282075833909},{"lag":14,"value":0.020260152233713042},{"lag":15,"value":-0.07436258967301623},{"lag":16,"value":0.0687346362887163},{"lag":17,"value":0.09056218762106254},{"lag":18,"value":0.004223103540713966},{"lag":19,"value":-0.11064177767392812},{"lag":20,"value":0.00799422946675176},{"lag":21,"value":-0.007976662526163213},{"lag":22,"value":-0.06130883838950537},{"lag":23,"value":-0.06040323091056793},{"lag":24,"value":-0.06582946632245633}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":-0.0032979996742228367},{"lag":2,"value":-0.21982936004607712},{"lag":3,"value":-0.14231746062711134},{"lag":4,"value":-0.04705636526407554},{"lag":5,"value":-0.12536498646720384},{"lag":6,"value":-0.051109187839760206},{"lag":7,"value":-0.09850396451287732},{"lag":8,"value":-0.0502270474195462},{"lag":9,"value":0.008487614461363455},{"lag":10,"value":0.033961677600549946},{"lag":11,"value":-0.0019253365592159497},{"lag":12,"value":-0.04540046399689285},{"lag":13,"value":0.011859585913968152},{"lag":14,"value":0.0015256627205611623},{"lag":15,"value":-0.08276176810088232},{"lag":16,"value":0.07940963694151536},{"lag":17,"value":0.0687001241098976},{"lag":18,"value":0.02606312866396946},{"lag":19,"value":-0.06483358509518433},{"lag":20,"value":0.021651731590385987},{"lag":21,"value":-0.02554343873292055},{"lag":22,"value":-0.07834837323769747},{"lag":23,"value":-0.07697136357616384},{"lag":24,"value":-0.13543472317427013}],"seasonal_lag_12_autocorrelation":-0.06605360033460805,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":3,"max_lag":13,"autolag_criterion":"aic","nobs":133,"statistic":-3.9627958849319738,"p_value":0.0016183541611727303,"critical_values":{"1%":-3.4805003838883772,"5%":-2.8835279559405045,"10%":-2.578495716547007},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.021260100826221484,"lagged_level_standard_error":0.005364924523884843,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9645270321489468},{"lag":2,"value":0.9281543368366972},{"lag":3,"value":0.8921451236541316},{"lag":4,"value":0.8578113738263562},{"lag":5,"value":0.8246898781507216},{"lag":6,"value":0.7927473942695723},{"lag":7,"value":0.7603239881046875},{"lag":8,"value":0.7282662478740048},{"lag":9,"value":0.6958916133433438},{"lag":10,"value":0.6633330539433228},{"lag":11,"value":0.6322682168332487},{"lag":12,"value":0.602945327793274},{"lag":13,"value":0.5743028151829627},{"lag":14,"value":0.5457910881987533},{"lag":15,"value":0.5176782695064007},{"lag":16,"value":0.49009732853652516},{"lag":17,"value":0.46118669326045847},{"lag":18,"value":0.4323736012528384},{"lag":19,"value":0.4031749464254128},{"lag":20,"value":0.3739741077934695},{"lag":21,"value":0.34656617267036627},{"lag":22,"value":0.3212347929984273},{"lag":23,"value":0.29824590763889086},{"lag":24,"value":0.2775818035106707}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9645270321489468},{"lag":2,"value":-0.030967615151384797},{"lag":3,"value":-0.013485325375551948},{"lag":4,"value":0.004908100372921365},{"lag":5,"value":-0.0016549245215306608},{"lag":6,"value":-0.0014587405141816628},{"lag":7,"value":-0.024522296858410546},{"lag":8,"value":-0.012112725491565834},{"lag":9,"value":-0.02231159865009625},{"lag":10,"value":-0.02134882808974832},{"lag":11,"value":0.002265022074160178},{"lag":12,"value":0.005182680596305556},{"lag":13,"value":-0.009136474192657744},{"lag":14,"value":-0.01591751013595522},{"lag":15,"value":-0.011132110949586145},{"lag":16,"value":-0.009370290432487665},{"lag":17,"value":-0.037186734461196365},{"lag":18,"value":-0.017340986182505767},{"lag":19,"value":-0.025329843003897994},{"lag":20,"value":-0.021333347502650802},{"lag":21,"value":0.00445341488176559},{"lag":22,"value":0.00882102983697593},{"lag":23,"value":0.014680980881525689},{"lag":24,"value":0.015438497486479252}],"seasonal_lag_12_autocorrelation":0.602945327793274,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"completed","selected_lag":2,"stability_status":"stable","residual_status":"failed","estimable":true,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"residual_diagnostics_failed","blocking_reasons":["主残差 Portmanteau 诊断 h=12 未通过；动态响应暂不可用"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"ok","reason":null}],"selected_fallback":null,"selection_reason":"预设 baseline；不根据单个国家结果更换 transformation。"},{"country":"romania","profile_id":"baseline_monthly_macro_v1","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":"2015-02","end_period":"2026-06","effective_observations":137,"missing_ratio":0.0144,"stationarity_status":"borderline","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-3.8080312254882975,"p_value":0.002826205653293279,"critical_values":{"1%":-3.4808880719210005,"5%":-2.8836966192225284,"10%":-2.5785857598714417},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.3554588013127248,"lagged_level_standard_error":0.09334450803174411,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.4816920234225958},{"lag":2,"value":0.28621468106219095},{"lag":3,"value":0.1905957189927245},{"lag":4,"value":0.16826265631487183},{"lag":5,"value":0.23951587930043958},{"lag":6,"value":0.312638794216232},{"lag":7,"value":0.3091793579038624},{"lag":8,"value":0.16515220708764233},{"lag":9,"value":0.14602508797872607},{"lag":10,"value":0.17132039848498304},{"lag":11,"value":0.20718702601161773},{"lag":12,"value":0.2901776204188878},{"lag":13,"value":0.16783814201846253},{"lag":14,"value":0.06848206092526742},{"lag":15,"value":0.11784576833809375},{"lag":16,"value":0.06718935288517008},{"lag":17,"value":0.08513103585532893},{"lag":18,"value":0.03800566868722615},{"lag":19,"value":-0.022218208433091642},{"lag":20,"value":-0.07423642749877765},{"lag":21,"value":-0.008999532204139281},{"lag":22,"value":0.059247723171840905},{"lag":23,"value":0.07299604692816365},{"lag":24,"value":0.11667226753518052}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.4816920234225958},{"lag":2,"value":0.0705591083646433},{"lag":3,"value":0.03725505405381066},{"lag":4,"value":0.0656103030570712},{"lag":5,"value":0.1599532097915194},{"lag":6,"value":0.16926523039874908},{"lag":7,"value":0.09285013468958432},{"lag":8,"value":-0.09035000020619362},{"lag":9,"value":0.0448895037893359},{"lag":10,"value":0.07437091193536607},{"lag":11,"value":0.06276672673617868},{"lag":12,"value":0.12100693421687958},{"lag":13,"value":-0.11559028352833726},{"lag":14,"value":-0.07679349683656364},{"lag":15,"value":0.10987570052148096},{"lag":16,"value":-0.08334751181419642},{"lag":17,"value":-0.03200596108308823},{"lag":18,"value":-0.11373258584583833},{"lag":19,"value":-0.10128131467081976},{"lag":20,"value":-0.036637921293427064},{"lag":21,"value":0.04760237257859187},{"lag":22,"value":0.02085054457349026},{"lag":23,"value":0.03474947125418897},{"lag":24,"value":0.0854620758499329}],"seasonal_lag_12_autocorrelation":0.2901776204188878,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-7.376913501326395,"p_value":8.673939344561177e-11,"critical_values":{"1%":-3.4808880719210005,"5%":-2.8836966192225284,"10%":-2.5785857598714417},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.8357176820247012,"lagged_level_standard_error":0.24884630702185037,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.0006055024355904958},{"lag":2,"value":-0.2689370515272795},{"lag":3,"value":-0.12034991442082721},{"lag":4,"value":-0.029228679244797634},{"lag":5,"value":-0.05420420981344367},{"lag":6,"value":0.00044267168804573053},{"lag":7,"value":-0.0030539853798409234},{"lag":8,"value":-0.027402375794556986},{"lag":9,"value":0.05660953926611663},{"lag":10,"value":0.04042937347996395},{"lag":11,"value":-0.042130239493247575},{"lag":12,"value":-0.0753597376532328},{"lag":13,"value":0.1276308655800245},{"lag":14,"value":-0.03994118921687906},{"lag":15,"value":-0.004662069771545855},{"lag":16,"value":-0.03416436937602943},{"lag":17,"value":0.04011339286577009},{"lag":18,"value":0.04530880373702149},{"lag":19,"value":-0.0012464183956757385},{"lag":20,"value":-0.04843103438671041},{"lag":21,"value":-0.0257423963307041},{"lag":22,"value":-0.08388343673248413},{"lag":23,"value":0.05942901042412807},{"lag":24,"value":0.04136802320960277}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.0006055024355904958},{"lag":2,"value":-0.26893751676190125},{"lag":3,"value":-0.12933493794322087},{"lag":4,"value":-0.11570907595621967},{"lag":5,"value":-0.1416819747207337},{"lag":6,"value":-0.0753759949932168},{"lag":7,"value":-0.09507034528194576},{"lag":8,"value":-0.09997859505302668},{"lag":9,"value":-0.005012674091810465},{"lag":10,"value":-0.021387204104533028},{"lag":11,"value":-0.05774794888825438},{"lag":12,"value":-0.09147828532065905},{"lag":13,"value":0.10081234443649092},{"lag":14,"value":-0.09111202232137579},{"lag":15,"value":0.03743020130453528},{"lag":16,"value":-0.060798573432217645},{"lag":17,"value":0.04169895756195378},{"lag":18,"value":0.04280546982884093},{"lag":19,"value":0.010379766874346472},{"lag":20,"value":-0.012347042146150917},{"lag":21,"value":0.0036600497463847178},{"lag":22,"value":-0.11958447902988094},{"lag":23,"value":0.04430871656794289},{"lag":24,"value":-0.03174743032516113}],"seasonal_lag_12_autocorrelation":-0.0753597376532328,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant","formal_decision":"inconclusive","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-2.7999946707686365,"p_value":0.05827452931554267,"critical_values":{"1%":-3.4808880719210005,"5%":-2.8836966192225284,"10%":-2.5785857598714417},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.05369718173131513,"lagged_level_standard_error":0.01917760140471072,"calibration":null,"status":"borderline"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9486417932825626},{"lag":2,"value":0.9087564459269901},{"lag":3,"value":0.8535708486269826},{"lag":4,"value":0.7971094544661173},{"lag":5,"value":0.7480197449406855},{"lag":6,"value":0.6979851386647785},{"lag":7,"value":0.6452288324190444},{"lag":8,"value":0.5911303009600873},{"lag":9,"value":0.5411528106507012},{"lag":10,"value":0.4893798923502702},{"lag":11,"value":0.4353198520861421},{"lag":12,"value":0.3886128716857551},{"lag":13,"value":0.34880450671984053},{"lag":14,"value":0.30721002614872667},{"lag":15,"value":0.2777408927743983},{"lag":16,"value":0.24106086862690596},{"lag":17,"value":0.2088607228969039},{"lag":18,"value":0.1729089273225431},{"lag":19,"value":0.13606003857838267},{"lag":20,"value":0.09930551534412509},{"lag":21,"value":0.06098278633345657},{"lag":22,"value":0.03234680107945417},{"lag":23,"value":-0.0024130091066609663},{"lag":24,"value":-0.03099187839414323}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9486417932825626},{"lag":2,"value":0.08828241897381309},{"lag":3,"value":-0.16269082860466902},{"lag":4,"value":-0.07407821397621689},{"lag":5,"value":0.05982379991967543},{"lag":6,"value":-0.012285300607705834},{"lag":7,"value":-0.08183297332150224},{"lag":8,"value":-0.0596658905330684},{"lag":9,"value":0.0249946138857216},{"lag":10,"value":-0.03254524649910224},{"lag":11,"value":-0.08350046419943227},{"lag":12,"value":0.030425421293836727},{"lag":13,"value":0.07775394893846423},{"lag":14,"value":-0.054197247472204925},{"lag":15,"value":0.04747102094132299},{"lag":16,"value":-0.06399935706284732},{"lag":17,"value":-0.004770097779370725},{"lag":18,"value":-0.06182416323327083},{"lag":19,"value":-0.05255349045243835},{"lag":20,"value":-0.02781886170745248},{"lag":21,"value":-0.041745193027923407},{"lag":22,"value":0.04995235818521754},{"lag":23,"value":-0.07009943835253599},{"lag":24,"value":-0.00236744375292623}],"seasonal_lag_12_autocorrelation":0.3886128716857551,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"completed","selected_lag":1,"stability_status":"stable","residual_status":"passed","estimable":true,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"estimable_with_warning","blocking_reasons":["至少一个变量的 ADF 结果为 borderline；可估计但不开放动态响应"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"ok","reason":null}],"selected_fallback":null,"selection_reason":"预设 baseline；不根据单个国家结果更换 transformation。"},{"country":"serbia","profile_id":"baseline_monthly_macro_v1","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":null,"end_period":null,"effective_observations":0,"missing_ratio":null,"stationarity_status":"not_tested","stationarity_detail":[],"lag_selection_status":"not_run","selected_lag":null,"stability_status":"not_run","residual_status":"not_run","estimable":false,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"missing_data","blocking_reasons":["所选变量组合在该国家没有共同可用的变换后序列。"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"所选变量组合在该国家没有共同可用的变换后序列。"}],"selected_fallback":null,"selection_reason":"预设 baseline；不根据单个国家结果更换 transformation。"},{"country":"slovakia","profile_id":"baseline_monthly_macro_v1","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":null,"end_period":null,"effective_observations":0,"missing_ratio":null,"stationarity_status":"non_stationary","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":13,"max_lag":13,"autolag_criterion":"aic","nobs":123,"statistic":-2.5758044454960323,"p_value":0.09810181589256989,"critical_values":{"1%":-3.484667251420977,"5%":-2.8853397507076006,"10%":-2.5794629869786503},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.30309924645358466,"lagged_level_standard_error":0.1176716838825145,"calibration":null,"status":"non_stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.2607210161414255},{"lag":2,"value":0.39159366960592684},{"lag":3,"value":0.336010112789808},{"lag":4,"value":0.30823469871483977},{"lag":5,"value":0.21905678417779334},{"lag":6,"value":0.20656654964782337},{"lag":7,"value":0.17867798083945588},{"lag":8,"value":0.24393737372010288},{"lag":9,"value":0.19238617029196597},{"lag":10,"value":0.2500038729725454},{"lag":11,"value":0.10482066864125009},{"lag":12,"value":0.46230282485076774},{"lag":13,"value":0.008351696545512034},{"lag":14,"value":0.028387612077358564},{"lag":15,"value":0.037345208251833836},{"lag":16,"value":-0.010432900211509857},{"lag":17,"value":-0.08301918958037671},{"lag":18,"value":-0.0645633281025184},{"lag":19,"value":-0.08082681194864713},{"lag":20,"value":-0.04485439858367464},{"lag":21,"value":-0.02666885894290721},{"lag":22,"value":-0.03716239887780485},{"lag":23,"value":-0.08391916439585283},{"lag":24,"value":0.2142248057515665}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.2607210161414255},{"lag":2,"value":0.3472207043722051},{"lag":3,"value":0.21818350159723446},{"lag":4,"value":0.12578185338182252},{"lag":5,"value":-0.008149556859497456},{"lag":6,"value":-0.012777474847469264},{"lag":7,"value":0.002624629174594927},{"lag":8,"value":0.12519766334469806},{"lag":9,"value":0.07169273656559288},{"lag":10,"value":0.10681373727546715},{"lag":11,"value":-0.10543062711509112},{"lag":12,"value":0.3607713662115507},{"lag":13,"value":-0.2692288059056107},{"lag":14,"value":-0.306914010160886},{"lag":15,"value":-0.1182188300239814},{"lag":16,"value":-0.056312797434574374},{"lag":17,"value":-0.04641028316066149},{"lag":18,"value":-0.008371744048800632},{"lag":19,"value":0.003852842216080142},{"lag":20,"value":-0.051753522919754345},{"lag":21,"value":0.08530635426009606},{"lag":22,"value":-0.0349849285670024},{"lag":23,"value":0.034467899177988585},{"lag":24,"value":0.26594750155367175}],"seasonal_lag_12_autocorrelation":0.46230282485076774,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-9.671029255164536,"p_value":1.1102230246251565e-16,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.5273686649740825,"lagged_level_standard_error":0.15793237975765972,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":-0.028859556757863485},{"lag":2,"value":-0.18758272449416452},{"lag":3,"value":-0.23088332873538175},{"lag":4,"value":-0.003376353497720937},{"lag":5,"value":-0.05645239600294359},{"lag":6,"value":0.08045615383439358},{"lag":7,"value":0.02015862364332995},{"lag":8,"value":-0.053958953879708754},{"lag":9,"value":0.06858849813482355},{"lag":10,"value":-0.02710953310994467},{"lag":11,"value":-0.053193445792150705},{"lag":12,"value":-0.03934081009425978},{"lag":13,"value":0.07682748847003325},{"lag":14,"value":-0.05205507373371652},{"lag":15,"value":-0.049541426729061415},{"lag":16,"value":0.038095474754429086},{"lag":17,"value":0.1314342912172238},{"lag":18,"value":-0.0072600063302177675},{"lag":19,"value":-0.07760229572320873},{"lag":20,"value":-0.14174915322919363},{"lag":21,"value":-0.014200704627216199},{"lag":22,"value":0.05175052479677732},{"lag":23,"value":0.05858286474373082},{"lag":24,"value":0.029454726482409193}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":-0.028859556757863485},{"lag":2,"value":-0.18857265577559756},{"lag":3,"value":-0.2519204123130948},{"lag":4,"value":-0.07371730580715807},{"lag":5,"value":-0.17401959387028834},{"lag":6,"value":-0.01952259963533711},{"lag":7,"value":-0.04815062293501106},{"lag":8,"value":-0.1121871675071516},{"lag":9,"value":0.06823692719646701},{"lag":10,"value":-0.06796434339776149},{"lag":11,"value":-0.0655420351034515},{"lag":12,"value":-0.04454653870317846},{"lag":13,"value":0.010870444060452691},{"lag":14,"value":-0.08335332167518235},{"lag":15,"value":-0.09739950660836244},{"lag":16,"value":-0.001452323246326501},{"lag":17,"value":0.09103981764641673},{"lag":18,"value":-0.012205889131040855},{"lag":19,"value":-0.04615183487214639},{"lag":20,"value":-0.12410697489842992},{"lag":21,"value":-0.05485832407124226},{"lag":22,"value":-0.05709327122611223},{"lag":23,"value":-0.05780333477378973},{"lag":24,"value":-0.0050961159891845945}],"seasonal_lag_12_autocorrelation":-0.03934081009425978,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":3,"max_lag":13,"autolag_criterion":"aic","nobs":133,"statistic":-2.5578151710269137,"p_value":0.10203315854708161,"critical_values":{"1%":-3.4805003838883772,"5%":-2.8835279559405045,"10%":-2.578495716547007},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.014647730962581845,"lagged_level_standard_error":0.00572665731617389,"calibration":null,"status":"non_stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9649143449822146},{"lag":2,"value":0.9295497938032867},{"lag":3,"value":0.8957079858357311},{"lag":4,"value":0.8630029738666537},{"lag":5,"value":0.82848173971925},{"lag":6,"value":0.7921297005877085},{"lag":7,"value":0.7550592925562543},{"lag":8,"value":0.7169834994923263},{"lag":9,"value":0.6790001746743387},{"lag":10,"value":0.6416233620071428},{"lag":11,"value":0.6031957587530155},{"lag":12,"value":0.5656162782277814},{"lag":13,"value":0.5288022292939426},{"lag":14,"value":0.4928071374773748},{"lag":15,"value":0.4581904522373873},{"lag":16,"value":0.42498299632262676},{"lag":17,"value":0.3920415109002217},{"lag":18,"value":0.3597892287661066},{"lag":19,"value":0.3269466744240354},{"lag":20,"value":0.29440737615736007},{"lag":21,"value":0.26344268949090915},{"lag":22,"value":0.2342423566139328},{"lag":23,"value":0.20545879369849768},{"lag":24,"value":0.1770238924129162}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9649143449822146},{"lag":2,"value":-0.021901546688914395},{"lag":3,"value":0.0037860731148846695},{"lag":4,"value":-0.0015427204690444578},{"lag":5,"value":-0.04360916633502715},{"lag":6,"value":-0.04457848133892065},{"lag":7,"value":-0.03138034738391929},{"lag":8,"value":-0.03767759510791149},{"lag":9,"value":-0.021487926717584063},{"lag":10,"value":-0.01358986131868937},{"lag":11,"value":-0.037523729945643236},{"lag":12,"value":-0.00983848765299209},{"lag":13,"value":-0.012402390522961403},{"lag":14,"value":-0.012257565954323812},{"lag":15,"value":-0.0025252471316428897},{"lag":16,"value":-0.002394063025352607},{"lag":17,"value":-0.019396519933833484},{"lag":18,"value":-0.012926015048211314},{"lag":19,"value":-0.03379007772495669},{"lag":20,"value":-0.02267767810000664},{"lag":21,"value":-0.0038478209420667944},{"lag":22,"value":-0.0012169047925082127},{"lag":23,"value":-0.017902579746710928},{"lag":24,"value":-0.01731712319770449}],"seasonal_lag_12_autocorrelation":0.5656162782277814,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"not_run","selected_lag":null,"stability_status":"not_run","residual_status":"not_run","estimable":false,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"non_stationary","blocking_reasons":["hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-2.576，5% 临界值 -2.885）；请按预注册 profile 处理。","unemployment_rate_monthly（level）adf_constant 不能拒绝零频单位根（stat=-2.558，5% 临界值 -2.884）；请按预注册 profile 处理。"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-2.576，5% 临界值 -2.885）；请按预注册 profile 处理。"}],"selected_fallback":null,"selection_reason":"预设 baseline；不根据单个国家结果更换 transformation。"},{"country":"slovenia","profile_id":"baseline_monthly_macro_v1","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":null,"end_period":null,"effective_observations":0,"missing_ratio":null,"stationarity_status":"non_stationary","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":12,"max_lag":13,"autolag_criterion":"aic","nobs":124,"statistic":-2.0453294755966027,"p_value":0.26705795098835483,"critical_values":{"1%":-3.484219653271961,"5%":-2.8851452356416374,"10%":-2.5793591389177943},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.40090520148894954,"lagged_level_standard_error":0.19601008359399377,"calibration":null,"status":"non_stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.32283933504008827},{"lag":2,"value":0.019163744123316905},{"lag":3,"value":-0.03364061834776105},{"lag":4,"value":-0.005301251698552231},{"lag":5,"value":0.0706849154092209},{"lag":6,"value":0.249639425592051},{"lag":7,"value":0.07091404449569359},{"lag":8,"value":-0.0469426460939829},{"lag":9,"value":0.013232001565172038},{"lag":10,"value":0.015555563122294962},{"lag":11,"value":0.1281722721437466},{"lag":12,"value":0.3690466468281178},{"lag":13,"value":0.11035596795793193},{"lag":14,"value":-0.0009921077770974355},{"lag":15,"value":0.01017630917875014},{"lag":16,"value":-0.041496576326051464},{"lag":17,"value":-0.08869723382333052},{"lag":18,"value":-0.037895772537126136},{"lag":19,"value":-0.17503378007784628},{"lag":20,"value":-0.09278484924093057},{"lag":21,"value":-0.08261716111589171},{"lag":22,"value":-0.08974769167195913},{"lag":23,"value":0.08075479634409621},{"lag":24,"value":0.25714829462675115}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.32283933504008827},{"lag":2,"value":-0.09495857169455395},{"lag":3,"value":-0.010993111830529454},{"lag":4,"value":0.013350469026943463},{"lag":5,"value":0.07383335556641638},{"lag":6,"value":0.2270775195200134},{"lag":7,"value":-0.09508194579003},{"lag":8,"value":-0.03003459175982495},{"lag":9,"value":0.06811127199447363},{"lag":10,"value":-0.01702809411982933},{"lag":11,"value":0.13207967758419265},{"lag":12,"value":0.2855129749561954},{"lag":13,"value":-0.11660737246339352},{"lag":14,"value":0.05534125892675121},{"lag":15,"value":0.009942883041527838},{"lag":16,"value":-0.0853015824154271},{"lag":17,"value":-0.11580704413043219},{"lag":18,"value":-0.15019536596009475},{"lag":19,"value":-0.17576305972665882},{"lag":20,"value":0.04494062016225719},{"lag":21,"value":-0.16887472275001988},{"lag":22,"value":-0.04112111702390804},{"lag":23,"value":0.18391164857737824},{"lag":24,"value":0.1486541740328575}],"seasonal_lag_12_autocorrelation":0.3690466468281178,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-9.06496854348619,"p_value":4.440892098500626e-15,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.524014902769355,"lagged_level_standard_error":0.16812136693672983,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":-0.11892445795833885},{"lag":2,"value":-0.12534149886447027},{"lag":3,"value":-0.15341744833220383},{"lag":4,"value":0.005643662447904543},{"lag":5,"value":0.03919031345944583},{"lag":6,"value":-0.10788565723672511},{"lag":7,"value":0.044790419575563616},{"lag":8,"value":0.07982963584602094},{"lag":9,"value":0.032206487421184885},{"lag":10,"value":-0.044392420355102505},{"lag":11,"value":0.02514673344747371},{"lag":12,"value":-0.11450857101724939},{"lag":13,"value":0.09834575656147782},{"lag":14,"value":-0.04540691289902297},{"lag":15,"value":-0.028946153729432267},{"lag":16,"value":0.04849340315947703},{"lag":17,"value":0.0035147927752346812},{"lag":18,"value":0.11252624356393065},{"lag":19,"value":-0.1356811124993698},{"lag":20,"value":-0.037591035470780944},{"lag":21,"value":-0.08368017248292979},{"lag":22,"value":0.1417330067621827},{"lag":23,"value":0.07076589149605982},{"lag":24,"value":-0.13728590367087476}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":-0.11892445795833885},{"lag":2,"value":-0.1414855596125161},{"lag":3,"value":-0.19382514167918125},{"lag":4,"value":-0.06826285382690138},{"lag":5,"value":-0.022823564965931107},{"lag":6,"value":-0.15537208945474337},{"lag":7,"value":-0.006712185471991005},{"lag":8,"value":0.05385895235387007},{"lag":9,"value":0.019672574264293346},{"lag":10,"value":-0.011684566971577017},{"lag":11,"value":0.06349132296114186},{"lag":12,"value":-0.11752330021663306},{"lag":13,"value":0.080303428133183},{"lag":14,"value":-0.02825303019405136},{"lag":15,"value":-0.05937492875851709},{"lag":16,"value":0.038321264726226316},{"lag":17,"value":0.005860483936118721},{"lag":18,"value":0.09049053960901782},{"lag":19,"value":-0.07138619317200799},{"lag":20,"value":-0.03498333203053188},{"lag":21,"value":-0.11862084672395834},{"lag":22,"value":0.0882699840920398},{"lag":23,"value":0.07701184029644612},{"lag":24,"value":-0.14226985890625363}],"seasonal_lag_12_autocorrelation":-0.11450857101724939,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":3,"max_lag":13,"autolag_criterion":"aic","nobs":133,"statistic":-3.017322574204362,"p_value":0.03330805268117831,"critical_values":{"1%":-3.4805003838883772,"5%":-2.8835279559405045,"10%":-2.578495716547007},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.021960050346903362,"lagged_level_standard_error":0.00727799226196225,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9717469170648065},{"lag":2,"value":0.9376093054761033},{"lag":3,"value":0.9004099425751417},{"lag":4,"value":0.8652399415242231},{"lag":5,"value":0.8342252395978819},{"lag":6,"value":0.8081446473081972},{"lag":7,"value":0.7838433066009629},{"lag":8,"value":0.7590736937503889},{"lag":9,"value":0.7324817446289342},{"lag":10,"value":0.7025918086578025},{"lag":11,"value":0.6708329830448142},{"lag":12,"value":0.6399564807334857},{"lag":13,"value":0.6101193052494589},{"lag":14,"value":0.5802390450770001},{"lag":15,"value":0.5526597993663916},{"lag":16,"value":0.525598847852641},{"lag":17,"value":0.49864140912847055},{"lag":18,"value":0.4718479112950289},{"lag":19,"value":0.44276380504736645},{"lag":20,"value":0.41019622871508254},{"lag":21,"value":0.3734025191094433},{"lag":22,"value":0.3383957287002962},{"lag":23,"value":0.3059185206763761},{"lag":24,"value":0.2782072824668849}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9717469170648065},{"lag":2,"value":-0.11996075689430667},{"lag":3,"value":-0.06257998416303508},{"lag":4,"value":0.027376362138503568},{"lag":5,"value":0.051392492847355094},{"lag":6,"value":0.05500193182279668},{"lag":7,"value":-0.0037597282724026624},{"lag":8,"value":-0.03044423704504103},{"lag":9,"value":-0.037972691753996236},{"lag":10,"value":-0.05780203384031603},{"lag":11,"value":-0.03137344199849112},{"lag":12,"value":0.0076286837918078994},{"lag":13,"value":-0.008248262145957372},{"lag":14,"value":-0.036215539358049526},{"lag":15,"value":0.013618450859298876},{"lag":16,"value":-0.015840658753011126},{"lag":17,"value":-0.016262837042289438},{"lag":18,"value":-0.009407381522170128},{"lag":19,"value":-0.05549903709309969},{"lag":20,"value":-0.07200048054031562},{"lag":21,"value":-0.08646645201440123},{"lag":22,"value":0.022334668062088812},{"lag":23,"value":0.015257054440886802},{"lag":24,"value":0.035154018579409425}],"seasonal_lag_12_autocorrelation":0.6399564807334857,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"not_run","selected_lag":null,"stability_status":"not_run","residual_status":"not_run","estimable":false,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"non_stationary","blocking_reasons":["hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-2.045，5% 临界值 -2.885）；请按预注册 profile 处理。"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-2.045，5% 临界值 -2.885）；请按预注册 profile 处理。"}],"selected_fallback":null,"selection_reason":"预设 baseline；不根据单个国家结果更换 transformation。"}]},"baseline_v2_profile_readiness":{"schema_version":"var-profile-readiness-v1.44","generated_at":"2026-09-03","profile":{"profile_id":"baseline_monthly_macro_v2_seasonal_controls","profile_kind":"baseline_prespecified","name":"月度宏观预设基准规格 v2（季节控制）","variables":[{"role":"inflation","indicator":"hicp_monthly_index","transformation":"log_difference"},{"role":"industrial_production","indicator":"industrial_production_index","transformation":"log_difference"},{"role":"labour","indicator":"unemployment_rate_monthly","transformation":"level"}],"deterministic_terms":"constant_month_dummies","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","sample_policy":{"frequency":"monthly","start_period":"2015-01","end_policy":"latest_country_observation","minimum_effective_observations":60,"contiguous_months_required":true},"lag_policy":{"criterion":"bic","max_lag":12,"parameter_ratio_minimum":4,"common_sample":true},"fallback_policy":"none","interpretation_boundary":"与 v1 使用相同变量、变换、样本和 BIC 滞后政策；仅增加常数项与 11 个月份虚拟变量作为确定性控制。HICP 原始序列仍为 NSA，这不是官方季调。"},"estimable_countries":["czechia","germany","hungary"],"dynamic_response_ready_countries":[],"dynamic_response_ready_6m_countries":[],"dynamic_response_ready_12m_countries":[],"dynamic_response_ready_18m_countries":[],"dynamic_response_ready_24m_countries":[],"record_count":10,"records":[{"country":"austria","profile_id":"baseline_monthly_macro_v2_seasonal_controls","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant_month_dummies","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant_month_dummies__adf_constant_seasonal_dummies_mc__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":null,"end_period":null,"effective_observations":0,"missing_ratio":null,"stationarity_status":"non_stationary","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":6,"max_lag":13,"autolag_criterion":"aic","nobs":130,"statistic":-1.9547170133106697,"p_value":null,"critical_values":{"1%":-3.4430601104313854,"5%":-2.8178793999544505,"10%":-2.502465111482774},"critical_value_policy":"Monte Carlo finite-sample calibration for constant + 11 month dummies, common-sample AIC autolag and production tau; linear interpolation by input series length","p_value_policy":"unavailable_without_full_empirical_null_cdf","lagged_level_coefficient":-0.2859389212513076,"lagged_level_standard_error":0.14628149205445237,"calibration":{"specification_id":"adf_constant_seasonal_dummies_mc","sample_size_basis":"input_series_length_before_adf_lag_loss","requested_sample_size":137,"calibration_n_lower":132,"calibration_n_upper":138,"interpolation_weight":0.8333333333333334,"interpolation_policy":"linear_between_bracketing_sample_sizes; nearest_endpoint_outside_grid","replications_lower":50000,"replications_upper":50000,"generator_version":"seasonal-adf-mc-generator-v1.44","source_commit":"c635236f33de1a3010b145292fb92f8e24240e59"},"status":"non_stationary"},"constant_only_adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":12,"max_lag":13,"autolag_criterion":"aic","nobs":124,"statistic":-1.9484322281810227,"p_value":0.30963100254069764,"critical_values":{"1%":-3.484219653271961,"5%":-2.8851452356416374,"10%":-2.5793591389177943},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.3512378913133771,"lagged_level_standard_error":0.18026692754988896,"calibration":null,"status":"non_stationary"},"legacy_seasonal_adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":6,"max_lag":13,"autolag_criterion":"aic","nobs":130,"statistic":-1.9547170133106697,"p_value":null,"critical_values":{"1%":-3.481681717341829,"5%":-2.8840418343195267,"10%":-2.578770059171598},"critical_value_policy":"zero-frequency ADF with fixed monthly deterministic terms; MacKinnon regression=c critical values retained as the documented reference policy","p_value_policy":"unavailable_for_custom_deterministic_specification","lagged_level_coefficient":-0.2859389212513076,"lagged_level_standard_error":0.14628149205445237,"calibration":null,"status":"non_stationary"},"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.11751790612199423},{"lag":2,"value":-0.17691664674904625},{"lag":3,"value":0.11111730228341869},{"lag":4,"value":-0.083726098398102},{"lag":5,"value":0.06722160020864767},{"lag":6,"value":0.5310245250952247},{"lag":7,"value":0.14770369807308384},{"lag":8,"value":-0.16639112544052306},{"lag":9,"value":0.012310305871151863},{"lag":10,"value":-0.17517539006604438},{"lag":11,"value":0.08972985051532477},{"lag":12,"value":0.5386712876163734},{"lag":13,"value":0.020576068929046756},{"lag":14,"value":-0.1916334452081407},{"lag":15,"value":0.036075315197073896},{"lag":16,"value":-0.1907696285788936},{"lag":17,"value":-0.010460402356314853},{"lag":18,"value":0.4245017370638069},{"lag":19,"value":0.0036466987584840523},{"lag":20,"value":-0.27432364431437845},{"lag":21,"value":-0.00712739345507203},{"lag":22,"value":-0.23849079462348485},{"lag":23,"value":0.0018919191222852186},{"lag":24,"value":0.43306746494364573}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.11751790612199423},{"lag":2,"value":-0.19339802029505987},{"lag":3,"value":0.16712974754798118},{"lag":4,"value":-0.17436771667134718},{"lag":5,"value":0.18752965264770463},{"lag":6,"value":0.46804894410795106},{"lag":7,"value":0.09025937965124455},{"lag":8,"value":-0.0496771951738915},{"lag":9,"value":-0.04619217730073863},{"lag":10,"value":-0.24616751435993084},{"lag":11,"value":0.1405107372153761},{"lag":12,"value":0.3015521936967258},{"lag":13,"value":-0.12528463477140914},{"lag":14,"value":-0.033620786777755214},{"lag":15,"value":-0.006171957456065517},{"lag":16,"value":-0.12028604775362493},{"lag":17,"value":-0.013684226511201797},{"lag":18,"value":0.02363685635677278},{"lag":19,"value":-0.0984774566716565},{"lag":20,"value":-0.09634067264960822},{"lag":21,"value":0.03331913103141372},{"lag":22,"value":-0.1533167562212069},{"lag":23,"value":0.08303828866955124},{"lag":24,"value":0.13491467676804988}],"seasonal_lag_12_autocorrelation":0.5386712876163734,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","formal_decision":"stationary_with_seasonal_controls","adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-8.575407131702084,"p_value":null,"critical_values":{"1%":-3.4430601104313854,"5%":-2.8178793999544505,"10%":-2.502465111482774},"critical_value_policy":"Monte Carlo finite-sample calibration for constant + 11 month dummies, common-sample AIC autolag and production tau; linear interpolation by input series length","p_value_policy":"unavailable_without_full_empirical_null_cdf","lagged_level_coefficient":-1.3293026142409154,"lagged_level_standard_error":0.15501335316508402,"calibration":{"specification_id":"adf_constant_seasonal_dummies_mc","sample_size_basis":"input_series_length_before_adf_lag_loss","requested_sample_size":137,"calibration_n_lower":132,"calibration_n_upper":138,"interpolation_weight":0.8333333333333334,"interpolation_policy":"linear_between_bracketing_sample_sizes; nearest_endpoint_outside_grid","replications_lower":50000,"replications_upper":50000,"generator_version":"seasonal-adf-mc-generator-v1.44","source_commit":"c635236f33de1a3010b145292fb92f8e24240e59"},"status":"stationary"},"constant_only_adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-9.11773122700783,"p_value":3.2751579226442118e-15,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.345076192575128,"lagged_level_standard_error":0.14752312379979446,"calibration":null,"status":"stationary"},"legacy_seasonal_adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-8.575407131702084,"p_value":null,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"zero-frequency ADF with fixed monthly deterministic terms; MacKinnon regression=c critical values retained as the documented reference policy","p_value_policy":"unavailable_for_custom_deterministic_specification","lagged_level_coefficient":-1.3293026142409154,"lagged_level_standard_error":0.15501335316508402,"calibration":null,"status":"stationary"},"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.0678143445125021},{"lag":2,"value":-0.16162254524804082},{"lag":3,"value":-0.25266182302072077},{"lag":4,"value":0.010473130171365691},{"lag":5,"value":-0.02283796460980195},{"lag":6,"value":0.022102521061458588},{"lag":7,"value":-0.032329333507960134},{"lag":8,"value":0.05863334414836472},{"lag":9,"value":0.06884662526710177},{"lag":10,"value":0.07149786666737931},{"lag":11,"value":-0.09395412641043435},{"lag":12,"value":0.0013315509707656319},{"lag":13,"value":0.056272476053617744},{"lag":14,"value":-0.01967830618512191},{"lag":15,"value":-0.05008606676465317},{"lag":16,"value":-0.05516985698857536},{"lag":17,"value":-0.01959323995666178},{"lag":18,"value":-0.038037319909068106},{"lag":19,"value":0.029795028562945903},{"lag":20,"value":0.0183166690247603},{"lag":21,"value":-0.07861083749399797},{"lag":22,"value":0.10014176127137878},{"lag":23,"value":-0.10968364577071738},{"lag":24,"value":-0.07027042889977392}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.0678143445125021},{"lag":2,"value":-0.16698927841213754},{"lag":3,"value":-0.23618909674427174},{"lag":4,"value":0.013738055068690474},{"lag":5,"value":-0.10885200447698455},{"lag":6,"value":-0.03163917586955437},{"lag":7,"value":-0.05141510026868618},{"lag":8,"value":0.030269333765169194},{"lag":9,"value":0.056630483433531414},{"lag":10,"value":0.06487341783101645},{"lag":11,"value":-0.05934121123339498},{"lag":12,"value":0.06340302410672753},{"lag":13,"value":0.07756002721767184},{"lag":14,"value":-0.05304879833283226},{"lag":15,"value":0.002211323973419007},{"lag":16,"value":-0.04731982427448945},{"lag":17,"value":-0.0484329148591976},{"lag":18,"value":-0.08340963338504888},{"lag":19,"value":-0.010167286774432386},{"lag":20,"value":-0.02163226327029343},{"lag":21,"value":-0.1262265878033531},{"lag":22,"value":0.1136447600876582},{"lag":23,"value":-0.18315136657823838},{"lag":24,"value":-0.051086271258705324}],"seasonal_lag_12_autocorrelation":0.0013315509707656319,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","formal_decision":"inconclusive","adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":0,"max_lag":13,"autolag_criterion":"aic","nobs":136,"statistic":-2.7246113989270286,"p_value":null,"critical_values":{"1%":-3.4430601104313854,"5%":-2.8178793999544505,"10%":-2.502465111482774},"critical_value_policy":"Monte Carlo finite-sample calibration for constant + 11 month dummies, common-sample AIC autolag and production tau; linear interpolation by input series length","p_value_policy":"unavailable_without_full_empirical_null_cdf","lagged_level_coefficient":-0.11271995176026191,"lagged_level_standard_error":0.04137101966344699,"calibration":{"specification_id":"adf_constant_seasonal_dummies_mc","sample_size_basis":"input_series_length_before_adf_lag_loss","requested_sample_size":137,"calibration_n_lower":132,"calibration_n_upper":138,"interpolation_weight":0.8333333333333334,"interpolation_policy":"linear_between_bracketing_sample_sizes; nearest_endpoint_outside_grid","replications_lower":50000,"replications_upper":50000,"generator_version":"seasonal-adf-mc-generator-v1.44","source_commit":"c635236f33de1a3010b145292fb92f8e24240e59"},"status":"borderline"},"constant_only_adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":0,"max_lag":13,"autolag_criterion":"aic","nobs":136,"statistic":-2.906913598444285,"p_value":0.044549926602545475,"critical_values":{"1%":-3.4793722137854926,"5%":-2.8830370378332995,"10%":-2.578233635380623},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.11808151241975312,"lagged_level_standard_error":0.040620922645567346,"calibration":null,"status":"stationary"},"legacy_seasonal_adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":0,"max_lag":13,"autolag_criterion":"aic","nobs":136,"statistic":-2.7246113989270286,"p_value":null,"critical_values":{"1%":-3.4793722137854926,"5%":-2.8830370378332995,"10%":-2.578233635380623},"critical_value_policy":"zero-frequency ADF with fixed monthly deterministic terms; MacKinnon regression=c critical values retained as the documented reference policy","p_value_policy":"unavailable_for_custom_deterministic_specification","lagged_level_coefficient":-0.11271995176026191,"lagged_level_standard_error":0.04137101966344699,"calibration":null,"status":"borderline"},"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.8818094563318637},{"lag":2,"value":0.7917869625982802},{"lag":3,"value":0.6886917057239974},{"lag":4,"value":0.5938462709713527},{"lag":5,"value":0.5161943616537575},{"lag":6,"value":0.47033859854699017},{"lag":7,"value":0.43556626505951157},{"lag":8,"value":0.39741683566707275},{"lag":9,"value":0.32045051000831637},{"lag":10,"value":0.25004545851871746},{"lag":11,"value":0.14782766575241899},{"lag":12,"value":0.054143885610816636},{"lag":13,"value":-0.01638666606443937},{"lag":14,"value":-0.08879764614132096},{"lag":15,"value":-0.1359156714459802},{"lag":16,"value":-0.16991944594525996},{"lag":17,"value":-0.20026193403652098},{"lag":18,"value":-0.20956602736850385},{"lag":19,"value":-0.23406601508119015},{"lag":20,"value":-0.21300321225057456},{"lag":21,"value":-0.22785731792513772},{"lag":22,"value":-0.2390335421258101},{"lag":23,"value":-0.24499372968457717},{"lag":24,"value":-0.24966676244664382}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.8818094563318637},{"lag":2,"value":0.06384115983312945},{"lag":3,"value":-0.09586679554005034},{"lag":4,"value":-0.03447855442345236},{"lag":5,"value":0.02753620301343842},{"lag":6,"value":0.10725535118316452},{"lag":7,"value":0.04053985509450221},{"lag":8,"value":-0.04291701672676767},{"lag":9,"value":-0.2094045951909759},{"lag":10,"value":-0.042059382784607934},{"lag":11,"value":-0.15319393194124423},{"lag":12,"value":-0.05937658488548198},{"lag":13,"value":0.024064501754817554},{"lag":14,"value":-0.10930473398201442},{"lag":15,"value":-0.006637433687774958},{"lag":16,"value":0.00008800682880522547},{"lag":17,"value":-0.005752063171286165},{"lag":18,"value":0.08052537368920734},{"lag":19,"value":-0.03330777006358876},{"lag":20,"value":0.17903152371442493},{"lag":21,"value":-0.12295420246245839},{"lag":22,"value":-0.03804896901429643},{"lag":23,"value":-0.020845412247316494},{"lag":24,"value":-0.014623928557221324}],"seasonal_lag_12_autocorrelation":0.054143885610816636,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"not_run","selected_lag":null,"stability_status":"not_run","residual_status":"not_run","estimable":false,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"non_stationary","blocking_reasons":["hicp_monthly_index（log_difference）adf_constant_seasonal_dummies_mc 不能拒绝零频单位根（stat=-1.955，5% 临界值 -2.818）；请按预注册 profile 处理。"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference）adf_constant_seasonal_dummies_mc 不能拒绝零频单位根（stat=-1.955，5% 临界值 -2.818）；请按预注册 profile 处理。"}],"selected_fallback":null,"selection_reason":"预注册 seasonal-control baseline v2；与 v1 变量和变换相同，仅增加 11 个月份虚拟变量。"},{"country":"croatia","profile_id":"baseline_monthly_macro_v2_seasonal_controls","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant_month_dummies","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant_month_dummies__adf_constant_seasonal_dummies_mc__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":null,"end_period":null,"effective_observations":0,"missing_ratio":null,"stationarity_status":"non_stationary","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":11,"max_lag":13,"autolag_criterion":"aic","nobs":125,"statistic":-1.767203888394705,"p_value":null,"critical_values":{"1%":-3.4430601104313854,"5%":-2.8178793999544505,"10%":-2.502465111482774},"critical_value_policy":"Monte Carlo finite-sample calibration for constant + 11 month dummies, common-sample AIC autolag and production tau; linear interpolation by input series length","p_value_policy":"unavailable_without_full_empirical_null_cdf","lagged_level_coefficient":-0.1761943289104334,"lagged_level_standard_error":0.09970232074946657,"calibration":{"specification_id":"adf_constant_seasonal_dummies_mc","sample_size_basis":"input_series_length_before_adf_lag_loss","requested_sample_size":137,"calibration_n_lower":132,"calibration_n_upper":138,"interpolation_weight":0.8333333333333334,"interpolation_policy":"linear_between_bracketing_sample_sizes; nearest_endpoint_outside_grid","replications_lower":50000,"replications_upper":50000,"generator_version":"seasonal-adf-mc-generator-v1.44","source_commit":"c635236f33de1a3010b145292fb92f8e24240e59"},"status":"non_stationary"},"constant_only_adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":13,"max_lag":13,"autolag_criterion":"aic","nobs":123,"statistic":-1.908579293359279,"p_value":0.3280359664363137,"critical_values":{"1%":-3.484667251420977,"5%":-2.8853397507076006,"10%":-2.5794629869786503},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.22200196288360133,"lagged_level_standard_error":0.11631791440682406,"calibration":null,"status":"non_stationary"},"legacy_seasonal_adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":11,"max_lag":13,"autolag_criterion":"aic","nobs":125,"statistic":-1.767203888394705,"p_value":null,"critical_values":{"1%":-3.4837793736959997,"5%":-2.88495387648,"10%":-2.579256976},"critical_value_policy":"zero-frequency ADF with fixed monthly deterministic terms; MacKinnon regression=c critical values retained as the documented reference policy","p_value_policy":"unavailable_for_custom_deterministic_specification","lagged_level_coefficient":-0.1761943289104334,"lagged_level_standard_error":0.09970232074946657,"calibration":null,"status":"non_stationary"},"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.5419069379761995},{"lag":2,"value":0.29954837142839313},{"lag":3,"value":0.24109706751919155},{"lag":4,"value":0.09495298067417052},{"lag":5,"value":-0.04944060027010539},{"lag":6,"value":-0.05918525004024754},{"lag":7,"value":-0.04646103344574248},{"lag":8,"value":0.0819693330589142},{"lag":9,"value":0.21909102076074083},{"lag":10,"value":0.12100688397229516},{"lag":11,"value":0.2545673151970336},{"lag":12,"value":0.5285102816856017},{"lag":13,"value":0.31521735170964016},{"lag":14,"value":0.11250982887646205},{"lag":15,"value":0.14376018706010021},{"lag":16,"value":0.02811979967169599},{"lag":17,"value":-0.19095485883209423},{"lag":18,"value":-0.1707189468224865},{"lag":19,"value":-0.23437486075079908},{"lag":20,"value":-0.07605687933598461},{"lag":21,"value":0.043877395917485414},{"lag":22,"value":-0.004196951446646473},{"lag":23,"value":0.12256490771108473},{"lag":24,"value":0.35957379341420137}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.5419069379761995},{"lag":2,"value":0.00833206115500696},{"lag":3,"value":0.10704849026880398},{"lag":4,"value":-0.11124356258993681},{"lag":5,"value":-0.11310739150915526},{"lag":6,"value":0.011803167490113346},{"lag":7,"value":0.014203914714425276},{"lag":8,"value":0.20188936000700072},{"lag":9,"value":0.17322359032871368},{"lag":10,"value":-0.14182910318820988},{"lag":11,"value":0.24204044142150202},{"lag":12,"value":0.40667983433019483},{"lag":13,"value":-0.22022061820739985},{"lag":14,"value":-0.14273560042359626},{"lag":15,"value":0.1226678854085272},{"lag":16,"value":-0.08224745466364997},{"lag":17,"value":-0.2970262252827791},{"lag":18,"value":0.097671296456329},{"lag":19,"value":-0.1251337471963866},{"lag":20,"value":0.02511000825803399},{"lag":21,"value":-0.04759196974254372},{"lag":22,"value":0.05609439584052456},{"lag":23,"value":0.1140530353561946},{"lag":24,"value":0.029234105844891306}],"seasonal_lag_12_autocorrelation":0.5285102816856017,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","formal_decision":"stationary_with_seasonal_controls","adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-9.031658649476107,"p_value":null,"critical_values":{"1%":-3.4430601104313854,"5%":-2.8178793999544505,"10%":-2.502465111482774},"critical_value_policy":"Monte Carlo finite-sample calibration for constant + 11 month dummies, common-sample AIC autolag and production tau; linear interpolation by input series length","p_value_policy":"unavailable_without_full_empirical_null_cdf","lagged_level_coefficient":-1.6730672927003045,"lagged_level_standard_error":0.18524474380985967,"calibration":{"specification_id":"adf_constant_seasonal_dummies_mc","sample_size_basis":"input_series_length_before_adf_lag_loss","requested_sample_size":137,"calibration_n_lower":132,"calibration_n_upper":138,"interpolation_weight":0.8333333333333334,"interpolation_policy":"linear_between_bracketing_sample_sizes; nearest_endpoint_outside_grid","replications_lower":50000,"replications_upper":50000,"generator_version":"seasonal-adf-mc-generator-v1.44","source_commit":"c635236f33de1a3010b145292fb92f8e24240e59"},"status":"stationary"},"constant_only_adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-7.3359195007179485,"p_value":1.0966755281671681e-10,"critical_values":{"1%":-3.4808880719210005,"5%":-2.8836966192225284,"10%":-2.5785857598714417},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-2.0464500715546228,"lagged_level_standard_error":0.27896299453045276,"calibration":null,"status":"stationary"},"legacy_seasonal_adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-9.031658649476107,"p_value":null,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"zero-frequency ADF with fixed monthly deterministic terms; MacKinnon regression=c critical values retained as the documented reference policy","p_value_policy":"unavailable_for_custom_deterministic_specification","lagged_level_coefficient":-1.6730672927003045,"lagged_level_standard_error":0.18524474380985967,"calibration":null,"status":"stationary"},"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":-0.219991814754114},{"lag":2,"value":-0.06946404999886294},{"lag":3,"value":-0.11848727602266651},{"lag":4,"value":0.03262860446457611},{"lag":5,"value":-0.09987455852565888},{"lag":6,"value":0.07245359703469256},{"lag":7,"value":-0.09566044810769987},{"lag":8,"value":0.12034138058267602},{"lag":9,"value":-0.02877542179391997},{"lag":10,"value":-0.004028579756037373},{"lag":11,"value":-0.03212009858838177},{"lag":12,"value":-0.015529791288352815},{"lag":13,"value":0.038282042494688744},{"lag":14,"value":-0.023842364812744262},{"lag":15,"value":0.0911996194555589},{"lag":16,"value":-0.11551751880294765},{"lag":17,"value":0.05257357008241886},{"lag":18,"value":0.000457971976698809},{"lag":19,"value":0.14020403733595405},{"lag":20,"value":-0.14055993559280655},{"lag":21,"value":0.08611420607253802},{"lag":22,"value":-0.1359468513946654},{"lag":23,"value":0.02225183423226547},{"lag":24,"value":-0.08398839701765819}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":-0.219991814754114},{"lag":2,"value":-0.12385456336984559},{"lag":3,"value":-0.1738606441268737},{"lag":4,"value":-0.05398448167716086},{"lag":5,"value":-0.1507617157247054},{"lag":6,"value":-0.016676366126533133},{"lag":7,"value":-0.1292452757277157},{"lag":8,"value":0.04155925170318487},{"lag":9,"value":-0.012036482096099099},{"lag":10,"value":-0.031793481877141844},{"lag":11,"value":-0.019660682268894836},{"lag":12,"value":-0.061970258115966854},{"lag":13,"value":0.03485224323525594},{"lag":14,"value":-0.04619724588762905},{"lag":15,"value":0.10030923937426257},{"lag":16,"value":-0.09463551757029186},{"lag":17,"value":0.021644911096668697},{"lag":18,"value":0.0227826066642654},{"lag":19,"value":0.1461648797805416},{"lag":20,"value":-0.03201085574994476},{"lag":21,"value":0.06700738193363909},{"lag":22,"value":-0.06379222923869081},{"lag":23,"value":-0.061414914475061665},{"lag":24,"value":-0.07228616602190852}],"seasonal_lag_12_autocorrelation":-0.015529791288352815,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","formal_decision":"inconclusive","adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":3,"max_lag":13,"autolag_criterion":"aic","nobs":133,"statistic":-2.7568045754367887,"p_value":null,"critical_values":{"1%":-3.4430601104313854,"5%":-2.8178793999544505,"10%":-2.502465111482774},"critical_value_policy":"Monte Carlo finite-sample calibration for constant + 11 month dummies, common-sample AIC autolag and production tau; linear interpolation by input series length","p_value_policy":"unavailable_without_full_empirical_null_cdf","lagged_level_coefficient":-0.011126496975373622,"lagged_level_standard_error":0.004036012227530033,"calibration":{"specification_id":"adf_constant_seasonal_dummies_mc","sample_size_basis":"input_series_length_before_adf_lag_loss","requested_sample_size":137,"calibration_n_lower":132,"calibration_n_upper":138,"interpolation_weight":0.8333333333333334,"interpolation_policy":"linear_between_bracketing_sample_sizes; nearest_endpoint_outside_grid","replications_lower":50000,"replications_upper":50000,"generator_version":"seasonal-adf-mc-generator-v1.44","source_commit":"c635236f33de1a3010b145292fb92f8e24240e59"},"status":"borderline"},"constant_only_adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-2.9241262522040286,"p_value":0.04261351654174905,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.011083396003647342,"lagged_level_standard_error":0.0037903274509072074,"calibration":null,"status":"stationary"},"legacy_seasonal_adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":3,"max_lag":13,"autolag_criterion":"aic","nobs":133,"statistic":-2.7568045754367887,"p_value":null,"critical_values":{"1%":-3.4805003838883772,"5%":-2.8835279559405045,"10%":-2.578495716547007},"critical_value_policy":"zero-frequency ADF with fixed monthly deterministic terms; MacKinnon regression=c critical values retained as the documented reference policy","p_value_policy":"unavailable_for_custom_deterministic_specification","lagged_level_coefficient":-0.011126496975373622,"lagged_level_standard_error":0.004036012227530033,"calibration":null,"status":"borderline"},"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9687477063535618},{"lag":2,"value":0.9354070340072678},{"lag":3,"value":0.901949839886129},{"lag":4,"value":0.8681476335241645},{"lag":5,"value":0.8350831196426517},{"lag":6,"value":0.8020752405472371},{"lag":7,"value":0.7692894868926239},{"lag":8,"value":0.7359493256067451},{"lag":9,"value":0.7021890726589283},{"lag":10,"value":0.6680596482506209},{"lag":11,"value":0.6346156952402595},{"lag":12,"value":0.6022823694339047},{"lag":13,"value":0.5709145761334545},{"lag":14,"value":0.541103612240201},{"lag":15,"value":0.5133084100076967},{"lag":16,"value":0.48689311735838403},{"lag":17,"value":0.46042625406709464},{"lag":18,"value":0.4342502306125375},{"lag":19,"value":0.40860756839211526},{"lag":20,"value":0.38347917233028445},{"lag":21,"value":0.357688813649643},{"lag":22,"value":0.3318284396920119},{"lag":23,"value":0.30487328140327014},{"lag":24,"value":0.2783248342855748}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9687477063535618},{"lag":2,"value":-0.049816188800054076},{"lag":3,"value":-0.018026278644760408},{"lag":4,"value":-0.0231290349524155},{"lag":5,"value":-0.0057054308244553105},{"lag":6,"value":-0.01787068402388776},{"lag":7,"value":-0.01472506671990067},{"lag":8,"value":-0.027951724111472082},{"lag":9,"value":-0.025342260610520924},{"lag":10,"value":-0.025459681169226225},{"lag":11,"value":-0.008674909593626847},{"lag":12,"value":-0.003160100118135683},{"lag":13,"value":-0.005640626313682989},{"lag":14,"value":0.004091991604291873},{"lag":15,"value":0.011970506899173275},{"lag":16,"value":0.0021612252376302958},{"lag":17,"value":-0.020121262853227826},{"lag":18,"value":-0.013511939481676942},{"lag":19,"value":-0.010089540941218604},{"lag":20,"value":-0.010782243254467187},{"lag":21,"value":-0.030719701519476696},{"lag":22,"value":-0.020561276473595246},{"lag":23,"value":-0.038289886399780045},{"lag":24,"value":-0.012656157183679365}],"seasonal_lag_12_autocorrelation":0.6022823694339047,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"not_run","selected_lag":null,"stability_status":"not_run","residual_status":"not_run","estimable":false,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"non_stationary","blocking_reasons":["hicp_monthly_index（log_difference）adf_constant_seasonal_dummies_mc 不能拒绝零频单位根（stat=-1.767，5% 临界值 -2.818）；请按预注册 profile 处理。"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference）adf_constant_seasonal_dummies_mc 不能拒绝零频单位根（stat=-1.767，5% 临界值 -2.818）；请按预注册 profile 处理。"}],"selected_fallback":null,"selection_reason":"预注册 seasonal-control baseline v2；与 v1 变量和变换相同，仅增加 11 个月份虚拟变量。"},{"country":"czechia","profile_id":"baseline_monthly_macro_v2_seasonal_controls","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant_month_dummies","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant_month_dummies__adf_constant_seasonal_dummies_mc__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":"2015-02","end_period":"2026-06","effective_observations":137,"missing_ratio":0.0144,"stationarity_status":"borderline","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","formal_decision":"inconclusive","adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-2.732081886988713,"p_value":null,"critical_values":{"1%":-3.4430601104313854,"5%":-2.8178793999544505,"10%":-2.502465111482774},"critical_value_policy":"Monte Carlo finite-sample calibration for constant + 11 month dummies, common-sample AIC autolag and production tau; linear interpolation by input series length","p_value_policy":"unavailable_without_full_empirical_null_cdf","lagged_level_coefficient":-0.3544986724601546,"lagged_level_standard_error":0.12975404366480436,"calibration":{"specification_id":"adf_constant_seasonal_dummies_mc","sample_size_basis":"input_series_length_before_adf_lag_loss","requested_sample_size":137,"calibration_n_lower":132,"calibration_n_upper":138,"interpolation_weight":0.8333333333333334,"interpolation_policy":"linear_between_bracketing_sample_sizes; nearest_endpoint_outside_grid","replications_lower":50000,"replications_upper":50000,"generator_version":"seasonal-adf-mc-generator-v1.44","source_commit":"c635236f33de1a3010b145292fb92f8e24240e59"},"status":"borderline"},"constant_only_adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":13,"max_lag":13,"autolag_criterion":"aic","nobs":123,"statistic":-2.0972813372965464,"p_value":0.2456091937796448,"critical_values":{"1%":-3.484667251420977,"5%":-2.8853397507076006,"10%":-2.5794629869786503},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.3692985130864265,"lagged_level_standard_error":0.17608439388606897,"calibration":null,"status":"non_stationary"},"legacy_seasonal_adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-2.732081886988713,"p_value":null,"critical_values":{"1%":-3.4808880719210005,"5%":-2.8836966192225284,"10%":-2.5785857598714417},"critical_value_policy":"zero-frequency ADF with fixed monthly deterministic terms; MacKinnon regression=c critical values retained as the documented reference policy","p_value_policy":"unavailable_for_custom_deterministic_specification","lagged_level_coefficient":-0.3544986724601546,"lagged_level_standard_error":0.12975404366480436,"calibration":null,"status":"borderline"},"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.1333143015074838},{"lag":2,"value":0.20245097032615952},{"lag":3,"value":0.06952161150268962},{"lag":4,"value":0.06951334898468868},{"lag":5,"value":0.07089595676118995},{"lag":6,"value":0.2087649051089817},{"lag":7,"value":0.07491727202299987},{"lag":8,"value":0.02938458857578593},{"lag":9,"value":0.10226164379937908},{"lag":10,"value":0.09746087877979558},{"lag":11,"value":0.024838205146901944},{"lag":12,"value":0.5155712671504374},{"lag":13,"value":-0.006365857014823618},{"lag":14,"value":-0.03311799046941776},{"lag":15,"value":0.024604695412293865},{"lag":16,"value":-0.12499426084123694},{"lag":17,"value":-0.09017350913356625},{"lag":18,"value":0.038525812924194616},{"lag":19,"value":-0.046853106668332076},{"lag":20,"value":-0.12851826609791211},{"lag":21,"value":-0.016841844373561586},{"lag":22,"value":-0.049558072599099855},{"lag":23,"value":-0.07505375912969851},{"lag":24,"value":0.324207048518097}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.1333143015074838},{"lag":2,"value":0.18801988898215224},{"lag":3,"value":0.02378970689796738},{"lag":4,"value":0.022792468509898117},{"lag":5,"value":0.04621917948219515},{"lag":6,"value":0.18876015770700733},{"lag":7,"value":0.013867339724374766},{"lag":8,"value":-0.0608422242684543},{"lag":9,"value":0.0802409729943243},{"lag":10,"value":0.0816488245928143},{"lag":11,"value":-0.04470519373099785},{"lag":12,"value":0.4928454076340431},{"lag":13,"value":-0.17635166896503934},{"lag":14,"value":-0.26935075796195757},{"lag":15,"value":0.10651316937959944},{"lag":16,"value":-0.20437936772064985},{"lag":17,"value":-0.15710472257282493},{"lag":18,"value":0.029804902768382092},{"lag":19,"value":-0.06376850810671413},{"lag":20,"value":-0.10083800528061647},{"lag":21,"value":-0.02332020586433133},{"lag":22,"value":0.005724870634064729},{"lag":23,"value":0.0395618103790617},{"lag":24,"value":0.17282694026393963}],"seasonal_lag_12_autocorrelation":0.5155712671504374,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","formal_decision":"stationary_with_seasonal_controls","adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-8.585586120291442,"p_value":null,"critical_values":{"1%":-3.4430601104313854,"5%":-2.8178793999544505,"10%":-2.502465111482774},"critical_value_policy":"Monte Carlo finite-sample calibration for constant + 11 month dummies, common-sample AIC autolag and production tau; linear interpolation by input series length","p_value_policy":"unavailable_without_full_empirical_null_cdf","lagged_level_coefficient":-1.4329900642685467,"lagged_level_standard_error":0.16690649236885216,"calibration":{"specification_id":"adf_constant_seasonal_dummies_mc","sample_size_basis":"input_series_length_before_adf_lag_loss","requested_sample_size":137,"calibration_n_lower":132,"calibration_n_upper":138,"interpolation_weight":0.8333333333333334,"interpolation_policy":"linear_between_bracketing_sample_sizes; nearest_endpoint_outside_grid","replications_lower":50000,"replications_upper":50000,"generator_version":"seasonal-adf-mc-generator-v1.44","source_commit":"c635236f33de1a3010b145292fb92f8e24240e59"},"status":"stationary"},"constant_only_adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-8.903537879038959,"p_value":1.1546319456101628e-14,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.4256334734893985,"lagged_level_standard_error":0.16011988637075134,"calibration":null,"status":"stationary"},"legacy_seasonal_adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-8.585586120291442,"p_value":null,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"zero-frequency ADF with fixed monthly deterministic terms; MacKinnon regression=c critical values retained as the documented reference policy","p_value_policy":"unavailable_for_custom_deterministic_specification","lagged_level_coefficient":-1.4329900642685467,"lagged_level_standard_error":0.16690649236885216,"calibration":null,"status":"stationary"},"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.008419512937125263},{"lag":2,"value":-0.25469598595236403},{"lag":3,"value":-0.13946346405742202},{"lag":4,"value":0.0030670352414095144},{"lag":5,"value":-0.04243358720377568},{"lag":6,"value":-0.04698703975466315},{"lag":7,"value":-0.0191608425326674},{"lag":8,"value":-0.0047245811663129975},{"lag":9,"value":0.0370918318680079},{"lag":10,"value":0.16088132102947666},{"lag":11,"value":-0.14282261001989818},{"lag":12,"value":-0.1475030296650977},{"lag":13,"value":0.059391101298552094},{"lag":14,"value":0.04943197344466294},{"lag":15,"value":-0.03646847540127752},{"lag":16,"value":0.020719610313942868},{"lag":17,"value":0.10381810110663695},{"lag":18,"value":0.011892236632176688},{"lag":19,"value":-0.08569453592730336},{"lag":20,"value":0.06616548245502155},{"lag":21,"value":-0.06362296296887708},{"lag":22,"value":-0.06544130786851847},{"lag":23,"value":0.04575167149927866},{"lag":24,"value":0.038817247313007563}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.008419512937125263},{"lag":2,"value":-0.25478493539543523},{"lag":3,"value":-0.1439838243664345},{"lag":4,"value":-0.06975360120081428},{"lag":5,"value":-0.12802790521173474},{"lag":6,"value":-0.10159254455069763},{"lag":7,"value":-0.09164315107587058},{"lag":8,"value":-0.08841834607300363},{"lag":9,"value":-0.031804853342209366},{"lag":10,"value":0.12183557727491187},{"lag":11,"value":-0.17361483156383184},{"lag":12,"value":-0.11160868210328159},{"lag":13,"value":-0.0005304572012046713},{"lag":14,"value":-0.07220175306460687},{"lag":15,"value":-0.06844818670176141},{"lag":16,"value":0.0008398986731271469},{"lag":17,"value":0.05340534196400455},{"lag":18,"value":-0.004193874930397026},{"lag":19,"value":-0.057852631157586015},{"lag":20,"value":0.07697502761082511},{"lag":21,"value":-0.051346954679628916},{"lag":22,"value":-0.03454604571999759},{"lag":23,"value":0.0028772276213829876},{"lag":24,"value":-0.003912785160163645}],"seasonal_lag_12_autocorrelation":-0.1475030296650977,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","formal_decision":"inconclusive","adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-2.587256675891799,"p_value":null,"critical_values":{"1%":-3.4430601104313854,"5%":-2.8178793999544505,"10%":-2.502465111482774},"critical_value_policy":"Monte Carlo finite-sample calibration for constant + 11 month dummies, common-sample AIC autolag and production tau; linear interpolation by input series length","p_value_policy":"unavailable_without_full_empirical_null_cdf","lagged_level_coefficient":-0.0648734466680774,"lagged_level_standard_error":0.02507422138382008,"calibration":{"specification_id":"adf_constant_seasonal_dummies_mc","sample_size_basis":"input_series_length_before_adf_lag_loss","requested_sample_size":137,"calibration_n_lower":132,"calibration_n_upper":138,"interpolation_weight":0.8333333333333334,"interpolation_policy":"linear_between_bracketing_sample_sizes; nearest_endpoint_outside_grid","replications_lower":50000,"replications_upper":50000,"generator_version":"seasonal-adf-mc-generator-v1.44","source_commit":"c635236f33de1a3010b145292fb92f8e24240e59"},"status":"borderline"},"constant_only_adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-2.6974697629564144,"p_value":0.07447713490562952,"critical_values":{"1%":-3.4808880719210005,"5%":-2.8836966192225284,"10%":-2.5785857598714417},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.06526807010586125,"lagged_level_standard_error":0.024196034002741795,"calibration":null,"status":"borderline"},"legacy_seasonal_adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-2.587256675891799,"p_value":null,"critical_values":{"1%":-3.4808880719210005,"5%":-2.8836966192225284,"10%":-2.5785857598714417},"critical_value_policy":"zero-frequency ADF with fixed monthly deterministic terms; MacKinnon regression=c critical values retained as the documented reference policy","p_value_policy":"unavailable_for_custom_deterministic_specification","lagged_level_coefficient":-0.0648734466680774,"lagged_level_standard_error":0.02507422138382008,"calibration":null,"status":"borderline"},"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9163135065758483},{"lag":2,"value":0.8608223144886334},{"lag":3,"value":0.8212971459437867},{"lag":4,"value":0.7772899395710154},{"lag":5,"value":0.7271233925997638},{"lag":6,"value":0.6799918142265556},{"lag":7,"value":0.6333452295318147},{"lag":8,"value":0.5813874497904983},{"lag":9,"value":0.5385155875100603},{"lag":10,"value":0.4921182246892473},{"lag":11,"value":0.4409896021665825},{"lag":12,"value":0.3925842231044142},{"lag":13,"value":0.35521581274472636},{"lag":14,"value":0.3182619809943642},{"lag":15,"value":0.29087906038334993},{"lag":16,"value":0.25924987374895114},{"lag":17,"value":0.21080651802028008},{"lag":18,"value":0.1762697428567335},{"lag":19,"value":0.15121447543014166},{"lag":20,"value":0.11040996793247007},{"lag":21,"value":0.07811144255095322},{"lag":22,"value":0.05025697833085789},{"lag":23,"value":0.013712186925956977},{"lag":24,"value":-0.01257336625922678}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9163135065758483},{"lag":2,"value":0.13214398333225716},{"lag":3,"value":0.09939544240599577},{"lag":4,"value":-0.011730322056776217},{"lag":5,"value":-0.054689088214958465},{"lag":6,"value":-0.023713634906571305},{"lag":7,"value":-0.028771577004643934},{"lag":8,"value":-0.059444977843410886},{"lag":9,"value":0.016011771574939885},{"lag":10,"value":-0.04006791162926555},{"lag":11,"value":-0.0559082506952854},{"lag":12,"value":-0.029637589155767464},{"lag":13,"value":0.03100124532741451},{"lag":14,"value":0.00211614098726507},{"lag":15,"value":0.055896814583311735},{"lag":16,"value":-0.02743752251978704},{"lag":17,"value":-0.12889944080220622},{"lag":18,"value":0.009645805438673367},{"lag":19,"value":0.02631313650236297},{"lag":20,"value":-0.09264458059204808},{"lag":21,"value":0.015243793961849543},{"lag":22,"value":-0.013338315424394419},{"lag":23,"value":-0.07190951765474712},{"lag":24,"value":0.02972239412466603}],"seasonal_lag_12_autocorrelation":0.3925842231044142,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"completed","selected_lag":2,"stability_status":"stable","residual_status":"failed","estimable":true,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"estimable_with_warning","blocking_reasons":["至少一个变量的 ADF 结果为 borderline；可估计但不开放动态响应"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"ok","reason":null}],"selected_fallback":null,"selection_reason":"预注册 seasonal-control baseline v2；与 v1 变量和变换相同，仅增加 11 个月份虚拟变量。"},{"country":"germany","profile_id":"baseline_monthly_macro_v2_seasonal_controls","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant_month_dummies","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant_month_dummies__adf_constant_seasonal_dummies_mc__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":"2015-02","end_period":"2026-06","effective_observations":137,"missing_ratio":0.0144,"stationarity_status":"stationary","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","formal_decision":"stationary_with_seasonal_controls","adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-3.0715344599557066,"p_value":null,"critical_values":{"1%":-3.4430601104313854,"5%":-2.8178793999544505,"10%":-2.502465111482774},"critical_value_policy":"Monte Carlo finite-sample calibration for constant + 11 month dummies, common-sample AIC autolag and production tau; linear interpolation by input series length","p_value_policy":"unavailable_without_full_empirical_null_cdf","lagged_level_coefficient":-0.48079113410675145,"lagged_level_standard_error":0.15653125184657207,"calibration":{"specification_id":"adf_constant_seasonal_dummies_mc","sample_size_basis":"input_series_length_before_adf_lag_loss","requested_sample_size":137,"calibration_n_lower":132,"calibration_n_upper":138,"interpolation_weight":0.8333333333333334,"interpolation_policy":"linear_between_bracketing_sample_sizes; nearest_endpoint_outside_grid","replications_lower":50000,"replications_upper":50000,"generator_version":"seasonal-adf-mc-generator-v1.44","source_commit":"c635236f33de1a3010b145292fb92f8e24240e59"},"status":"stationary"},"constant_only_adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":11,"max_lag":13,"autolag_criterion":"aic","nobs":125,"statistic":-1.8590016529604616,"p_value":0.3515868443235479,"critical_values":{"1%":-3.4837793736959997,"5%":-2.88495387648,"10%":-2.579256976},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.39833416446811665,"lagged_level_standard_error":0.21427316314311456,"calibration":null,"status":"non_stationary"},"legacy_seasonal_adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-3.0715344599557066,"p_value":null,"critical_values":{"1%":-3.4808880719210005,"5%":-2.8836966192225284,"10%":-2.5785857598714417},"critical_value_policy":"zero-frequency ADF with fixed monthly deterministic terms; MacKinnon regression=c critical values retained as the documented reference policy","p_value_policy":"unavailable_for_custom_deterministic_specification","lagged_level_coefficient":-0.48079113410675145,"lagged_level_standard_error":0.15653125184657207,"calibration":null,"status":"stationary"},"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.10351730876107611},{"lag":2,"value":0.2521214164124735},{"lag":3,"value":-0.10742010639382481},{"lag":4,"value":-0.014172032888986138},{"lag":5,"value":0.0474461440642458},{"lag":6,"value":0.013709210181466681},{"lag":7,"value":0.017726427462358172},{"lag":8,"value":-0.090666289245653},{"lag":9,"value":-0.04969893142288712},{"lag":10,"value":0.20501837732912964},{"lag":11,"value":0.05378629812655976},{"lag":12,"value":0.43655619981293214},{"lag":13,"value":0.0334425906724661},{"lag":14,"value":0.12584686742525847},{"lag":15,"value":-0.029350530847489446},{"lag":16,"value":-0.12814302997625604},{"lag":17,"value":-0.059574469706422065},{"lag":18,"value":-0.18070438285247828},{"lag":19,"value":-0.050642584569786785},{"lag":20,"value":-0.1158173938364995},{"lag":21,"value":0.053387412809522736},{"lag":22,"value":0.034569590634865116},{"lag":23,"value":-0.05913093894319235},{"lag":24,"value":0.22630858831081715}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.10351730876107611},{"lag":2,"value":0.244020465811566},{"lag":3,"value":-0.16381620161134325},{"lag":4,"value":-0.05441596977156163},{"lag":5,"value":0.13669569612726917},{"lag":6,"value":-0.005907938877981636},{"lag":7,"value":-0.04718563977810671},{"lag":8,"value":-0.0761241628200534},{"lag":9,"value":-0.018588040287935276},{"lag":10,"value":0.2879608547301412},{"lag":11,"value":-0.007668494261571282},{"lag":12,"value":0.3294506530326675},{"lag":13,"value":0.01599343046629046},{"lag":14,"value":-0.05389328923020057},{"lag":15,"value":0.045333774390113706},{"lag":16,"value":-0.20267353309637406},{"lag":17,"value":-0.1060263505558002},{"lag":18,"value":-0.1019667222389131},{"lag":19,"value":-0.05442454681184551},{"lag":20,"value":-0.021561441759039443},{"lag":21,"value":0.12996517188201773},{"lag":22,"value":-0.09686417165306069},{"lag":23,"value":-0.11518258886468258},{"lag":24,"value":0.1594050834894005}],"seasonal_lag_12_autocorrelation":0.43655619981293214,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","formal_decision":"stationary_with_seasonal_controls","adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-8.761644809624146,"p_value":null,"critical_values":{"1%":-3.4430601104313854,"5%":-2.8178793999544505,"10%":-2.502465111482774},"critical_value_policy":"Monte Carlo finite-sample calibration for constant + 11 month dummies, common-sample AIC autolag and production tau; linear interpolation by input series length","p_value_policy":"unavailable_without_full_empirical_null_cdf","lagged_level_coefficient":-1.4623474565587256,"lagged_level_standard_error":0.1669033027853884,"calibration":{"specification_id":"adf_constant_seasonal_dummies_mc","sample_size_basis":"input_series_length_before_adf_lag_loss","requested_sample_size":137,"calibration_n_lower":132,"calibration_n_upper":138,"interpolation_weight":0.8333333333333334,"interpolation_policy":"linear_between_bracketing_sample_sizes; nearest_endpoint_outside_grid","replications_lower":50000,"replications_upper":50000,"generator_version":"seasonal-adf-mc-generator-v1.44","source_commit":"c635236f33de1a3010b145292fb92f8e24240e59"},"status":"stationary"},"constant_only_adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-9.20973972500051,"p_value":1.887379141862766e-15,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.4773330337582826,"lagged_level_standard_error":0.160409857158933,"calibration":null,"status":"stationary"},"legacy_seasonal_adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-8.761644809624146,"p_value":null,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"zero-frequency ADF with fixed monthly deterministic terms; MacKinnon regression=c critical values retained as the documented reference policy","p_value_policy":"unavailable_for_custom_deterministic_specification","lagged_level_coefficient":-1.4623474565587256,"lagged_level_standard_error":0.1669033027853884,"calibration":null,"status":"stationary"},"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.015073967270929143},{"lag":2,"value":-0.2971364971298711},{"lag":3,"value":-0.15099888079409113},{"lag":4,"value":0.11318624929751266},{"lag":5,"value":-0.013343394117884063},{"lag":6,"value":-0.09313482783197602},{"lag":7,"value":0.010812223302942668},{"lag":8,"value":-0.08182798685973114},{"lag":9,"value":0.05201661951932718},{"lag":10,"value":0.02538541376752807},{"lag":11,"value":-0.041972159653733895},{"lag":12,"value":-0.025795210902232253},{"lag":13,"value":0.02032225681043254},{"lag":14,"value":0.011849767937387595},{"lag":15,"value":-0.06301115464110524},{"lag":16,"value":0.12015796272306707},{"lag":17,"value":0.08159791400344608},{"lag":18,"value":-0.07667839613617165},{"lag":19,"value":-0.013210348500042638},{"lag":20,"value":-0.07574840899326875},{"lag":21,"value":0.006650183253071889},{"lag":22,"value":-0.03827173249812056},{"lag":23,"value":0.09189238717404916},{"lag":24,"value":-0.0015364277366930396}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.015073967270929143},{"lag":2,"value":-0.2974313052955993},{"lag":3,"value":-0.15439475202158953},{"lag":4,"value":0.027036902677613908},{"lag":5,"value":-0.11266931370637855},{"lag":6,"value":-0.08898356134547629},{"lag":7,"value":-0.006922494240290565},{"lag":8,"value":-0.17906788762113085},{"lag":9,"value":0.03174780565057968},{"lag":10,"value":-0.04425410957762999},{"lag":11,"value":-0.09143873191923095},{"lag":12,"value":-0.009195135421261741},{"lag":13,"value":-0.046215005198717046},{"lag":14,"value":-0.04915492434974516},{"lag":15,"value":-0.06609374830704298},{"lag":16,"value":0.09438025670803933},{"lag":17,"value":0.048181602635286515},{"lag":18,"value":-0.038793884403502836},{"lag":19,"value":0.07188067273693201},{"lag":20,"value":-0.12749122897708481},{"lag":21,"value":-0.0025682707592908477},{"lag":22,"value":-0.05467557873291004},{"lag":23,"value":0.038813255957948684},{"lag":24,"value":0.009384532886058462}],"seasonal_lag_12_autocorrelation":-0.025795210902232253,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","formal_decision":"stationary_with_seasonal_controls","adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":8,"max_lag":13,"autolag_criterion":"aic","nobs":128,"statistic":-2.868512845037112,"p_value":null,"critical_values":{"1%":-3.4430601104313854,"5%":-2.8178793999544505,"10%":-2.502465111482774},"critical_value_policy":"Monte Carlo finite-sample calibration for constant + 11 month dummies, common-sample AIC autolag and production tau; linear interpolation by input series length","p_value_policy":"unavailable_without_full_empirical_null_cdf","lagged_level_coefficient":-0.040703911023705824,"lagged_level_standard_error":0.014189900210531988,"calibration":{"specification_id":"adf_constant_seasonal_dummies_mc","sample_size_basis":"input_series_length_before_adf_lag_loss","requested_sample_size":137,"calibration_n_lower":132,"calibration_n_upper":138,"interpolation_weight":0.8333333333333334,"interpolation_policy":"linear_between_bracketing_sample_sizes; nearest_endpoint_outside_grid","replications_lower":50000,"replications_upper":50000,"generator_version":"seasonal-adf-mc-generator-v1.44","source_commit":"c635236f33de1a3010b145292fb92f8e24240e59"},"status":"stationary"},"constant_only_adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":3,"max_lag":13,"autolag_criterion":"aic","nobs":133,"statistic":-2.386552492863822,"p_value":0.14556789484809946,"critical_values":{"1%":-3.4805003838883772,"5%":-2.8835279559405045,"10%":-2.578495716547007},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.029095384956861786,"lagged_level_standard_error":0.012191386966706868,"calibration":null,"status":"non_stationary"},"legacy_seasonal_adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":8,"max_lag":13,"autolag_criterion":"aic","nobs":128,"statistic":-2.868512845037112,"p_value":null,"critical_values":{"1%":-3.4825006939888,"5%":-2.884397984161377,"10%":-2.5789601977539065},"critical_value_policy":"zero-frequency ADF with fixed monthly deterministic terms; MacKinnon regression=c critical values retained as the documented reference policy","p_value_policy":"unavailable_for_custom_deterministic_specification","lagged_level_coefficient":-0.040703911023705824,"lagged_level_standard_error":0.014189900210531988,"calibration":null,"status":"borderline"},"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9634383122928946},{"lag":2,"value":0.9224107462315159},{"lag":3,"value":0.8782502546144156},{"lag":4,"value":0.8260920462060009},{"lag":5,"value":0.7694906618024122},{"lag":6,"value":0.7111120070007539},{"lag":7,"value":0.6491788114029567},{"lag":8,"value":0.5828024398099855},{"lag":9,"value":0.5155147306588802},{"lag":10,"value":0.44687136635012314},{"lag":11,"value":0.3773393668423309},{"lag":12,"value":0.31045057057254416},{"lag":13,"value":0.24442770714269269},{"lag":14,"value":0.18549122294602016},{"lag":15,"value":0.1287763267469346},{"lag":16,"value":0.0738159985868195},{"lag":17,"value":0.021077258424291482},{"lag":18,"value":-0.024597804864156858},{"lag":19,"value":-0.0702728681526052},{"lag":20,"value":-0.10932857216649113},{"lag":21,"value":-0.14263084974575022},{"lag":22,"value":-0.17326722172790482},{"lag":23,"value":-0.2025706409115072},{"lag":24,"value":-0.23009678969703992}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9634383122928946},{"lag":2,"value":-0.08083171336236689},{"lag":3,"value":-0.061600919306135066},{"lag":4,"value":-0.1313207448613743},{"lag":5,"value":-0.0794687038102786},{"lag":6,"value":-0.04558139830326239},{"lag":7,"value":-0.07001124793458142},{"lag":8,"value":-0.08750489919602553},{"lag":9,"value":-0.044714000024598764},{"lag":10,"value":-0.05372596560012653},{"lag":11,"value":-0.04707898527258433},{"lag":12,"value":-0.005739684613219131},{"lag":13,"value":-0.03658764974138806},{"lag":14,"value":0.05413179470779675},{"lag":15,"value":-0.027433286376501415},{"lag":16,"value":-0.03325392370144483},{"lag":17,"value":-0.03866841076593888},{"lag":18,"value":0.03518975612353763},{"lag":19,"value":-0.06703325195051046},{"lag":20,"value":0.031282081435860885},{"lag":21,"value":0.0003903826402302719},{"lag":22,"value":-0.023905781380582313},{"lag":23,"value":-0.05016897964902051},{"lag":24,"value":-0.049351696730110826}],"seasonal_lag_12_autocorrelation":0.31045057057254416,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"completed","selected_lag":2,"stability_status":"stable","residual_status":"failed","estimable":true,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"residual_diagnostics_failed","blocking_reasons":["主残差 Portmanteau 诊断 h=12 未通过；动态响应暂不可用"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"ok","reason":null}],"selected_fallback":null,"selection_reason":"预注册 seasonal-control baseline v2；与 v1 变量和变换相同，仅增加 11 个月份虚拟变量。"},{"country":"hungary","profile_id":"baseline_monthly_macro_v2_seasonal_controls","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant_month_dummies","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant_month_dummies__adf_constant_seasonal_dummies_mc__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":"2015-02","end_period":"2026-06","effective_observations":137,"missing_ratio":0.0144,"stationarity_status":"borderline","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","formal_decision":"inconclusive","adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":10,"max_lag":13,"autolag_criterion":"aic","nobs":126,"statistic":-2.591461420650791,"p_value":null,"critical_values":{"1%":-3.4430601104313854,"5%":-2.8178793999544505,"10%":-2.502465111482774},"critical_value_policy":"Monte Carlo finite-sample calibration for constant + 11 month dummies, common-sample AIC autolag and production tau; linear interpolation by input series length","p_value_policy":"unavailable_without_full_empirical_null_cdf","lagged_level_coefficient":-0.2092769931422941,"lagged_level_standard_error":0.08075636066761842,"calibration":{"specification_id":"adf_constant_seasonal_dummies_mc","sample_size_basis":"input_series_length_before_adf_lag_loss","requested_sample_size":137,"calibration_n_lower":132,"calibration_n_upper":138,"interpolation_weight":0.8333333333333334,"interpolation_policy":"linear_between_bracketing_sample_sizes; nearest_endpoint_outside_grid","replications_lower":50000,"replications_upper":50000,"generator_version":"seasonal-adf-mc-generator-v1.44","source_commit":"c635236f33de1a3010b145292fb92f8e24240e59"},"status":"borderline"},"constant_only_adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":13,"max_lag":13,"autolag_criterion":"aic","nobs":123,"statistic":-2.2832114326043986,"p_value":0.17743979973457918,"critical_values":{"1%":-3.484667251420977,"5%":-2.8853397507076006,"10%":-2.5794629869786503},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.21977316208805758,"lagged_level_standard_error":0.09625615873750605,"calibration":null,"status":"non_stationary"},"legacy_seasonal_adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":10,"max_lag":13,"autolag_criterion":"aic","nobs":126,"statistic":-2.591461420650791,"p_value":null,"critical_values":{"1%":-3.483346234607893,"5%":-2.8847655969877666,"10%":-2.5791564575459813},"critical_value_policy":"zero-frequency ADF with fixed monthly deterministic terms; MacKinnon regression=c critical values retained as the documented reference policy","p_value_policy":"unavailable_for_custom_deterministic_specification","lagged_level_coefficient":-0.2092769931422941,"lagged_level_standard_error":0.08075636066761842,"calibration":null,"status":"borderline"},"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.6821601030122075},{"lag":2,"value":0.5509163399683659},{"lag":3,"value":0.5056727053681698},{"lag":4,"value":0.3847106175676608},{"lag":5,"value":0.4091897417332122},{"lag":6,"value":0.3946535923494034},{"lag":7,"value":0.2864757132709508},{"lag":8,"value":0.18051019613138194},{"lag":9,"value":0.16165631518888018},{"lag":10,"value":0.12348447679808178},{"lag":11,"value":0.07057683427778559},{"lag":12,"value":0.14427284824365422},{"lag":13,"value":-0.004668710623477594},{"lag":14,"value":-0.011139566140319024},{"lag":15,"value":0.08291505214611662},{"lag":16,"value":-0.011670535905082633},{"lag":17,"value":0.017327316935091142},{"lag":18,"value":0.041848506602144814},{"lag":19,"value":-0.02587694843122399},{"lag":20,"value":-0.0410796676257918},{"lag":21,"value":0.0013893915805890454},{"lag":22,"value":-0.024953511728501767},{"lag":23,"value":-0.03474215646339164},{"lag":24,"value":0.04978017853944853}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.6821601030122075},{"lag":2,"value":0.16005371439540048},{"lag":3,"value":0.15515089215450467},{"lag":4,"value":-0.07377771053477586},{"lag":5,"value":0.19350434633186755},{"lag":6,"value":0.04493228698319597},{"lag":7,"value":-0.10754909403013872},{"lag":8,"value":-0.16575872453931403},{"lag":9,"value":0.0658474743790806},{"lag":10,"value":-0.0040348831663061455},{"lag":11,"value":-0.07898280381372115},{"lag":12,"value":0.16257792083054057},{"lag":13,"value":-0.2465457256229023},{"lag":14,"value":0.12418435048122928},{"lag":15,"value":0.1383841181564362},{"lag":16,"value":-0.13083740615257405},{"lag":17,"value":0.020370000063701904},{"lag":18,"value":0.04081094346064211},{"lag":19,"value":-0.04092622717408096},{"lag":20,"value":-0.06425821764491116},{"lag":21,"value":0.048490417628276786},{"lag":22,"value":-0.05004026283137265},{"lag":23,"value":0.05363068984738692},{"lag":24,"value":0.06983347021005926}],"seasonal_lag_12_autocorrelation":0.14427284824365422,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","formal_decision":"stationary_with_seasonal_controls","adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":1,"max_lag":13,"autolag_criterion":"aic","nobs":135,"statistic":-10.008731544678783,"p_value":null,"critical_values":{"1%":-3.4430601104313854,"5%":-2.8178793999544505,"10%":-2.502465111482774},"critical_value_policy":"Monte Carlo finite-sample calibration for constant + 11 month dummies, common-sample AIC autolag and production tau; linear interpolation by input series length","p_value_policy":"unavailable_without_full_empirical_null_cdf","lagged_level_coefficient":-1.231475259305957,"lagged_level_standard_error":0.12304009292373119,"calibration":{"specification_id":"adf_constant_seasonal_dummies_mc","sample_size_basis":"input_series_length_before_adf_lag_loss","requested_sample_size":137,"calibration_n_lower":132,"calibration_n_upper":138,"interpolation_weight":0.8333333333333334,"interpolation_policy":"linear_between_bracketing_sample_sizes; nearest_endpoint_outside_grid","replications_lower":50000,"replications_upper":50000,"generator_version":"seasonal-adf-mc-generator-v1.44","source_commit":"c635236f33de1a3010b145292fb92f8e24240e59"},"status":"stationary"},"constant_only_adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":1,"max_lag":13,"autolag_criterion":"aic","nobs":135,"statistic":-10.37531994602584,"p_value":0,"critical_values":{"1%":-3.4797425866991816,"5%":-2.88319822181578,"10%":-2.578319684499314},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.2296099760676658,"lagged_level_standard_error":0.11851296947605507,"calibration":null,"status":"stationary"},"legacy_seasonal_adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":1,"max_lag":13,"autolag_criterion":"aic","nobs":135,"statistic":-10.008731544678783,"p_value":null,"critical_values":{"1%":-3.4797425866991816,"5%":-2.88319822181578,"10%":-2.578319684499314},"critical_value_policy":"zero-frequency ADF with fixed monthly deterministic terms; MacKinnon regression=c critical values retained as the documented reference policy","p_value_policy":"unavailable_for_custom_deterministic_specification","lagged_level_coefficient":-1.231475259305957,"lagged_level_standard_error":0.12304009292373119,"calibration":null,"status":"stationary"},"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.008678514283270065},{"lag":2,"value":-0.243254766766547},{"lag":3,"value":-0.10132350218742775},{"lag":4,"value":-0.058393651077364134},{"lag":5,"value":-0.04426381266585457},{"lag":6,"value":-0.06214724815714179},{"lag":7,"value":-0.004682339527791553},{"lag":8,"value":0.051185119827485824},{"lag":9,"value":0.03394685351271094},{"lag":10,"value":-0.015615961515354894},{"lag":11,"value":-0.052511820450020785},{"lag":12,"value":0.013965183303782176},{"lag":13,"value":-0.03001333883518952},{"lag":14,"value":-0.0032351486209554045},{"lag":15,"value":-0.002158659824478904},{"lag":16,"value":-0.021874131964776212},{"lag":17,"value":0.09312831722248101},{"lag":18,"value":0.059429286758401145},{"lag":19,"value":-0.038974267865901975},{"lag":20,"value":-0.0249811652496584},{"lag":21,"value":0.025206334774605554},{"lag":22,"value":-0.022615654992767326},{"lag":23,"value":-0.025995664956216247},{"lag":24,"value":-0.02526464010641308}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.008678514283270065},{"lag":2,"value":-0.24334841155415918},{"lag":3,"value":-0.1026742650719474},{"lag":4,"value":-0.12663069807107516},{"lag":5,"value":-0.10680468212762725},{"lag":6,"value":-0.1376818124834653},{"lag":7,"value":-0.08286460118039944},{"lag":8,"value":-0.03878568139290959},{"lag":9,"value":-0.031132704065009845},{"lag":10,"value":-0.0510888225685327},{"lag":11,"value":-0.08158726019077735},{"lag":12,"value":-0.021969168099621378},{"lag":13,"value":-0.08633937079192448},{"lag":14,"value":-0.03532735444479786},{"lag":15,"value":-0.0603907287417428},{"lag":16,"value":-0.07474822277901594},{"lag":17,"value":0.04610178246180072},{"lag":18,"value":0.02327460169368691},{"lag":19,"value":-0.018439475488773824},{"lag":20,"value":0.0017415199980609277},{"lag":21,"value":0.03510523953768332},{"lag":22,"value":-0.01604856823381422},{"lag":23,"value":0.0033884725335785256},{"lag":24,"value":-0.027677627432440257}],"seasonal_lag_12_autocorrelation":0.013965183303782176,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","formal_decision":"stationary_with_seasonal_controls","adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":1,"max_lag":13,"autolag_criterion":"aic","nobs":135,"statistic":-3.7251011951382504,"p_value":null,"critical_values":{"1%":-3.4430601104313854,"5%":-2.8178793999544505,"10%":-2.502465111482774},"critical_value_policy":"Monte Carlo finite-sample calibration for constant + 11 month dummies, common-sample AIC autolag and production tau; linear interpolation by input series length","p_value_policy":"unavailable_without_full_empirical_null_cdf","lagged_level_coefficient":-0.05531975708860636,"lagged_level_standard_error":0.014850538063450722,"calibration":{"specification_id":"adf_constant_seasonal_dummies_mc","sample_size_basis":"input_series_length_before_adf_lag_loss","requested_sample_size":137,"calibration_n_lower":132,"calibration_n_upper":138,"interpolation_weight":0.8333333333333334,"interpolation_policy":"linear_between_bracketing_sample_sizes; nearest_endpoint_outside_grid","replications_lower":50000,"replications_upper":50000,"generator_version":"seasonal-adf-mc-generator-v1.44","source_commit":"c635236f33de1a3010b145292fb92f8e24240e59"},"status":"stationary"},"constant_only_adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":1,"max_lag":13,"autolag_criterion":"aic","nobs":135,"statistic":-3.831586865257551,"p_value":0.0026001791869343926,"critical_values":{"1%":-3.4797425866991816,"5%":-2.88319822181578,"10%":-2.578319684499314},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.05640650538244407,"lagged_level_standard_error":0.014721447631503076,"calibration":null,"status":"stationary"},"legacy_seasonal_adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":1,"max_lag":13,"autolag_criterion":"aic","nobs":135,"statistic":-3.7251011951382504,"p_value":null,"critical_values":{"1%":-3.4797425866991816,"5%":-2.88319822181578,"10%":-2.578319684499314},"critical_value_policy":"zero-frequency ADF with fixed monthly deterministic terms; MacKinnon regression=c critical values retained as the documented reference policy","p_value_policy":"unavailable_for_custom_deterministic_specification","lagged_level_coefficient":-0.05531975708860636,"lagged_level_standard_error":0.014850538063450722,"calibration":null,"status":"stationary"},"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9385029818343847},{"lag":2,"value":0.8709487025126454},{"lag":3,"value":0.7994684629986003},{"lag":4,"value":0.7386241175851576},{"lag":5,"value":0.6783507654098709},{"lag":6,"value":0.6224300916356211},{"lag":7,"value":0.5756727906298797},{"lag":8,"value":0.5258345688899075},{"lag":9,"value":0.47547344558825394},{"lag":10,"value":0.41888559522289465},{"lag":11,"value":0.3656611087710684},{"lag":12,"value":0.31312059282912075},{"lag":13,"value":0.2635648142684516},{"lag":14,"value":0.2169456814125849},{"lag":15,"value":0.17389067613553896},{"lag":16,"value":0.14283110901946722},{"lag":17,"value":0.11496543990934661},{"lag":18,"value":0.0868906101745532},{"lag":19,"value":0.05892036075209633},{"lag":20,"value":0.034192101012066406},{"lag":21,"value":0.013389801464342118},{"lag":22,"value":-0.004741501639112789},{"lag":23,"value":-0.020668221224119557},{"lag":24,"value":-0.037584255296629385}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9385029818343847},{"lag":2,"value":-0.08253474284727991},{"lag":3,"value":-0.06691966392019372},{"lag":4,"value":0.053313061650763556},{"lag":5,"value":-0.0377964751238224},{"lag":6,"value":-0.00513221652973857},{"lag":7,"value":0.04754168221156233},{"lag":8,"value":-0.06733303932934637},{"lag":9,"value":-0.034879009114829725},{"lag":10,"value":-0.07195332038858859},{"lag":11,"value":-0.011041863261656779},{"lag":12,"value":-0.02827910434737485},{"lag":13,"value":-0.020676286854575766},{"lag":14,"value":-0.016453642055237666},{"lag":15,"value":-0.01370310907001237},{"lag":16,"value":0.05905997228569786},{"lag":17,"value":-0.005750288468222199},{"lag":18,"value":-0.037343906526563525},{"lag":19,"value":-0.009860639800742931},{"lag":20,"value":-0.0005576612796301555},{"lag":21,"value":0.006630448566854112},{"lag":22,"value":0.003545232617200736},{"lag":23,"value":-0.01144174835239292},{"lag":24,"value":-0.036127377358541185}],"seasonal_lag_12_autocorrelation":0.31312059282912075,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"completed","selected_lag":2,"stability_status":"stable","residual_status":"failed","estimable":true,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"estimable_with_warning","blocking_reasons":["至少一个变量的 ADF 结果为 borderline；可估计但不开放动态响应"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"ok","reason":null}],"selected_fallback":null,"selection_reason":"预注册 seasonal-control baseline v2；与 v1 变量和变换相同，仅增加 11 个月份虚拟变量。"},{"country":"poland","profile_id":"baseline_monthly_macro_v2_seasonal_controls","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant_month_dummies","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant_month_dummies__adf_constant_seasonal_dummies_mc__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":null,"end_period":null,"effective_observations":0,"missing_ratio":null,"stationarity_status":"non_stationary","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-1.9622665487574364,"p_value":null,"critical_values":{"1%":-3.4430601104313854,"5%":-2.8178793999544505,"10%":-2.502465111482774},"critical_value_policy":"Monte Carlo finite-sample calibration for constant + 11 month dummies, common-sample AIC autolag and production tau; linear interpolation by input series length","p_value_policy":"unavailable_without_full_empirical_null_cdf","lagged_level_coefficient":-0.1790943097284198,"lagged_level_standard_error":0.09126910400721425,"calibration":{"specification_id":"adf_constant_seasonal_dummies_mc","sample_size_basis":"input_series_length_before_adf_lag_loss","requested_sample_size":137,"calibration_n_lower":132,"calibration_n_upper":138,"interpolation_weight":0.8333333333333334,"interpolation_policy":"linear_between_bracketing_sample_sizes; nearest_endpoint_outside_grid","replications_lower":50000,"replications_upper":50000,"generator_version":"seasonal-adf-mc-generator-v1.44","source_commit":"c635236f33de1a3010b145292fb92f8e24240e59"},"status":"non_stationary"},"constant_only_adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-3.5047864635483457,"p_value":0.007865015085694094,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.31860096673382626,"lagged_level_standard_error":0.09090453014682828,"calibration":null,"status":"stationary"},"legacy_seasonal_adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-1.9622665487574364,"p_value":null,"critical_values":{"1%":-3.4808880719210005,"5%":-2.8836966192225284,"10%":-2.5785857598714417},"critical_value_policy":"zero-frequency ADF with fixed monthly deterministic terms; MacKinnon regression=c critical values retained as the documented reference policy","p_value_policy":"unavailable_for_custom_deterministic_specification","lagged_level_coefficient":-0.1790943097284198,"lagged_level_standard_error":0.09126910400721425,"calibration":null,"status":"non_stationary"},"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.49898908821578475},{"lag":2,"value":0.4194627355509843},{"lag":3,"value":0.38510127056946525},{"lag":4,"value":0.3053418165187587},{"lag":5,"value":0.35115545472846255},{"lag":6,"value":0.3724027658574755},{"lag":7,"value":0.27155982207593665},{"lag":8,"value":0.23878516956361012},{"lag":9,"value":0.2721509454113239},{"lag":10,"value":0.31415713728085914},{"lag":11,"value":0.23076772414228888},{"lag":12,"value":0.3326610197620174},{"lag":13,"value":0.16560748039354864},{"lag":14,"value":0.14492103806645396},{"lag":15,"value":0.11980543729359128},{"lag":16,"value":-0.02979765837230548},{"lag":17,"value":0.028423360854917014},{"lag":18,"value":0.0696128450114987},{"lag":19,"value":0.00955007505769812},{"lag":20,"value":-0.011248857727821518},{"lag":21,"value":0.04311885561577106},{"lag":22,"value":0.09954398178886473},{"lag":23,"value":0.06380555109151384},{"lag":24,"value":0.15681902650367718}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.49898908821578475},{"lag":2,"value":0.22699118573328517},{"lag":3,"value":0.15448063623865255},{"lag":4,"value":0.03307735875110491},{"lag":5,"value":0.15387027434305764},{"lag":6,"value":0.14209083425714167},{"lag":7,"value":-0.04195183708439223},{"lag":8,"value":-0.02322856954330598},{"lag":9,"value":0.0887640990631895},{"lag":10,"value":0.13887678594887473},{"lag":11,"value":-0.07626643070751019},{"lag":12,"value":0.15425642033593234},{"lag":13,"value":-0.14913561023229824},{"lag":14,"value":-0.03122114074154738},{"lag":15,"value":-0.09876587506565244},{"lag":16,"value":-0.22420469821263125},{"lag":17,"value":0.014813339018501437},{"lag":18,"value":0.045658013019796925},{"lag":19,"value":-0.027022213034188416},{"lag":20,"value":-0.07350525821771262},{"lag":21,"value":0.11761457395665004},{"lag":22,"value":0.1479978932690092},{"lag":23,"value":0.016653830382873703},{"lag":24,"value":0.09763737800132018}],"seasonal_lag_12_autocorrelation":0.3326610197620174,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","formal_decision":"stationary_with_seasonal_controls","adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-8.413687263593303,"p_value":null,"critical_values":{"1%":-3.4430601104313854,"5%":-2.8178793999544505,"10%":-2.502465111482774},"critical_value_policy":"Monte Carlo finite-sample calibration for constant + 11 month dummies, common-sample AIC autolag and production tau; linear interpolation by input series length","p_value_policy":"unavailable_without_full_empirical_null_cdf","lagged_level_coefficient":-1.4094470853939327,"lagged_level_standard_error":0.16751835922078098,"calibration":{"specification_id":"adf_constant_seasonal_dummies_mc","sample_size_basis":"input_series_length_before_adf_lag_loss","requested_sample_size":137,"calibration_n_lower":132,"calibration_n_upper":138,"interpolation_weight":0.8333333333333334,"interpolation_policy":"linear_between_bracketing_sample_sizes; nearest_endpoint_outside_grid","replications_lower":50000,"replications_upper":50000,"generator_version":"seasonal-adf-mc-generator-v1.44","source_commit":"c635236f33de1a3010b145292fb92f8e24240e59"},"status":"stationary"},"constant_only_adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-8.720505958252971,"p_value":3.397282455352979e-14,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.3964482257033317,"lagged_level_standard_error":0.160133853745235,"calibration":null,"status":"stationary"},"legacy_seasonal_adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-8.413687263593303,"p_value":null,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"zero-frequency ADF with fixed monthly deterministic terms; MacKinnon regression=c critical values retained as the documented reference policy","p_value_policy":"unavailable_for_custom_deterministic_specification","lagged_level_coefficient":-1.4094470853939327,"lagged_level_standard_error":0.16751835922078098,"calibration":null,"status":"stationary"},"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":-0.0032979996742228367},{"lag":2,"value":-0.21981609220383566},{"lag":3,"value":-0.13382918705435234},{"lag":4,"value":0.009767704940803118},{"lag":5,"value":-0.05435218459599062},{"lag":6,"value":-0.01157242946914546},{"lag":7,"value":-0.04047393336076039},{"lag":8,"value":0.002602759437159624},{"lag":9,"value":0.05551589208962477},{"lag":10,"value":0.06756574669617163},{"lag":11,"value":-0.010444644372043718},{"lag":12,"value":-0.06605360033460805},{"lag":13,"value":0.004214282075833909},{"lag":14,"value":0.020260152233713042},{"lag":15,"value":-0.07436258967301623},{"lag":16,"value":0.0687346362887163},{"lag":17,"value":0.09056218762106254},{"lag":18,"value":0.004223103540713966},{"lag":19,"value":-0.11064177767392812},{"lag":20,"value":0.00799422946675176},{"lag":21,"value":-0.007976662526163213},{"lag":22,"value":-0.06130883838950537},{"lag":23,"value":-0.06040323091056793},{"lag":24,"value":-0.06582946632245633}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":-0.0032979996742228367},{"lag":2,"value":-0.21982936004607712},{"lag":3,"value":-0.14231746062711134},{"lag":4,"value":-0.04705636526407554},{"lag":5,"value":-0.12536498646720384},{"lag":6,"value":-0.051109187839760206},{"lag":7,"value":-0.09850396451287732},{"lag":8,"value":-0.0502270474195462},{"lag":9,"value":0.008487614461363455},{"lag":10,"value":0.033961677600549946},{"lag":11,"value":-0.0019253365592159497},{"lag":12,"value":-0.04540046399689285},{"lag":13,"value":0.011859585913968152},{"lag":14,"value":0.0015256627205611623},{"lag":15,"value":-0.08276176810088232},{"lag":16,"value":0.07940963694151536},{"lag":17,"value":0.0687001241098976},{"lag":18,"value":0.02606312866396946},{"lag":19,"value":-0.06483358509518433},{"lag":20,"value":0.021651731590385987},{"lag":21,"value":-0.02554343873292055},{"lag":22,"value":-0.07834837323769747},{"lag":23,"value":-0.07697136357616384},{"lag":24,"value":-0.13543472317427013}],"seasonal_lag_12_autocorrelation":-0.06605360033460805,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","formal_decision":"stationary_with_seasonal_controls","adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":3,"max_lag":13,"autolag_criterion":"aic","nobs":133,"statistic":-3.827250067926859,"p_value":null,"critical_values":{"1%":-3.4430601104313854,"5%":-2.8178793999544505,"10%":-2.502465111482774},"critical_value_policy":"Monte Carlo finite-sample calibration for constant + 11 month dummies, common-sample AIC autolag and production tau; linear interpolation by input series length","p_value_policy":"unavailable_without_full_empirical_null_cdf","lagged_level_coefficient":-0.02132995316010377,"lagged_level_standard_error":0.005573179902419534,"calibration":{"specification_id":"adf_constant_seasonal_dummies_mc","sample_size_basis":"input_series_length_before_adf_lag_loss","requested_sample_size":137,"calibration_n_lower":132,"calibration_n_upper":138,"interpolation_weight":0.8333333333333334,"interpolation_policy":"linear_between_bracketing_sample_sizes; nearest_endpoint_outside_grid","replications_lower":50000,"replications_upper":50000,"generator_version":"seasonal-adf-mc-generator-v1.44","source_commit":"c635236f33de1a3010b145292fb92f8e24240e59"},"status":"stationary"},"constant_only_adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":3,"max_lag":13,"autolag_criterion":"aic","nobs":133,"statistic":-3.9627958849319738,"p_value":0.0016183541611727303,"critical_values":{"1%":-3.4805003838883772,"5%":-2.8835279559405045,"10%":-2.578495716547007},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.021260100826221484,"lagged_level_standard_error":0.005364924523884843,"calibration":null,"status":"stationary"},"legacy_seasonal_adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":3,"max_lag":13,"autolag_criterion":"aic","nobs":133,"statistic":-3.827250067926859,"p_value":null,"critical_values":{"1%":-3.4805003838883772,"5%":-2.8835279559405045,"10%":-2.578495716547007},"critical_value_policy":"zero-frequency ADF with fixed monthly deterministic terms; MacKinnon regression=c critical values retained as the documented reference policy","p_value_policy":"unavailable_for_custom_deterministic_specification","lagged_level_coefficient":-0.02132995316010377,"lagged_level_standard_error":0.005573179902419534,"calibration":null,"status":"stationary"},"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9645270321489468},{"lag":2,"value":0.9281543368366972},{"lag":3,"value":0.8921451236541316},{"lag":4,"value":0.8578113738263562},{"lag":5,"value":0.8246898781507216},{"lag":6,"value":0.7927473942695723},{"lag":7,"value":0.7603239881046875},{"lag":8,"value":0.7282662478740048},{"lag":9,"value":0.6958916133433438},{"lag":10,"value":0.6633330539433228},{"lag":11,"value":0.6322682168332487},{"lag":12,"value":0.602945327793274},{"lag":13,"value":0.5743028151829627},{"lag":14,"value":0.5457910881987533},{"lag":15,"value":0.5176782695064007},{"lag":16,"value":0.49009732853652516},{"lag":17,"value":0.46118669326045847},{"lag":18,"value":0.4323736012528384},{"lag":19,"value":0.4031749464254128},{"lag":20,"value":0.3739741077934695},{"lag":21,"value":0.34656617267036627},{"lag":22,"value":0.3212347929984273},{"lag":23,"value":0.29824590763889086},{"lag":24,"value":0.2775818035106707}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9645270321489468},{"lag":2,"value":-0.030967615151384797},{"lag":3,"value":-0.013485325375551948},{"lag":4,"value":0.004908100372921365},{"lag":5,"value":-0.0016549245215306608},{"lag":6,"value":-0.0014587405141816628},{"lag":7,"value":-0.024522296858410546},{"lag":8,"value":-0.012112725491565834},{"lag":9,"value":-0.02231159865009625},{"lag":10,"value":-0.02134882808974832},{"lag":11,"value":0.002265022074160178},{"lag":12,"value":0.005182680596305556},{"lag":13,"value":-0.009136474192657744},{"lag":14,"value":-0.01591751013595522},{"lag":15,"value":-0.011132110949586145},{"lag":16,"value":-0.009370290432487665},{"lag":17,"value":-0.037186734461196365},{"lag":18,"value":-0.017340986182505767},{"lag":19,"value":-0.025329843003897994},{"lag":20,"value":-0.021333347502650802},{"lag":21,"value":0.00445341488176559},{"lag":22,"value":0.00882102983697593},{"lag":23,"value":0.014680980881525689},{"lag":24,"value":0.015438497486479252}],"seasonal_lag_12_autocorrelation":0.602945327793274,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"not_run","selected_lag":null,"stability_status":"not_run","residual_status":"not_run","estimable":false,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"non_stationary","blocking_reasons":["hicp_monthly_index（log_difference）adf_constant_seasonal_dummies_mc 不能拒绝零频单位根（stat=-1.962，5% 临界值 -2.818）；请按预注册 profile 处理。"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference）adf_constant_seasonal_dummies_mc 不能拒绝零频单位根（stat=-1.962，5% 临界值 -2.818）；请按预注册 profile 处理。"}],"selected_fallback":null,"selection_reason":"预注册 seasonal-control baseline v2；与 v1 变量和变换相同，仅增加 11 个月份虚拟变量。"},{"country":"romania","profile_id":"baseline_monthly_macro_v2_seasonal_controls","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant_month_dummies","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant_month_dummies__adf_constant_seasonal_dummies_mc__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":null,"end_period":null,"effective_observations":0,"missing_ratio":null,"stationarity_status":"non_stationary","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":5,"max_lag":13,"autolag_criterion":"aic","nobs":131,"statistic":-2.498856702124384,"p_value":null,"critical_values":{"1%":-3.4430601104313854,"5%":-2.8178793999544505,"10%":-2.502465111482774},"critical_value_policy":"Monte Carlo finite-sample calibration for constant + 11 month dummies, common-sample AIC autolag and production tau; linear interpolation by input series length","p_value_policy":"unavailable_without_full_empirical_null_cdf","lagged_level_coefficient":-0.22986193459412102,"lagged_level_standard_error":0.09198684118169147,"calibration":{"specification_id":"adf_constant_seasonal_dummies_mc","sample_size_basis":"input_series_length_before_adf_lag_loss","requested_sample_size":137,"calibration_n_lower":132,"calibration_n_upper":138,"interpolation_weight":0.8333333333333334,"interpolation_policy":"linear_between_bracketing_sample_sizes; nearest_endpoint_outside_grid","replications_lower":50000,"replications_upper":50000,"generator_version":"seasonal-adf-mc-generator-v1.44","source_commit":"c635236f33de1a3010b145292fb92f8e24240e59"},"status":"non_stationary"},"constant_only_adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-3.8080312254882975,"p_value":0.002826205653293279,"critical_values":{"1%":-3.4808880719210005,"5%":-2.8836966192225284,"10%":-2.5785857598714417},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.3554588013127248,"lagged_level_standard_error":0.09334450803174411,"calibration":null,"status":"stationary"},"legacy_seasonal_adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":5,"max_lag":13,"autolag_criterion":"aic","nobs":131,"statistic":-2.498856702124384,"p_value":null,"critical_values":{"1%":-3.4812818022713494,"5%":-2.883867891664528,"10%":-2.5786771965503177},"critical_value_policy":"zero-frequency ADF with fixed monthly deterministic terms; MacKinnon regression=c critical values retained as the documented reference policy","p_value_policy":"unavailable_for_custom_deterministic_specification","lagged_level_coefficient":-0.22986193459412102,"lagged_level_standard_error":0.09198684118169147,"calibration":null,"status":"non_stationary"},"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.4816920234225958},{"lag":2,"value":0.28621468106219095},{"lag":3,"value":0.1905957189927245},{"lag":4,"value":0.16826265631487183},{"lag":5,"value":0.23951587930043958},{"lag":6,"value":0.312638794216232},{"lag":7,"value":0.3091793579038624},{"lag":8,"value":0.16515220708764233},{"lag":9,"value":0.14602508797872607},{"lag":10,"value":0.17132039848498304},{"lag":11,"value":0.20718702601161773},{"lag":12,"value":0.2901776204188878},{"lag":13,"value":0.16783814201846253},{"lag":14,"value":0.06848206092526742},{"lag":15,"value":0.11784576833809375},{"lag":16,"value":0.06718935288517008},{"lag":17,"value":0.08513103585532893},{"lag":18,"value":0.03800566868722615},{"lag":19,"value":-0.022218208433091642},{"lag":20,"value":-0.07423642749877765},{"lag":21,"value":-0.008999532204139281},{"lag":22,"value":0.059247723171840905},{"lag":23,"value":0.07299604692816365},{"lag":24,"value":0.11667226753518052}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.4816920234225958},{"lag":2,"value":0.0705591083646433},{"lag":3,"value":0.03725505405381066},{"lag":4,"value":0.0656103030570712},{"lag":5,"value":0.1599532097915194},{"lag":6,"value":0.16926523039874908},{"lag":7,"value":0.09285013468958432},{"lag":8,"value":-0.09035000020619362},{"lag":9,"value":0.0448895037893359},{"lag":10,"value":0.07437091193536607},{"lag":11,"value":0.06276672673617868},{"lag":12,"value":0.12100693421687958},{"lag":13,"value":-0.11559028352833726},{"lag":14,"value":-0.07679349683656364},{"lag":15,"value":0.10987570052148096},{"lag":16,"value":-0.08334751181419642},{"lag":17,"value":-0.03200596108308823},{"lag":18,"value":-0.11373258584583833},{"lag":19,"value":-0.10128131467081976},{"lag":20,"value":-0.036637921293427064},{"lag":21,"value":0.04760237257859187},{"lag":22,"value":0.02085054457349026},{"lag":23,"value":0.03474947125418897},{"lag":24,"value":0.0854620758499329}],"seasonal_lag_12_autocorrelation":0.2901776204188878,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","formal_decision":"stationary_with_seasonal_controls","adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-8.552444779085652,"p_value":null,"critical_values":{"1%":-3.4430601104313854,"5%":-2.8178793999544505,"10%":-2.502465111482774},"critical_value_policy":"Monte Carlo finite-sample calibration for constant + 11 month dummies, common-sample AIC autolag and production tau; linear interpolation by input series length","p_value_policy":"unavailable_without_full_empirical_null_cdf","lagged_level_coefficient":-1.4601180836362382,"lagged_level_standard_error":0.1707252278561149,"calibration":{"specification_id":"adf_constant_seasonal_dummies_mc","sample_size_basis":"input_series_length_before_adf_lag_loss","requested_sample_size":137,"calibration_n_lower":132,"calibration_n_upper":138,"interpolation_weight":0.8333333333333334,"interpolation_policy":"linear_between_bracketing_sample_sizes; nearest_endpoint_outside_grid","replications_lower":50000,"replications_upper":50000,"generator_version":"seasonal-adf-mc-generator-v1.44","source_commit":"c635236f33de1a3010b145292fb92f8e24240e59"},"status":"stationary"},"constant_only_adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-7.376913501326395,"p_value":8.673939344561177e-11,"critical_values":{"1%":-3.4808880719210005,"5%":-2.8836966192225284,"10%":-2.5785857598714417},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.8357176820247012,"lagged_level_standard_error":0.24884630702185037,"calibration":null,"status":"stationary"},"legacy_seasonal_adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-8.552444779085652,"p_value":null,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"zero-frequency ADF with fixed monthly deterministic terms; MacKinnon regression=c critical values retained as the documented reference policy","p_value_policy":"unavailable_for_custom_deterministic_specification","lagged_level_coefficient":-1.4601180836362382,"lagged_level_standard_error":0.1707252278561149,"calibration":null,"status":"stationary"},"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.0006055024355904958},{"lag":2,"value":-0.2689370515272795},{"lag":3,"value":-0.12034991442082721},{"lag":4,"value":-0.029228679244797634},{"lag":5,"value":-0.05420420981344367},{"lag":6,"value":0.00044267168804573053},{"lag":7,"value":-0.0030539853798409234},{"lag":8,"value":-0.027402375794556986},{"lag":9,"value":0.05660953926611663},{"lag":10,"value":0.04042937347996395},{"lag":11,"value":-0.042130239493247575},{"lag":12,"value":-0.0753597376532328},{"lag":13,"value":0.1276308655800245},{"lag":14,"value":-0.03994118921687906},{"lag":15,"value":-0.004662069771545855},{"lag":16,"value":-0.03416436937602943},{"lag":17,"value":0.04011339286577009},{"lag":18,"value":0.04530880373702149},{"lag":19,"value":-0.0012464183956757385},{"lag":20,"value":-0.04843103438671041},{"lag":21,"value":-0.0257423963307041},{"lag":22,"value":-0.08388343673248413},{"lag":23,"value":0.05942901042412807},{"lag":24,"value":0.04136802320960277}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.0006055024355904958},{"lag":2,"value":-0.26893751676190125},{"lag":3,"value":-0.12933493794322087},{"lag":4,"value":-0.11570907595621967},{"lag":5,"value":-0.1416819747207337},{"lag":6,"value":-0.0753759949932168},{"lag":7,"value":-0.09507034528194576},{"lag":8,"value":-0.09997859505302668},{"lag":9,"value":-0.005012674091810465},{"lag":10,"value":-0.021387204104533028},{"lag":11,"value":-0.05774794888825438},{"lag":12,"value":-0.09147828532065905},{"lag":13,"value":0.10081234443649092},{"lag":14,"value":-0.09111202232137579},{"lag":15,"value":0.03743020130453528},{"lag":16,"value":-0.060798573432217645},{"lag":17,"value":0.04169895756195378},{"lag":18,"value":0.04280546982884093},{"lag":19,"value":0.010379766874346472},{"lag":20,"value":-0.012347042146150917},{"lag":21,"value":0.0036600497463847178},{"lag":22,"value":-0.11958447902988094},{"lag":23,"value":0.04430871656794289},{"lag":24,"value":-0.03174743032516113}],"seasonal_lag_12_autocorrelation":-0.0753597376532328,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","formal_decision":"inconclusive","adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-2.681471747610595,"p_value":null,"critical_values":{"1%":-3.4430601104313854,"5%":-2.8178793999544505,"10%":-2.502465111482774},"critical_value_policy":"Monte Carlo finite-sample calibration for constant + 11 month dummies, common-sample AIC autolag and production tau; linear interpolation by input series length","p_value_policy":"unavailable_without_full_empirical_null_cdf","lagged_level_coefficient":-0.05250855657881899,"lagged_level_standard_error":0.01958199135441509,"calibration":{"specification_id":"adf_constant_seasonal_dummies_mc","sample_size_basis":"input_series_length_before_adf_lag_loss","requested_sample_size":137,"calibration_n_lower":132,"calibration_n_upper":138,"interpolation_weight":0.8333333333333334,"interpolation_policy":"linear_between_bracketing_sample_sizes; nearest_endpoint_outside_grid","replications_lower":50000,"replications_upper":50000,"generator_version":"seasonal-adf-mc-generator-v1.44","source_commit":"c635236f33de1a3010b145292fb92f8e24240e59"},"status":"borderline"},"constant_only_adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-2.7999946707686365,"p_value":0.05827452931554267,"critical_values":{"1%":-3.4808880719210005,"5%":-2.8836966192225284,"10%":-2.5785857598714417},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.05369718173131513,"lagged_level_standard_error":0.01917760140471072,"calibration":null,"status":"borderline"},"legacy_seasonal_adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-2.681471747610595,"p_value":null,"critical_values":{"1%":-3.4808880719210005,"5%":-2.8836966192225284,"10%":-2.5785857598714417},"critical_value_policy":"zero-frequency ADF with fixed monthly deterministic terms; MacKinnon regression=c critical values retained as the documented reference policy","p_value_policy":"unavailable_for_custom_deterministic_specification","lagged_level_coefficient":-0.05250855657881899,"lagged_level_standard_error":0.01958199135441509,"calibration":null,"status":"borderline"},"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9486417932825626},{"lag":2,"value":0.9087564459269901},{"lag":3,"value":0.8535708486269826},{"lag":4,"value":0.7971094544661173},{"lag":5,"value":0.7480197449406855},{"lag":6,"value":0.6979851386647785},{"lag":7,"value":0.6452288324190444},{"lag":8,"value":0.5911303009600873},{"lag":9,"value":0.5411528106507012},{"lag":10,"value":0.4893798923502702},{"lag":11,"value":0.4353198520861421},{"lag":12,"value":0.3886128716857551},{"lag":13,"value":0.34880450671984053},{"lag":14,"value":0.30721002614872667},{"lag":15,"value":0.2777408927743983},{"lag":16,"value":0.24106086862690596},{"lag":17,"value":0.2088607228969039},{"lag":18,"value":0.1729089273225431},{"lag":19,"value":0.13606003857838267},{"lag":20,"value":0.09930551534412509},{"lag":21,"value":0.06098278633345657},{"lag":22,"value":0.03234680107945417},{"lag":23,"value":-0.0024130091066609663},{"lag":24,"value":-0.03099187839414323}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9486417932825626},{"lag":2,"value":0.08828241897381309},{"lag":3,"value":-0.16269082860466902},{"lag":4,"value":-0.07407821397621689},{"lag":5,"value":0.05982379991967543},{"lag":6,"value":-0.012285300607705834},{"lag":7,"value":-0.08183297332150224},{"lag":8,"value":-0.0596658905330684},{"lag":9,"value":0.0249946138857216},{"lag":10,"value":-0.03254524649910224},{"lag":11,"value":-0.08350046419943227},{"lag":12,"value":0.030425421293836727},{"lag":13,"value":0.07775394893846423},{"lag":14,"value":-0.054197247472204925},{"lag":15,"value":0.04747102094132299},{"lag":16,"value":-0.06399935706284732},{"lag":17,"value":-0.004770097779370725},{"lag":18,"value":-0.06182416323327083},{"lag":19,"value":-0.05255349045243835},{"lag":20,"value":-0.02781886170745248},{"lag":21,"value":-0.041745193027923407},{"lag":22,"value":0.04995235818521754},{"lag":23,"value":-0.07009943835253599},{"lag":24,"value":-0.00236744375292623}],"seasonal_lag_12_autocorrelation":0.3886128716857551,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"not_run","selected_lag":null,"stability_status":"not_run","residual_status":"not_run","estimable":false,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"non_stationary","blocking_reasons":["hicp_monthly_index（log_difference）adf_constant_seasonal_dummies_mc 不能拒绝零频单位根（stat=-2.499，5% 临界值 -2.818）；请按预注册 profile 处理。"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference）adf_constant_seasonal_dummies_mc 不能拒绝零频单位根（stat=-2.499，5% 临界值 -2.818）；请按预注册 profile 处理。"}],"selected_fallback":null,"selection_reason":"预注册 seasonal-control baseline v2；与 v1 变量和变换相同，仅增加 11 个月份虚拟变量。"},{"country":"serbia","profile_id":"baseline_monthly_macro_v2_seasonal_controls","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant_month_dummies","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant_month_dummies__adf_constant_seasonal_dummies_mc__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":null,"end_period":null,"effective_observations":0,"missing_ratio":null,"stationarity_status":"not_tested","stationarity_detail":[],"lag_selection_status":"not_run","selected_lag":null,"stability_status":"not_run","residual_status":"not_run","estimable":false,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"missing_data","blocking_reasons":["所选变量组合在该国家没有共同可用的变换后序列。"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"所选变量组合在该国家没有共同可用的变换后序列。"}],"selected_fallback":null,"selection_reason":"预注册 seasonal-control baseline v2；与 v1 变量和变换相同，仅增加 11 个月份虚拟变量。"},{"country":"slovakia","profile_id":"baseline_monthly_macro_v2_seasonal_controls","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant_month_dummies","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant_month_dummies__adf_constant_seasonal_dummies_mc__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":null,"end_period":null,"effective_observations":0,"missing_ratio":null,"stationarity_status":"non_stationary","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","formal_decision":"inconclusive","adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-2.696549481471936,"p_value":null,"critical_values":{"1%":-3.4430601104313854,"5%":-2.8178793999544505,"10%":-2.502465111482774},"critical_value_policy":"Monte Carlo finite-sample calibration for constant + 11 month dummies, common-sample AIC autolag and production tau; linear interpolation by input series length","p_value_policy":"unavailable_without_full_empirical_null_cdf","lagged_level_coefficient":-0.22943234102064627,"lagged_level_standard_error":0.08508367548865023,"calibration":{"specification_id":"adf_constant_seasonal_dummies_mc","sample_size_basis":"input_series_length_before_adf_lag_loss","requested_sample_size":137,"calibration_n_lower":132,"calibration_n_upper":138,"interpolation_weight":0.8333333333333334,"interpolation_policy":"linear_between_bracketing_sample_sizes; nearest_endpoint_outside_grid","replications_lower":50000,"replications_upper":50000,"generator_version":"seasonal-adf-mc-generator-v1.44","source_commit":"c635236f33de1a3010b145292fb92f8e24240e59"},"status":"borderline"},"constant_only_adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":13,"max_lag":13,"autolag_criterion":"aic","nobs":123,"statistic":-2.5758044454960323,"p_value":0.09810181589256989,"critical_values":{"1%":-3.484667251420977,"5%":-2.8853397507076006,"10%":-2.5794629869786503},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.30309924645358466,"lagged_level_standard_error":0.1176716838825145,"calibration":null,"status":"non_stationary"},"legacy_seasonal_adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-2.696549481471936,"p_value":null,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"zero-frequency ADF with fixed monthly deterministic terms; MacKinnon regression=c critical values retained as the documented reference policy","p_value_policy":"unavailable_for_custom_deterministic_specification","lagged_level_coefficient":-0.22943234102064627,"lagged_level_standard_error":0.08508367548865023,"calibration":null,"status":"borderline"},"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.2607210161414255},{"lag":2,"value":0.39159366960592684},{"lag":3,"value":0.336010112789808},{"lag":4,"value":0.30823469871483977},{"lag":5,"value":0.21905678417779334},{"lag":6,"value":0.20656654964782337},{"lag":7,"value":0.17867798083945588},{"lag":8,"value":0.24393737372010288},{"lag":9,"value":0.19238617029196597},{"lag":10,"value":0.2500038729725454},{"lag":11,"value":0.10482066864125009},{"lag":12,"value":0.46230282485076774},{"lag":13,"value":0.008351696545512034},{"lag":14,"value":0.028387612077358564},{"lag":15,"value":0.037345208251833836},{"lag":16,"value":-0.010432900211509857},{"lag":17,"value":-0.08301918958037671},{"lag":18,"value":-0.0645633281025184},{"lag":19,"value":-0.08082681194864713},{"lag":20,"value":-0.04485439858367464},{"lag":21,"value":-0.02666885894290721},{"lag":22,"value":-0.03716239887780485},{"lag":23,"value":-0.08391916439585283},{"lag":24,"value":0.2142248057515665}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.2607210161414255},{"lag":2,"value":0.3472207043722051},{"lag":3,"value":0.21818350159723446},{"lag":4,"value":0.12578185338182252},{"lag":5,"value":-0.008149556859497456},{"lag":6,"value":-0.012777474847469264},{"lag":7,"value":0.002624629174594927},{"lag":8,"value":0.12519766334469806},{"lag":9,"value":0.07169273656559288},{"lag":10,"value":0.10681373727546715},{"lag":11,"value":-0.10543062711509112},{"lag":12,"value":0.3607713662115507},{"lag":13,"value":-0.2692288059056107},{"lag":14,"value":-0.306914010160886},{"lag":15,"value":-0.1182188300239814},{"lag":16,"value":-0.056312797434574374},{"lag":17,"value":-0.04641028316066149},{"lag":18,"value":-0.008371744048800632},{"lag":19,"value":0.003852842216080142},{"lag":20,"value":-0.051753522919754345},{"lag":21,"value":0.08530635426009606},{"lag":22,"value":-0.0349849285670024},{"lag":23,"value":0.034467899177988585},{"lag":24,"value":0.26594750155367175}],"seasonal_lag_12_autocorrelation":0.46230282485076774,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","formal_decision":"stationary_with_seasonal_controls","adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-9.477338139569392,"p_value":null,"critical_values":{"1%":-3.4430601104313854,"5%":-2.8178793999544505,"10%":-2.502465111482774},"critical_value_policy":"Monte Carlo finite-sample calibration for constant + 11 month dummies, common-sample AIC autolag and production tau; linear interpolation by input series length","p_value_policy":"unavailable_without_full_empirical_null_cdf","lagged_level_coefficient":-1.5335029992243614,"lagged_level_standard_error":0.1618073531450506,"calibration":{"specification_id":"adf_constant_seasonal_dummies_mc","sample_size_basis":"input_series_length_before_adf_lag_loss","requested_sample_size":137,"calibration_n_lower":132,"calibration_n_upper":138,"interpolation_weight":0.8333333333333334,"interpolation_policy":"linear_between_bracketing_sample_sizes; nearest_endpoint_outside_grid","replications_lower":50000,"replications_upper":50000,"generator_version":"seasonal-adf-mc-generator-v1.44","source_commit":"c635236f33de1a3010b145292fb92f8e24240e59"},"status":"stationary"},"constant_only_adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-9.671029255164536,"p_value":1.1102230246251565e-16,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.5273686649740825,"lagged_level_standard_error":0.15793237975765972,"calibration":null,"status":"stationary"},"legacy_seasonal_adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-9.477338139569392,"p_value":null,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"zero-frequency ADF with fixed monthly deterministic terms; MacKinnon regression=c critical values retained as the documented reference policy","p_value_policy":"unavailable_for_custom_deterministic_specification","lagged_level_coefficient":-1.5335029992243614,"lagged_level_standard_error":0.1618073531450506,"calibration":null,"status":"stationary"},"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":-0.028859556757863485},{"lag":2,"value":-0.18758272449416452},{"lag":3,"value":-0.23088332873538175},{"lag":4,"value":-0.003376353497720937},{"lag":5,"value":-0.05645239600294359},{"lag":6,"value":0.08045615383439358},{"lag":7,"value":0.02015862364332995},{"lag":8,"value":-0.053958953879708754},{"lag":9,"value":0.06858849813482355},{"lag":10,"value":-0.02710953310994467},{"lag":11,"value":-0.053193445792150705},{"lag":12,"value":-0.03934081009425978},{"lag":13,"value":0.07682748847003325},{"lag":14,"value":-0.05205507373371652},{"lag":15,"value":-0.049541426729061415},{"lag":16,"value":0.038095474754429086},{"lag":17,"value":0.1314342912172238},{"lag":18,"value":-0.0072600063302177675},{"lag":19,"value":-0.07760229572320873},{"lag":20,"value":-0.14174915322919363},{"lag":21,"value":-0.014200704627216199},{"lag":22,"value":0.05175052479677732},{"lag":23,"value":0.05858286474373082},{"lag":24,"value":0.029454726482409193}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":-0.028859556757863485},{"lag":2,"value":-0.18857265577559756},{"lag":3,"value":-0.2519204123130948},{"lag":4,"value":-0.07371730580715807},{"lag":5,"value":-0.17401959387028834},{"lag":6,"value":-0.01952259963533711},{"lag":7,"value":-0.04815062293501106},{"lag":8,"value":-0.1121871675071516},{"lag":9,"value":0.06823692719646701},{"lag":10,"value":-0.06796434339776149},{"lag":11,"value":-0.0655420351034515},{"lag":12,"value":-0.04454653870317846},{"lag":13,"value":0.010870444060452691},{"lag":14,"value":-0.08335332167518235},{"lag":15,"value":-0.09739950660836244},{"lag":16,"value":-0.001452323246326501},{"lag":17,"value":0.09103981764641673},{"lag":18,"value":-0.012205889131040855},{"lag":19,"value":-0.04615183487214639},{"lag":20,"value":-0.12410697489842992},{"lag":21,"value":-0.05485832407124226},{"lag":22,"value":-0.05709327122611223},{"lag":23,"value":-0.05780333477378973},{"lag":24,"value":-0.0050961159891845945}],"seasonal_lag_12_autocorrelation":-0.03934081009425978,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":3,"max_lag":13,"autolag_criterion":"aic","nobs":133,"statistic":-2.4111472664518425,"p_value":null,"critical_values":{"1%":-3.4430601104313854,"5%":-2.8178793999544505,"10%":-2.502465111482774},"critical_value_policy":"Monte Carlo finite-sample calibration for constant + 11 month dummies, common-sample AIC autolag and production tau; linear interpolation by input series length","p_value_policy":"unavailable_without_full_empirical_null_cdf","lagged_level_coefficient":-0.014199561929749903,"lagged_level_standard_error":0.005889130924236522,"calibration":{"specification_id":"adf_constant_seasonal_dummies_mc","sample_size_basis":"input_series_length_before_adf_lag_loss","requested_sample_size":137,"calibration_n_lower":132,"calibration_n_upper":138,"interpolation_weight":0.8333333333333334,"interpolation_policy":"linear_between_bracketing_sample_sizes; nearest_endpoint_outside_grid","replications_lower":50000,"replications_upper":50000,"generator_version":"seasonal-adf-mc-generator-v1.44","source_commit":"c635236f33de1a3010b145292fb92f8e24240e59"},"status":"non_stationary"},"constant_only_adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":3,"max_lag":13,"autolag_criterion":"aic","nobs":133,"statistic":-2.5578151710269137,"p_value":0.10203315854708161,"critical_values":{"1%":-3.4805003838883772,"5%":-2.8835279559405045,"10%":-2.578495716547007},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.014647730962581845,"lagged_level_standard_error":0.00572665731617389,"calibration":null,"status":"non_stationary"},"legacy_seasonal_adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":3,"max_lag":13,"autolag_criterion":"aic","nobs":133,"statistic":-2.4111472664518425,"p_value":null,"critical_values":{"1%":-3.4805003838883772,"5%":-2.8835279559405045,"10%":-2.578495716547007},"critical_value_policy":"zero-frequency ADF with fixed monthly deterministic terms; MacKinnon regression=c critical values retained as the documented reference policy","p_value_policy":"unavailable_for_custom_deterministic_specification","lagged_level_coefficient":-0.014199561929749903,"lagged_level_standard_error":0.005889130924236522,"calibration":null,"status":"non_stationary"},"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9649143449822146},{"lag":2,"value":0.9295497938032867},{"lag":3,"value":0.8957079858357311},{"lag":4,"value":0.8630029738666537},{"lag":5,"value":0.82848173971925},{"lag":6,"value":0.7921297005877085},{"lag":7,"value":0.7550592925562543},{"lag":8,"value":0.7169834994923263},{"lag":9,"value":0.6790001746743387},{"lag":10,"value":0.6416233620071428},{"lag":11,"value":0.6031957587530155},{"lag":12,"value":0.5656162782277814},{"lag":13,"value":0.5288022292939426},{"lag":14,"value":0.4928071374773748},{"lag":15,"value":0.4581904522373873},{"lag":16,"value":0.42498299632262676},{"lag":17,"value":0.3920415109002217},{"lag":18,"value":0.3597892287661066},{"lag":19,"value":0.3269466744240354},{"lag":20,"value":0.29440737615736007},{"lag":21,"value":0.26344268949090915},{"lag":22,"value":0.2342423566139328},{"lag":23,"value":0.20545879369849768},{"lag":24,"value":0.1770238924129162}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9649143449822146},{"lag":2,"value":-0.021901546688914395},{"lag":3,"value":0.0037860731148846695},{"lag":4,"value":-0.0015427204690444578},{"lag":5,"value":-0.04360916633502715},{"lag":6,"value":-0.04457848133892065},{"lag":7,"value":-0.03138034738391929},{"lag":8,"value":-0.03767759510791149},{"lag":9,"value":-0.021487926717584063},{"lag":10,"value":-0.01358986131868937},{"lag":11,"value":-0.037523729945643236},{"lag":12,"value":-0.00983848765299209},{"lag":13,"value":-0.012402390522961403},{"lag":14,"value":-0.012257565954323812},{"lag":15,"value":-0.0025252471316428897},{"lag":16,"value":-0.002394063025352607},{"lag":17,"value":-0.019396519933833484},{"lag":18,"value":-0.012926015048211314},{"lag":19,"value":-0.03379007772495669},{"lag":20,"value":-0.02267767810000664},{"lag":21,"value":-0.0038478209420667944},{"lag":22,"value":-0.0012169047925082127},{"lag":23,"value":-0.017902579746710928},{"lag":24,"value":-0.01731712319770449}],"seasonal_lag_12_autocorrelation":0.5656162782277814,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"not_run","selected_lag":null,"stability_status":"not_run","residual_status":"not_run","estimable":false,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"non_stationary","blocking_reasons":["unemployment_rate_monthly（level）adf_constant_seasonal_dummies_mc 不能拒绝零频单位根（stat=-2.411，5% 临界值 -2.818）；请按预注册 profile 处理。"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"unemployment_rate_monthly（level）adf_constant_seasonal_dummies_mc 不能拒绝零频单位根（stat=-2.411，5% 临界值 -2.818）；请按预注册 profile 处理。"}],"selected_fallback":null,"selection_reason":"预注册 seasonal-control baseline v2；与 v1 变量和变换相同，仅增加 11 个月份虚拟变量。"},{"country":"slovenia","profile_id":"baseline_monthly_macro_v2_seasonal_controls","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant_month_dummies","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant_month_dummies__adf_constant_seasonal_dummies_mc__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":null,"end_period":null,"effective_observations":0,"missing_ratio":null,"stationarity_status":"non_stationary","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":8,"max_lag":13,"autolag_criterion":"aic","nobs":128,"statistic":-1.8574083616260653,"p_value":null,"critical_values":{"1%":-3.4430601104313854,"5%":-2.8178793999544505,"10%":-2.502465111482774},"critical_value_policy":"Monte Carlo finite-sample calibration for constant + 11 month dummies, common-sample AIC autolag and production tau; linear interpolation by input series length","p_value_policy":"unavailable_without_full_empirical_null_cdf","lagged_level_coefficient":-0.29198117946218416,"lagged_level_standard_error":0.15719816142453977,"calibration":{"specification_id":"adf_constant_seasonal_dummies_mc","sample_size_basis":"input_series_length_before_adf_lag_loss","requested_sample_size":137,"calibration_n_lower":132,"calibration_n_upper":138,"interpolation_weight":0.8333333333333334,"interpolation_policy":"linear_between_bracketing_sample_sizes; nearest_endpoint_outside_grid","replications_lower":50000,"replications_upper":50000,"generator_version":"seasonal-adf-mc-generator-v1.44","source_commit":"c635236f33de1a3010b145292fb92f8e24240e59"},"status":"non_stationary"},"constant_only_adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":12,"max_lag":13,"autolag_criterion":"aic","nobs":124,"statistic":-2.0453294755966027,"p_value":0.26705795098835483,"critical_values":{"1%":-3.484219653271961,"5%":-2.8851452356416374,"10%":-2.5793591389177943},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.40090520148894954,"lagged_level_standard_error":0.19601008359399377,"calibration":null,"status":"non_stationary"},"legacy_seasonal_adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":8,"max_lag":13,"autolag_criterion":"aic","nobs":128,"statistic":-1.8574083616260653,"p_value":null,"critical_values":{"1%":-3.4825006939888,"5%":-2.884397984161377,"10%":-2.5789601977539065},"critical_value_policy":"zero-frequency ADF with fixed monthly deterministic terms; MacKinnon regression=c critical values retained as the documented reference policy","p_value_policy":"unavailable_for_custom_deterministic_specification","lagged_level_coefficient":-0.29198117946218416,"lagged_level_standard_error":0.15719816142453977,"calibration":null,"status":"non_stationary"},"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.32283933504008827},{"lag":2,"value":0.019163744123316905},{"lag":3,"value":-0.03364061834776105},{"lag":4,"value":-0.005301251698552231},{"lag":5,"value":0.0706849154092209},{"lag":6,"value":0.249639425592051},{"lag":7,"value":0.07091404449569359},{"lag":8,"value":-0.0469426460939829},{"lag":9,"value":0.013232001565172038},{"lag":10,"value":0.015555563122294962},{"lag":11,"value":0.1281722721437466},{"lag":12,"value":0.3690466468281178},{"lag":13,"value":0.11035596795793193},{"lag":14,"value":-0.0009921077770974355},{"lag":15,"value":0.01017630917875014},{"lag":16,"value":-0.041496576326051464},{"lag":17,"value":-0.08869723382333052},{"lag":18,"value":-0.037895772537126136},{"lag":19,"value":-0.17503378007784628},{"lag":20,"value":-0.09278484924093057},{"lag":21,"value":-0.08261716111589171},{"lag":22,"value":-0.08974769167195913},{"lag":23,"value":0.08075479634409621},{"lag":24,"value":0.25714829462675115}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.32283933504008827},{"lag":2,"value":-0.09495857169455395},{"lag":3,"value":-0.010993111830529454},{"lag":4,"value":0.013350469026943463},{"lag":5,"value":0.07383335556641638},{"lag":6,"value":0.2270775195200134},{"lag":7,"value":-0.09508194579003},{"lag":8,"value":-0.03003459175982495},{"lag":9,"value":0.06811127199447363},{"lag":10,"value":-0.01702809411982933},{"lag":11,"value":0.13207967758419265},{"lag":12,"value":0.2855129749561954},{"lag":13,"value":-0.11660737246339352},{"lag":14,"value":0.05534125892675121},{"lag":15,"value":0.009942883041527838},{"lag":16,"value":-0.0853015824154271},{"lag":17,"value":-0.11580704413043219},{"lag":18,"value":-0.15019536596009475},{"lag":19,"value":-0.17576305972665882},{"lag":20,"value":0.04494062016225719},{"lag":21,"value":-0.16887472275001988},{"lag":22,"value":-0.04112111702390804},{"lag":23,"value":0.18391164857737824},{"lag":24,"value":0.1486541740328575}],"seasonal_lag_12_autocorrelation":0.3690466468281178,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","formal_decision":"stationary_with_seasonal_controls","adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-8.519008210785946,"p_value":null,"critical_values":{"1%":-3.4430601104313854,"5%":-2.8178793999544505,"10%":-2.502465111482774},"critical_value_policy":"Monte Carlo finite-sample calibration for constant + 11 month dummies, common-sample AIC autolag and production tau; linear interpolation by input series length","p_value_policy":"unavailable_without_full_empirical_null_cdf","lagged_level_coefficient":-1.5073796029841384,"lagged_level_standard_error":0.17694308605967063,"calibration":{"specification_id":"adf_constant_seasonal_dummies_mc","sample_size_basis":"input_series_length_before_adf_lag_loss","requested_sample_size":137,"calibration_n_lower":132,"calibration_n_upper":138,"interpolation_weight":0.8333333333333334,"interpolation_policy":"linear_between_bracketing_sample_sizes; nearest_endpoint_outside_grid","replications_lower":50000,"replications_upper":50000,"generator_version":"seasonal-adf-mc-generator-v1.44","source_commit":"c635236f33de1a3010b145292fb92f8e24240e59"},"status":"stationary"},"constant_only_adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-9.06496854348619,"p_value":4.440892098500626e-15,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.524014902769355,"lagged_level_standard_error":0.16812136693672983,"calibration":null,"status":"stationary"},"legacy_seasonal_adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-8.519008210785946,"p_value":null,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"zero-frequency ADF with fixed monthly deterministic terms; MacKinnon regression=c critical values retained as the documented reference policy","p_value_policy":"unavailable_for_custom_deterministic_specification","lagged_level_coefficient":-1.5073796029841384,"lagged_level_standard_error":0.17694308605967063,"calibration":null,"status":"stationary"},"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":-0.11892445795833885},{"lag":2,"value":-0.12534149886447027},{"lag":3,"value":-0.15341744833220383},{"lag":4,"value":0.005643662447904543},{"lag":5,"value":0.03919031345944583},{"lag":6,"value":-0.10788565723672511},{"lag":7,"value":0.044790419575563616},{"lag":8,"value":0.07982963584602094},{"lag":9,"value":0.032206487421184885},{"lag":10,"value":-0.044392420355102505},{"lag":11,"value":0.02514673344747371},{"lag":12,"value":-0.11450857101724939},{"lag":13,"value":0.09834575656147782},{"lag":14,"value":-0.04540691289902297},{"lag":15,"value":-0.028946153729432267},{"lag":16,"value":0.04849340315947703},{"lag":17,"value":0.0035147927752346812},{"lag":18,"value":0.11252624356393065},{"lag":19,"value":-0.1356811124993698},{"lag":20,"value":-0.037591035470780944},{"lag":21,"value":-0.08368017248292979},{"lag":22,"value":0.1417330067621827},{"lag":23,"value":0.07076589149605982},{"lag":24,"value":-0.13728590367087476}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":-0.11892445795833885},{"lag":2,"value":-0.1414855596125161},{"lag":3,"value":-0.19382514167918125},{"lag":4,"value":-0.06826285382690138},{"lag":5,"value":-0.022823564965931107},{"lag":6,"value":-0.15537208945474337},{"lag":7,"value":-0.006712185471991005},{"lag":8,"value":0.05385895235387007},{"lag":9,"value":0.019672574264293346},{"lag":10,"value":-0.011684566971577017},{"lag":11,"value":0.06349132296114186},{"lag":12,"value":-0.11752330021663306},{"lag":13,"value":0.080303428133183},{"lag":14,"value":-0.02825303019405136},{"lag":15,"value":-0.05937492875851709},{"lag":16,"value":0.038321264726226316},{"lag":17,"value":0.005860483936118721},{"lag":18,"value":0.09049053960901782},{"lag":19,"value":-0.07138619317200799},{"lag":20,"value":-0.03498333203053188},{"lag":21,"value":-0.11862084672395834},{"lag":22,"value":0.0882699840920398},{"lag":23,"value":0.07701184029644612},{"lag":24,"value":-0.14226985890625363}],"seasonal_lag_12_autocorrelation":-0.11450857101724939,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant_seasonal_dummies_mc","formal_decision":"stationary_with_seasonal_controls","adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":3,"max_lag":13,"autolag_criterion":"aic","nobs":133,"statistic":-2.911002557095307,"p_value":null,"critical_values":{"1%":-3.4430601104313854,"5%":-2.8178793999544505,"10%":-2.502465111482774},"critical_value_policy":"Monte Carlo finite-sample calibration for constant + 11 month dummies, common-sample AIC autolag and production tau; linear interpolation by input series length","p_value_policy":"unavailable_without_full_empirical_null_cdf","lagged_level_coefficient":-0.021984160698982545,"lagged_level_standard_error":0.007552092541244297,"calibration":{"specification_id":"adf_constant_seasonal_dummies_mc","sample_size_basis":"input_series_length_before_adf_lag_loss","requested_sample_size":137,"calibration_n_lower":132,"calibration_n_upper":138,"interpolation_weight":0.8333333333333334,"interpolation_policy":"linear_between_bracketing_sample_sizes; nearest_endpoint_outside_grid","replications_lower":50000,"replications_upper":50000,"generator_version":"seasonal-adf-mc-generator-v1.44","source_commit":"c635236f33de1a3010b145292fb92f8e24240e59"},"status":"stationary"},"constant_only_adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":3,"max_lag":13,"autolag_criterion":"aic","nobs":133,"statistic":-3.017322574204362,"p_value":0.03330805268117831,"critical_values":{"1%":-3.4805003838883772,"5%":-2.8835279559405045,"10%":-2.578495716547007},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.021960050346903362,"lagged_level_standard_error":0.00727799226196225,"calibration":null,"status":"stationary"},"legacy_seasonal_adf":{"test":"adf","regression":"c+seasonal_dummies","deterministic_terms":"constant_month_dummies","seasonal_dummies":11,"reference_month":"January","series_length":137,"used_lag":3,"max_lag":13,"autolag_criterion":"aic","nobs":133,"statistic":-2.911002557095307,"p_value":null,"critical_values":{"1%":-3.4805003838883772,"5%":-2.8835279559405045,"10%":-2.578495716547007},"critical_value_policy":"zero-frequency ADF with fixed monthly deterministic terms; MacKinnon regression=c critical values retained as the documented reference policy","p_value_policy":"unavailable_for_custom_deterministic_specification","lagged_level_coefficient":-0.021984160698982545,"lagged_level_standard_error":0.007552092541244297,"calibration":null,"status":"stationary"},"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9717469170648065},{"lag":2,"value":0.9376093054761033},{"lag":3,"value":0.9004099425751417},{"lag":4,"value":0.8652399415242231},{"lag":5,"value":0.8342252395978819},{"lag":6,"value":0.8081446473081972},{"lag":7,"value":0.7838433066009629},{"lag":8,"value":0.7590736937503889},{"lag":9,"value":0.7324817446289342},{"lag":10,"value":0.7025918086578025},{"lag":11,"value":0.6708329830448142},{"lag":12,"value":0.6399564807334857},{"lag":13,"value":0.6101193052494589},{"lag":14,"value":0.5802390450770001},{"lag":15,"value":0.5526597993663916},{"lag":16,"value":0.525598847852641},{"lag":17,"value":0.49864140912847055},{"lag":18,"value":0.4718479112950289},{"lag":19,"value":0.44276380504736645},{"lag":20,"value":0.41019622871508254},{"lag":21,"value":0.3734025191094433},{"lag":22,"value":0.3383957287002962},{"lag":23,"value":0.3059185206763761},{"lag":24,"value":0.2782072824668849}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9717469170648065},{"lag":2,"value":-0.11996075689430667},{"lag":3,"value":-0.06257998416303508},{"lag":4,"value":0.027376362138503568},{"lag":5,"value":0.051392492847355094},{"lag":6,"value":0.05500193182279668},{"lag":7,"value":-0.0037597282724026624},{"lag":8,"value":-0.03044423704504103},{"lag":9,"value":-0.037972691753996236},{"lag":10,"value":-0.05780203384031603},{"lag":11,"value":-0.03137344199849112},{"lag":12,"value":0.0076286837918078994},{"lag":13,"value":-0.008248262145957372},{"lag":14,"value":-0.036215539358049526},{"lag":15,"value":0.013618450859298876},{"lag":16,"value":-0.015840658753011126},{"lag":17,"value":-0.016262837042289438},{"lag":18,"value":-0.009407381522170128},{"lag":19,"value":-0.05549903709309969},{"lag":20,"value":-0.07200048054031562},{"lag":21,"value":-0.08646645201440123},{"lag":22,"value":0.022334668062088812},{"lag":23,"value":0.015257054440886802},{"lag":24,"value":0.035154018579409425}],"seasonal_lag_12_autocorrelation":0.6399564807334857,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"not_run","selected_lag":null,"stability_status":"not_run","residual_status":"not_run","estimable":false,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"non_stationary","blocking_reasons":["hicp_monthly_index（log_difference）adf_constant_seasonal_dummies_mc 不能拒绝零频单位根（stat=-1.857，5% 临界值 -2.818）；请按预注册 profile 处理。"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference）adf_constant_seasonal_dummies_mc 不能拒绝零频单位根（stat=-1.857，5% 临界值 -2.818）；请按预注册 profile 处理。"}],"selected_fallback":null,"selection_reason":"预注册 seasonal-control baseline v2；与 v1 变量和变换相同，仅增加 11 个月份虚拟变量。"}]},"exploratory_profile_readiness":{"schema_version":"var-profile-readiness-v1.44","generated_at":"2026-09-03","profile":{"profile_id":"exploratory_monthly_macro_fallback_v1","profile_kind":"exploratory_search_policy","name":"月度宏观探索性变换搜索","variables":[{"role":"inflation","indicator":"hicp_monthly_index","transformation":"log_difference"},{"role":"industrial_production","indicator":"industrial_production_index","transformation":"log_difference"},{"role":"labour","indicator":"unemployment_rate_monthly","transformation":"level"}],"deterministic_terms":"constant","stationarity_specification_id":"adf_constant","sample_policy":{"frequency":"monthly","start_period":"2015-01","end_policy":"latest_country_observation","minimum_effective_observations":60,"contiguous_months_required":true},"lag_policy":{"criterion":"bic","max_lag":12,"parameter_ratio_minimum":4,"common_sample":true},"fallback_policy":"documented_exploratory_chain","interpretation_boundary":"按预先登记的 fallback chain 进行探索性规格搜索；每次 ADF 尝试、变换改变及选择原因均须记录，结果不得冒充 baseline。"},"estimable_countries":["austria","czechia","poland","romania","slovenia"],"dynamic_response_ready_countries":[],"dynamic_response_ready_6m_countries":[],"dynamic_response_ready_12m_countries":[],"dynamic_response_ready_18m_countries":[],"dynamic_response_ready_24m_countries":[],"record_count":10,"records":[{"country":"austria","profile_id":"exploratory_monthly_macro_fallback_v1","profile_kind":"exploratory_fallback","variables":[{"indicator":"hicp_annual_rate","transformation":"first_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_annual_rate","industrial_production_index","unemployment_rate_monthly"],"transformations":["first_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_annual_rate:first_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":"2015-02","end_period":"2026-06","effective_observations":137,"missing_ratio":0.0144,"stationarity_status":"stationary","stationarity_detail":[{"indicator":"hicp_annual_rate","transformation":"first_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":12,"max_lag":13,"autolag_criterion":"aic","nobs":124,"statistic":-3.0992598191378296,"p_value":0.02660801369511806,"critical_values":{"1%":-3.484219653271961,"5%":-2.8851452356416374,"10%":-2.5793591389177943},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.5835944865117059,"lagged_level_standard_error":0.1883012462872679,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.14971512816880816},{"lag":2,"value":0.0010372909040206764},{"lag":3,"value":0.25660255551915967},{"lag":4,"value":0.2563252640396967},{"lag":5,"value":-0.02969149075086429},{"lag":6,"value":0.09410072959502115},{"lag":7,"value":0.3047031379336289},{"lag":8,"value":0.03946033705452981},{"lag":9,"value":-0.1382919392642299},{"lag":10,"value":0.11852408338608217},{"lag":11,"value":0.09202446019042729},{"lag":12,"value":-0.3572503297729655},{"lag":13,"value":0.021173485478923334},{"lag":14,"value":0.037991782234754044},{"lag":15,"value":-0.07770962992390874},{"lag":16,"value":-0.1002523095173806},{"lag":17,"value":-0.03717302125154368},{"lag":18,"value":-0.08195266264004282},{"lag":19,"value":-0.21375095169379354},{"lag":20,"value":-0.037167266823954374},{"lag":21,"value":-0.03261018898868149},{"lag":22,"value":-0.2333081899890664},{"lag":23,"value":-0.14265347722353292},{"lag":24,"value":-0.07111262134095869}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.14971512816880816},{"lag":2,"value":-0.021867479943175807},{"lag":3,"value":0.2657998085473799},{"lag":4,"value":0.19364600844484908},{"lag":5,"value":-0.08409280192653164},{"lag":6,"value":0.06773378942335496},{"lag":7,"value":0.2008154640393799},{"lag":8,"value":-0.04616689142429303},{"lag":9,"value":-0.15871529699303513},{"lag":10,"value":0.023485906758349568},{"lag":11,"value":-0.02006326848128474},{"lag":12,"value":-0.35667402550256705},{"lag":13,"value":0.13731018775060708},{"lag":14,"value":-0.11344009756801117},{"lag":15,"value":0.06672418646495702},{"lag":16,"value":0.1029447375675292},{"lag":17,"value":-0.13867613972609144},{"lag":18,"value":-0.03390586047017499},{"lag":19,"value":-0.01988733719831443},{"lag":20,"value":0.014461447594904201},{"lag":21,"value":-0.11016146656637348},{"lag":22,"value":-0.1261894090680985},{"lag":23,"value":-0.030293042666747066},{"lag":24,"value":-0.21472405206115}],"seasonal_lag_12_autocorrelation":-0.3572503297729655,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-9.11773122700783,"p_value":3.2751579226442118e-15,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.345076192575128,"lagged_level_standard_error":0.14752312379979446,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.0678143445125021},{"lag":2,"value":-0.16162254524804082},{"lag":3,"value":-0.25266182302072077},{"lag":4,"value":0.010473130171365691},{"lag":5,"value":-0.02283796460980195},{"lag":6,"value":0.022102521061458588},{"lag":7,"value":-0.032329333507960134},{"lag":8,"value":0.05863334414836472},{"lag":9,"value":0.06884662526710177},{"lag":10,"value":0.07149786666737931},{"lag":11,"value":-0.09395412641043435},{"lag":12,"value":0.0013315509707656319},{"lag":13,"value":0.056272476053617744},{"lag":14,"value":-0.01967830618512191},{"lag":15,"value":-0.05008606676465317},{"lag":16,"value":-0.05516985698857536},{"lag":17,"value":-0.01959323995666178},{"lag":18,"value":-0.038037319909068106},{"lag":19,"value":0.029795028562945903},{"lag":20,"value":0.0183166690247603},{"lag":21,"value":-0.07861083749399797},{"lag":22,"value":0.10014176127137878},{"lag":23,"value":-0.10968364577071738},{"lag":24,"value":-0.07027042889977392}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.0678143445125021},{"lag":2,"value":-0.16698927841213754},{"lag":3,"value":-0.23618909674427174},{"lag":4,"value":0.013738055068690474},{"lag":5,"value":-0.10885200447698455},{"lag":6,"value":-0.03163917586955437},{"lag":7,"value":-0.05141510026868618},{"lag":8,"value":0.030269333765169194},{"lag":9,"value":0.056630483433531414},{"lag":10,"value":0.06487341783101645},{"lag":11,"value":-0.05934121123339498},{"lag":12,"value":0.06340302410672753},{"lag":13,"value":0.07756002721767184},{"lag":14,"value":-0.05304879833283226},{"lag":15,"value":0.002211323973419007},{"lag":16,"value":-0.04731982427448945},{"lag":17,"value":-0.0484329148591976},{"lag":18,"value":-0.08340963338504888},{"lag":19,"value":-0.010167286774432386},{"lag":20,"value":-0.02163226327029343},{"lag":21,"value":-0.1262265878033531},{"lag":22,"value":0.1136447600876582},{"lag":23,"value":-0.18315136657823838},{"lag":24,"value":-0.051086271258705324}],"seasonal_lag_12_autocorrelation":0.0013315509707656319,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":0,"max_lag":13,"autolag_criterion":"aic","nobs":136,"statistic":-2.906913598444285,"p_value":0.044549926602545475,"critical_values":{"1%":-3.4793722137854926,"5%":-2.8830370378332995,"10%":-2.578233635380623},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.11808151241975312,"lagged_level_standard_error":0.040620922645567346,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.8818094563318637},{"lag":2,"value":0.7917869625982802},{"lag":3,"value":0.6886917057239974},{"lag":4,"value":0.5938462709713527},{"lag":5,"value":0.5161943616537575},{"lag":6,"value":0.47033859854699017},{"lag":7,"value":0.43556626505951157},{"lag":8,"value":0.39741683566707275},{"lag":9,"value":0.32045051000831637},{"lag":10,"value":0.25004545851871746},{"lag":11,"value":0.14782766575241899},{"lag":12,"value":0.054143885610816636},{"lag":13,"value":-0.01638666606443937},{"lag":14,"value":-0.08879764614132096},{"lag":15,"value":-0.1359156714459802},{"lag":16,"value":-0.16991944594525996},{"lag":17,"value":-0.20026193403652098},{"lag":18,"value":-0.20956602736850385},{"lag":19,"value":-0.23406601508119015},{"lag":20,"value":-0.21300321225057456},{"lag":21,"value":-0.22785731792513772},{"lag":22,"value":-0.2390335421258101},{"lag":23,"value":-0.24499372968457717},{"lag":24,"value":-0.24966676244664382}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.8818094563318637},{"lag":2,"value":0.06384115983312945},{"lag":3,"value":-0.09586679554005034},{"lag":4,"value":-0.03447855442345236},{"lag":5,"value":0.02753620301343842},{"lag":6,"value":0.10725535118316452},{"lag":7,"value":0.04053985509450221},{"lag":8,"value":-0.04291701672676767},{"lag":9,"value":-0.2094045951909759},{"lag":10,"value":-0.042059382784607934},{"lag":11,"value":-0.15319393194124423},{"lag":12,"value":-0.05937658488548198},{"lag":13,"value":0.024064501754817554},{"lag":14,"value":-0.10930473398201442},{"lag":15,"value":-0.006637433687774958},{"lag":16,"value":0.00008800682880522547},{"lag":17,"value":-0.005752063171286165},{"lag":18,"value":0.08052537368920734},{"lag":19,"value":-0.03330777006358876},{"lag":20,"value":0.17903152371442493},{"lag":21,"value":-0.12295420246245839},{"lag":22,"value":-0.03804896901429643},{"lag":23,"value":-0.020845412247316494},{"lag":24,"value":-0.014623928557221324}],"seasonal_lag_12_autocorrelation":0.054143885610816636,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"completed","selected_lag":1,"stability_status":"stable","residual_status":"failed","estimable":true,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"residual_diagnostics_failed","blocking_reasons":["主残差 Portmanteau 诊断 h=12 未通过；动态响应暂不可用"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-1.948，5% 临界值 -2.885）；请按预注册 profile 处理。"},{"attempt":2,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference_12"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference_12）adf_constant 不能拒绝零频单位根（stat=-1.803，5% 临界值 -2.888）；请按预注册 profile 处理。"},{"attempt":3,"variables":[{"indicator":"hicp_annual_rate","transformation":"level"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_annual_rate（level）adf_constant 不能拒绝零频单位根（stat=-2.036，5% 临界值 -2.885）；请按预注册 profile 处理。"},{"attempt":4,"variables":[{"indicator":"hicp_annual_rate","transformation":"first_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"ok","reason":null}],"selected_fallback":[{"indicator":"hicp_annual_rate","transformation":"first_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"selection_reason":"第 4 次登记变换尝试获得可估计规格；仅用于探索性分析。"},{"country":"croatia","profile_id":"exploratory_monthly_macro_fallback_v1","profile_kind":"exploratory_fallback","variables":[{"indicator":"hicp_annual_rate","transformation":"first_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_annual_rate","industrial_production_index","unemployment_rate_monthly"],"transformations":["first_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_annual_rate:first_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":null,"end_period":null,"effective_observations":0,"missing_ratio":null,"stationarity_status":"non_stationary","stationarity_detail":[{"indicator":"hicp_annual_rate","transformation":"first_difference","stationarity_specification_id":"adf_constant","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":13,"max_lag":13,"autolag_criterion":"aic","nobs":123,"statistic":-2.1658246623860653,"p_value":0.2188820467470054,"critical_values":{"1%":-3.484667251420977,"5%":-2.8853397507076006,"10%":-2.5794629869786503},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.29732383394299006,"lagged_level_standard_error":0.1372797341846831,"calibration":null,"status":"non_stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.5212378078368481},{"lag":2,"value":0.42517733342240155},{"lag":3,"value":0.15151106083830934},{"lag":4,"value":0.11018923884079057},{"lag":5,"value":0.15879227813352806},{"lag":6,"value":0.16191285320416626},{"lag":7,"value":0.2719986024041578},{"lag":8,"value":0.182389410670955},{"lag":9,"value":0.12875262030540002},{"lag":10,"value":-0.0885637147236693},{"lag":11,"value":-0.1318776338487192},{"lag":12,"value":-0.2743869340928651},{"lag":13,"value":-0.0627636053011205},{"lag":14,"value":0.03256875037267487},{"lag":15,"value":0.038410288529118514},{"lag":16,"value":0.021980467432445232},{"lag":17,"value":-0.17226603159146453},{"lag":18,"value":-0.141880546503014},{"lag":19,"value":-0.2528909625672365},{"lag":20,"value":-0.1704038457198852},{"lag":21,"value":-0.23126173225070462},{"lag":22,"value":-0.17825478656401095},{"lag":23,"value":-0.18342199070431392},{"lag":24,"value":-0.23899355166135625}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.5212378078368481},{"lag":2,"value":0.21074575281796223},{"lag":3,"value":-0.19146237038905095},{"lag":4,"value":0.027518116376720518},{"lag":5,"value":0.2061742906986665},{"lag":6,"value":0.02365172924368127},{"lag":7,"value":0.14361853203834482},{"lag":8,"value":-0.03720667350560363},{"lag":9,"value":-0.07665116529701808},{"lag":10,"value":-0.21609652822158987},{"lag":11,"value":-0.040609570325648145},{"lag":12,"value":-0.20681863070248524},{"lag":13,"value":0.22424520472338622},{"lag":14,"value":0.14245258625295412},{"lag":15,"value":-0.15021805719060488},{"lag":16,"value":-0.028379220773263093},{"lag":17,"value":-0.09636534666474793},{"lag":18,"value":0.02668878011049696},{"lag":19,"value":-0.03864431171083467},{"lag":20,"value":-0.05564233214112523},{"lag":21,"value":-0.23301781229078627},{"lag":22,"value":-0.1015082377845408},{"lag":23,"value":-0.010436574748984118},{"lag":24,"value":-0.12578338900335817}],"seasonal_lag_12_autocorrelation":-0.2743869340928651,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-7.3359195007179485,"p_value":1.0966755281671681e-10,"critical_values":{"1%":-3.4808880719210005,"5%":-2.8836966192225284,"10%":-2.5785857598714417},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-2.0464500715546228,"lagged_level_standard_error":0.27896299453045276,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":-0.219991814754114},{"lag":2,"value":-0.06946404999886294},{"lag":3,"value":-0.11848727602266651},{"lag":4,"value":0.03262860446457611},{"lag":5,"value":-0.09987455852565888},{"lag":6,"value":0.07245359703469256},{"lag":7,"value":-0.09566044810769987},{"lag":8,"value":0.12034138058267602},{"lag":9,"value":-0.02877542179391997},{"lag":10,"value":-0.004028579756037373},{"lag":11,"value":-0.03212009858838177},{"lag":12,"value":-0.015529791288352815},{"lag":13,"value":0.038282042494688744},{"lag":14,"value":-0.023842364812744262},{"lag":15,"value":0.0911996194555589},{"lag":16,"value":-0.11551751880294765},{"lag":17,"value":0.05257357008241886},{"lag":18,"value":0.000457971976698809},{"lag":19,"value":0.14020403733595405},{"lag":20,"value":-0.14055993559280655},{"lag":21,"value":0.08611420607253802},{"lag":22,"value":-0.1359468513946654},{"lag":23,"value":0.02225183423226547},{"lag":24,"value":-0.08398839701765819}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":-0.219991814754114},{"lag":2,"value":-0.12385456336984559},{"lag":3,"value":-0.1738606441268737},{"lag":4,"value":-0.05398448167716086},{"lag":5,"value":-0.1507617157247054},{"lag":6,"value":-0.016676366126533133},{"lag":7,"value":-0.1292452757277157},{"lag":8,"value":0.04155925170318487},{"lag":9,"value":-0.012036482096099099},{"lag":10,"value":-0.031793481877141844},{"lag":11,"value":-0.019660682268894836},{"lag":12,"value":-0.061970258115966854},{"lag":13,"value":0.03485224323525594},{"lag":14,"value":-0.04619724588762905},{"lag":15,"value":0.10030923937426257},{"lag":16,"value":-0.09463551757029186},{"lag":17,"value":0.021644911096668697},{"lag":18,"value":0.0227826066642654},{"lag":19,"value":0.1461648797805416},{"lag":20,"value":-0.03201085574994476},{"lag":21,"value":0.06700738193363909},{"lag":22,"value":-0.06379222923869081},{"lag":23,"value":-0.061414914475061665},{"lag":24,"value":-0.07228616602190852}],"seasonal_lag_12_autocorrelation":-0.015529791288352815,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-2.9241262522040286,"p_value":0.04261351654174905,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.011083396003647342,"lagged_level_standard_error":0.0037903274509072074,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9687477063535618},{"lag":2,"value":0.9354070340072678},{"lag":3,"value":0.901949839886129},{"lag":4,"value":0.8681476335241645},{"lag":5,"value":0.8350831196426517},{"lag":6,"value":0.8020752405472371},{"lag":7,"value":0.7692894868926239},{"lag":8,"value":0.7359493256067451},{"lag":9,"value":0.7021890726589283},{"lag":10,"value":0.6680596482506209},{"lag":11,"value":0.6346156952402595},{"lag":12,"value":0.6022823694339047},{"lag":13,"value":0.5709145761334545},{"lag":14,"value":0.541103612240201},{"lag":15,"value":0.5133084100076967},{"lag":16,"value":0.48689311735838403},{"lag":17,"value":0.46042625406709464},{"lag":18,"value":0.4342502306125375},{"lag":19,"value":0.40860756839211526},{"lag":20,"value":0.38347917233028445},{"lag":21,"value":0.357688813649643},{"lag":22,"value":0.3318284396920119},{"lag":23,"value":0.30487328140327014},{"lag":24,"value":0.2783248342855748}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9687477063535618},{"lag":2,"value":-0.049816188800054076},{"lag":3,"value":-0.018026278644760408},{"lag":4,"value":-0.0231290349524155},{"lag":5,"value":-0.0057054308244553105},{"lag":6,"value":-0.01787068402388776},{"lag":7,"value":-0.01472506671990067},{"lag":8,"value":-0.027951724111472082},{"lag":9,"value":-0.025342260610520924},{"lag":10,"value":-0.025459681169226225},{"lag":11,"value":-0.008674909593626847},{"lag":12,"value":-0.003160100118135683},{"lag":13,"value":-0.005640626313682989},{"lag":14,"value":0.004091991604291873},{"lag":15,"value":0.011970506899173275},{"lag":16,"value":0.0021612252376302958},{"lag":17,"value":-0.020121262853227826},{"lag":18,"value":-0.013511939481676942},{"lag":19,"value":-0.010089540941218604},{"lag":20,"value":-0.010782243254467187},{"lag":21,"value":-0.030719701519476696},{"lag":22,"value":-0.020561276473595246},{"lag":23,"value":-0.038289886399780045},{"lag":24,"value":-0.012656157183679365}],"seasonal_lag_12_autocorrelation":0.6022823694339047,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"not_run","selected_lag":null,"stability_status":"not_run","residual_status":"not_run","estimable":false,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"non_stationary","blocking_reasons":["hicp_annual_rate（first_difference）adf_constant 不能拒绝零频单位根（stat=-2.166，5% 临界值 -2.885）；请按预注册 profile 处理。"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-1.909，5% 临界值 -2.885）；请按预注册 profile 处理。"},{"attempt":2,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference_12"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference_12）adf_constant 不能拒绝零频单位根（stat=-1.922，5% 临界值 -2.888）；请按预注册 profile 处理。"},{"attempt":3,"variables":[{"indicator":"hicp_annual_rate","transformation":"level"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_annual_rate（level）adf_constant 不能拒绝零频单位根（stat=-2.128，5% 临界值 -2.885）；请按预注册 profile 处理。"},{"attempt":4,"variables":[{"indicator":"hicp_annual_rate","transformation":"first_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_annual_rate（first_difference）adf_constant 不能拒绝零频单位根（stat=-2.166，5% 临界值 -2.885）；请按预注册 profile 处理。"}],"selected_fallback":null,"selection_reason":"探索性 fallback chain 未找到可估计规格。"},{"country":"czechia","profile_id":"exploratory_monthly_macro_fallback_v1","profile_kind":"exploratory_fallback","variables":[{"indicator":"hicp_annual_rate","transformation":"first_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_annual_rate","industrial_production_index","unemployment_rate_monthly"],"transformations":["first_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_annual_rate:first_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":"2015-02","end_period":"2026-06","effective_observations":137,"missing_ratio":0.0144,"stationarity_status":"borderline","stationarity_detail":[{"indicator":"hicp_annual_rate","transformation":"first_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":11,"max_lag":13,"autolag_criterion":"aic","nobs":125,"statistic":-3.849809670780044,"p_value":0.0024368928457235706,"critical_values":{"1%":-3.4837793736959997,"5%":-2.88495387648,"10%":-2.579256976},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.56821767820121,"lagged_level_standard_error":0.14759630391963727,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.24866717269241792},{"lag":2,"value":0.38301674846726896},{"lag":3,"value":-0.004692263015093525},{"lag":4,"value":0.24949667687652297},{"lag":5,"value":0.14974552440031566},{"lag":6,"value":0.1728776092965621},{"lag":7,"value":0.14113453097167805},{"lag":8,"value":0.1319853467889443},{"lag":9,"value":0.15641443717993728},{"lag":10,"value":0.0405113305779961},{"lag":11,"value":0.0040746405894105785},{"lag":12,"value":-0.30105397261878714},{"lag":13,"value":-0.1067215441913555},{"lag":14,"value":-0.2548621021190755},{"lag":15,"value":-0.0021965594470767505},{"lag":16,"value":-0.21425699515247706},{"lag":17,"value":-0.1254391770245546},{"lag":18,"value":-0.22437239810767862},{"lag":19,"value":-0.12330459677656151},{"lag":20,"value":-0.18482768076854175},{"lag":21,"value":-0.08883616614574713},{"lag":22,"value":-0.09053268080489649},{"lag":23,"value":-0.1119092090183376},{"lag":24,"value":-0.1318762661704834}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.24866717269241792},{"lag":2,"value":0.3423507697352535},{"lag":3,"value":-0.18408493065492937},{"lag":4,"value":0.19206463442163563},{"lag":5,"value":0.1624975808165749},{"lag":6,"value":-0.059901864301774146},{"lag":7,"value":0.09216985859702287},{"lag":8,"value":0.06265712372191935},{"lag":9,"value":0.0248390649564212},{"lag":10,"value":-0.07493597826920784},{"lag":11,"value":-0.09265448529026271},{"lag":12,"value":-0.3883341102797134},{"lag":13,"value":-0.018629532894626537},{"lag":14,"value":-0.10092777585032592},{"lag":15,"value":-0.02965387192812008},{"lag":16,"value":-0.038349753679742214},{"lag":17,"value":-0.07206418760866769},{"lag":18,"value":-0.008153705032030667},{"lag":19,"value":0.07170847993406664},{"lag":20,"value":-0.0033941984625461825},{"lag":21,"value":0.15673515387843126},{"lag":22,"value":0.14480716570416038},{"lag":23,"value":-0.0957170618187935},{"lag":24,"value":-0.15824502996066322}],"seasonal_lag_12_autocorrelation":-0.30105397261878714,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-8.903537879038959,"p_value":1.1546319456101628e-14,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.4256334734893985,"lagged_level_standard_error":0.16011988637075134,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.008419512937125263},{"lag":2,"value":-0.25469598595236403},{"lag":3,"value":-0.13946346405742202},{"lag":4,"value":0.0030670352414095144},{"lag":5,"value":-0.04243358720377568},{"lag":6,"value":-0.04698703975466315},{"lag":7,"value":-0.0191608425326674},{"lag":8,"value":-0.0047245811663129975},{"lag":9,"value":0.0370918318680079},{"lag":10,"value":0.16088132102947666},{"lag":11,"value":-0.14282261001989818},{"lag":12,"value":-0.1475030296650977},{"lag":13,"value":0.059391101298552094},{"lag":14,"value":0.04943197344466294},{"lag":15,"value":-0.03646847540127752},{"lag":16,"value":0.020719610313942868},{"lag":17,"value":0.10381810110663695},{"lag":18,"value":0.011892236632176688},{"lag":19,"value":-0.08569453592730336},{"lag":20,"value":0.06616548245502155},{"lag":21,"value":-0.06362296296887708},{"lag":22,"value":-0.06544130786851847},{"lag":23,"value":0.04575167149927866},{"lag":24,"value":0.038817247313007563}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.008419512937125263},{"lag":2,"value":-0.25478493539543523},{"lag":3,"value":-0.1439838243664345},{"lag":4,"value":-0.06975360120081428},{"lag":5,"value":-0.12802790521173474},{"lag":6,"value":-0.10159254455069763},{"lag":7,"value":-0.09164315107587058},{"lag":8,"value":-0.08841834607300363},{"lag":9,"value":-0.031804853342209366},{"lag":10,"value":0.12183557727491187},{"lag":11,"value":-0.17361483156383184},{"lag":12,"value":-0.11160868210328159},{"lag":13,"value":-0.0005304572012046713},{"lag":14,"value":-0.07220175306460687},{"lag":15,"value":-0.06844818670176141},{"lag":16,"value":0.0008398986731271469},{"lag":17,"value":0.05340534196400455},{"lag":18,"value":-0.004193874930397026},{"lag":19,"value":-0.057852631157586015},{"lag":20,"value":0.07697502761082511},{"lag":21,"value":-0.051346954679628916},{"lag":22,"value":-0.03454604571999759},{"lag":23,"value":0.0028772276213829876},{"lag":24,"value":-0.003912785160163645}],"seasonal_lag_12_autocorrelation":-0.1475030296650977,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant","formal_decision":"inconclusive","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-2.6974697629564144,"p_value":0.07447713490562952,"critical_values":{"1%":-3.4808880719210005,"5%":-2.8836966192225284,"10%":-2.5785857598714417},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.06526807010586125,"lagged_level_standard_error":0.024196034002741795,"calibration":null,"status":"borderline"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9163135065758483},{"lag":2,"value":0.8608223144886334},{"lag":3,"value":0.8212971459437867},{"lag":4,"value":0.7772899395710154},{"lag":5,"value":0.7271233925997638},{"lag":6,"value":0.6799918142265556},{"lag":7,"value":0.6333452295318147},{"lag":8,"value":0.5813874497904983},{"lag":9,"value":0.5385155875100603},{"lag":10,"value":0.4921182246892473},{"lag":11,"value":0.4409896021665825},{"lag":12,"value":0.3925842231044142},{"lag":13,"value":0.35521581274472636},{"lag":14,"value":0.3182619809943642},{"lag":15,"value":0.29087906038334993},{"lag":16,"value":0.25924987374895114},{"lag":17,"value":0.21080651802028008},{"lag":18,"value":0.1762697428567335},{"lag":19,"value":0.15121447543014166},{"lag":20,"value":0.11040996793247007},{"lag":21,"value":0.07811144255095322},{"lag":22,"value":0.05025697833085789},{"lag":23,"value":0.013712186925956977},{"lag":24,"value":-0.01257336625922678}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9163135065758483},{"lag":2,"value":0.13214398333225716},{"lag":3,"value":0.09939544240599577},{"lag":4,"value":-0.011730322056776217},{"lag":5,"value":-0.054689088214958465},{"lag":6,"value":-0.023713634906571305},{"lag":7,"value":-0.028771577004643934},{"lag":8,"value":-0.059444977843410886},{"lag":9,"value":0.016011771574939885},{"lag":10,"value":-0.04006791162926555},{"lag":11,"value":-0.0559082506952854},{"lag":12,"value":-0.029637589155767464},{"lag":13,"value":0.03100124532741451},{"lag":14,"value":0.00211614098726507},{"lag":15,"value":0.055896814583311735},{"lag":16,"value":-0.02743752251978704},{"lag":17,"value":-0.12889944080220622},{"lag":18,"value":0.009645805438673367},{"lag":19,"value":0.02631313650236297},{"lag":20,"value":-0.09264458059204808},{"lag":21,"value":0.015243793961849543},{"lag":22,"value":-0.013338315424394419},{"lag":23,"value":-0.07190951765474712},{"lag":24,"value":0.02972239412466603}],"seasonal_lag_12_autocorrelation":0.3925842231044142,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"completed","selected_lag":2,"stability_status":"stable","residual_status":"passed","estimable":true,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"estimable_with_warning","blocking_reasons":["至少一个变量的 ADF 结果为 borderline；可估计但不开放动态响应"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-2.097，5% 临界值 -2.885）；请按预注册 profile 处理。"},{"attempt":2,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference_12"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference_12）adf_constant 不能拒绝零频单位根（stat=-1.664，5% 临界值 -2.887）；请按预注册 profile 处理。"},{"attempt":3,"variables":[{"indicator":"hicp_annual_rate","transformation":"level"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_annual_rate（level）adf_constant 不能拒绝零频单位根（stat=-1.851，5% 临界值 -2.885）；请按预注册 profile 处理。"},{"attempt":4,"variables":[{"indicator":"hicp_annual_rate","transformation":"first_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"ok","reason":null}],"selected_fallback":[{"indicator":"hicp_annual_rate","transformation":"first_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"selection_reason":"第 4 次登记变换尝试获得可估计规格；仅用于探索性分析。"},{"country":"germany","profile_id":"exploratory_monthly_macro_fallback_v1","profile_kind":"exploratory_fallback","variables":[{"indicator":"hicp_annual_rate","transformation":"first_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_annual_rate","industrial_production_index","unemployment_rate_monthly"],"transformations":["first_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_annual_rate:first_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":null,"end_period":null,"effective_observations":0,"missing_ratio":null,"stationarity_status":"non_stationary","stationarity_detail":[{"indicator":"hicp_annual_rate","transformation":"first_difference","stationarity_specification_id":"adf_constant","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":13,"max_lag":13,"autolag_criterion":"aic","nobs":123,"statistic":-2.5389836000031036,"p_value":0.10627495515434005,"critical_values":{"1%":-3.484667251420977,"5%":-2.8853397507076006,"10%":-2.5794629869786503},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.5495318394795816,"lagged_level_standard_error":0.2164377270805963,"calibration":null,"status":"non_stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.09180294612516308},{"lag":2,"value":0.12146012483175697},{"lag":3,"value":-0.14631714209477242},{"lag":4,"value":0.18105616116511863},{"lag":5,"value":0.136404164536543},{"lag":6,"value":0.20270236479868728},{"lag":7,"value":0.027078206014101422},{"lag":8,"value":-0.039432359344130745},{"lag":9,"value":-0.019827419273641813},{"lag":10,"value":0.13033712291825936},{"lag":11,"value":0.11945529905275477},{"lag":12,"value":-0.31338296985406294},{"lag":13,"value":-0.06338885763507508},{"lag":14,"value":0.018696165744088437},{"lag":15,"value":0.07987435371478903},{"lag":16,"value":-0.06693462058433038},{"lag":17,"value":-0.09676290838355224},{"lag":18,"value":-0.1724636041676602},{"lag":19,"value":-0.08971137162909486},{"lag":20,"value":0.04757133913768166},{"lag":21,"value":0.15991835236502303},{"lag":22,"value":-0.15337566734415273},{"lag":23,"value":-0.2066217162796502},{"lag":24,"value":-0.20323465343129526}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.09180294612516308},{"lag":2,"value":0.1139930523860971},{"lag":3,"value":-0.1702907217544542},{"lag":4,"value":0.20614701645298514},{"lag":5,"value":0.14389998808094268},{"lag":6,"value":0.11098621652382924},{"lag":7,"value":0.029653290117190697},{"lag":8,"value":-0.07561882569229109},{"lag":9,"value":-0.012045106501296029},{"lag":10,"value":0.09306470866943799},{"lag":11,"value":0.040634829019564986},{"lag":12,"value":-0.4250076320357616},{"lag":13,"value":0.04068694050491034},{"lag":14,"value":0.18550507289573998},{"lag":15,"value":-0.13894964055470047},{"lag":16,"value":-0.07082203843830936},{"lag":17,"value":0.01689960282675869},{"lag":18,"value":-0.057445592970328425},{"lag":19,"value":-0.04581606579037928},{"lag":20,"value":0.06660843035614514},{"lag":21,"value":0.1298467998116349},{"lag":22,"value":-0.13094968939191504},{"lag":23,"value":-0.07868370237055704},{"lag":24,"value":-0.2783608423199269}],"seasonal_lag_12_autocorrelation":-0.31338296985406294,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-9.20973972500051,"p_value":1.887379141862766e-15,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.4773330337582826,"lagged_level_standard_error":0.160409857158933,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.015073967270929143},{"lag":2,"value":-0.2971364971298711},{"lag":3,"value":-0.15099888079409113},{"lag":4,"value":0.11318624929751266},{"lag":5,"value":-0.013343394117884063},{"lag":6,"value":-0.09313482783197602},{"lag":7,"value":0.010812223302942668},{"lag":8,"value":-0.08182798685973114},{"lag":9,"value":0.05201661951932718},{"lag":10,"value":0.02538541376752807},{"lag":11,"value":-0.041972159653733895},{"lag":12,"value":-0.025795210902232253},{"lag":13,"value":0.02032225681043254},{"lag":14,"value":0.011849767937387595},{"lag":15,"value":-0.06301115464110524},{"lag":16,"value":0.12015796272306707},{"lag":17,"value":0.08159791400344608},{"lag":18,"value":-0.07667839613617165},{"lag":19,"value":-0.013210348500042638},{"lag":20,"value":-0.07574840899326875},{"lag":21,"value":0.006650183253071889},{"lag":22,"value":-0.03827173249812056},{"lag":23,"value":0.09189238717404916},{"lag":24,"value":-0.0015364277366930396}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.015073967270929143},{"lag":2,"value":-0.2974313052955993},{"lag":3,"value":-0.15439475202158953},{"lag":4,"value":0.027036902677613908},{"lag":5,"value":-0.11266931370637855},{"lag":6,"value":-0.08898356134547629},{"lag":7,"value":-0.006922494240290565},{"lag":8,"value":-0.17906788762113085},{"lag":9,"value":0.03174780565057968},{"lag":10,"value":-0.04425410957762999},{"lag":11,"value":-0.09143873191923095},{"lag":12,"value":-0.009195135421261741},{"lag":13,"value":-0.046215005198717046},{"lag":14,"value":-0.04915492434974516},{"lag":15,"value":-0.06609374830704298},{"lag":16,"value":0.09438025670803933},{"lag":17,"value":0.048181602635286515},{"lag":18,"value":-0.038793884403502836},{"lag":19,"value":0.07188067273693201},{"lag":20,"value":-0.12749122897708481},{"lag":21,"value":-0.0025682707592908477},{"lag":22,"value":-0.05467557873291004},{"lag":23,"value":0.038813255957948684},{"lag":24,"value":0.009384532886058462}],"seasonal_lag_12_autocorrelation":-0.025795210902232253,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":3,"max_lag":13,"autolag_criterion":"aic","nobs":133,"statistic":-2.386552492863822,"p_value":0.14556789484809946,"critical_values":{"1%":-3.4805003838883772,"5%":-2.8835279559405045,"10%":-2.578495716547007},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.029095384956861786,"lagged_level_standard_error":0.012191386966706868,"calibration":null,"status":"non_stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9634383122928946},{"lag":2,"value":0.9224107462315159},{"lag":3,"value":0.8782502546144156},{"lag":4,"value":0.8260920462060009},{"lag":5,"value":0.7694906618024122},{"lag":6,"value":0.7111120070007539},{"lag":7,"value":0.6491788114029567},{"lag":8,"value":0.5828024398099855},{"lag":9,"value":0.5155147306588802},{"lag":10,"value":0.44687136635012314},{"lag":11,"value":0.3773393668423309},{"lag":12,"value":0.31045057057254416},{"lag":13,"value":0.24442770714269269},{"lag":14,"value":0.18549122294602016},{"lag":15,"value":0.1287763267469346},{"lag":16,"value":0.0738159985868195},{"lag":17,"value":0.021077258424291482},{"lag":18,"value":-0.024597804864156858},{"lag":19,"value":-0.0702728681526052},{"lag":20,"value":-0.10932857216649113},{"lag":21,"value":-0.14263084974575022},{"lag":22,"value":-0.17326722172790482},{"lag":23,"value":-0.2025706409115072},{"lag":24,"value":-0.23009678969703992}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9634383122928946},{"lag":2,"value":-0.08083171336236689},{"lag":3,"value":-0.061600919306135066},{"lag":4,"value":-0.1313207448613743},{"lag":5,"value":-0.0794687038102786},{"lag":6,"value":-0.04558139830326239},{"lag":7,"value":-0.07001124793458142},{"lag":8,"value":-0.08750489919602553},{"lag":9,"value":-0.044714000024598764},{"lag":10,"value":-0.05372596560012653},{"lag":11,"value":-0.04707898527258433},{"lag":12,"value":-0.005739684613219131},{"lag":13,"value":-0.03658764974138806},{"lag":14,"value":0.05413179470779675},{"lag":15,"value":-0.027433286376501415},{"lag":16,"value":-0.03325392370144483},{"lag":17,"value":-0.03866841076593888},{"lag":18,"value":0.03518975612353763},{"lag":19,"value":-0.06703325195051046},{"lag":20,"value":0.031282081435860885},{"lag":21,"value":0.0003903826402302719},{"lag":22,"value":-0.023905781380582313},{"lag":23,"value":-0.05016897964902051},{"lag":24,"value":-0.049351696730110826}],"seasonal_lag_12_autocorrelation":0.31045057057254416,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"not_run","selected_lag":null,"stability_status":"not_run","residual_status":"not_run","estimable":false,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"non_stationary","blocking_reasons":["hicp_annual_rate（first_difference）adf_constant 不能拒绝零频单位根（stat=-2.539，5% 临界值 -2.885）；请按预注册 profile 处理。","unemployment_rate_monthly（level）adf_constant 不能拒绝零频单位根（stat=-2.387，5% 临界值 -2.884）；请按预注册 profile 处理。"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-1.859，5% 临界值 -2.885）；请按预注册 profile 处理。"},{"attempt":2,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference_12"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference_12）adf_constant 不能拒绝零频单位根（stat=-1.746，5% 临界值 -2.887）；请按预注册 profile 处理。"},{"attempt":3,"variables":[{"indicator":"hicp_annual_rate","transformation":"level"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_annual_rate（level）adf_constant 不能拒绝零频单位根（stat=-2.226，5% 临界值 -2.885）；请按预注册 profile 处理。"},{"attempt":4,"variables":[{"indicator":"hicp_annual_rate","transformation":"first_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_annual_rate（first_difference）adf_constant 不能拒绝零频单位根（stat=-2.539，5% 临界值 -2.885）；请按预注册 profile 处理。"}],"selected_fallback":null,"selection_reason":"探索性 fallback chain 未找到可估计规格。"},{"country":"hungary","profile_id":"exploratory_monthly_macro_fallback_v1","profile_kind":"exploratory_fallback","variables":[{"indicator":"hicp_annual_rate","transformation":"first_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_annual_rate","industrial_production_index","unemployment_rate_monthly"],"transformations":["first_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_annual_rate:first_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":null,"end_period":null,"effective_observations":0,"missing_ratio":null,"stationarity_status":"non_stationary","stationarity_detail":[{"indicator":"hicp_annual_rate","transformation":"first_difference","stationarity_specification_id":"adf_constant","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":13,"max_lag":13,"autolag_criterion":"aic","nobs":123,"statistic":-2.5252648204854062,"p_value":0.10944750390851937,"critical_values":{"1%":-3.484667251420977,"5%":-2.8853397507076006,"10%":-2.5794629869786503},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.2736741767432894,"lagged_level_standard_error":0.10837444632467648,"calibration":null,"status":"non_stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.7721809890024048},{"lag":2,"value":0.5893373321501978},{"lag":3,"value":0.4649236994680566},{"lag":4,"value":0.36225995418259027},{"lag":5,"value":0.2918971864843039},{"lag":6,"value":0.18985260089255634},{"lag":7,"value":0.0948496880469979},{"lag":8,"value":-0.012993810208976171},{"lag":9,"value":-0.12819871121691195},{"lag":10,"value":-0.1805005398986216},{"lag":11,"value":-0.3093929302013116},{"lag":12,"value":-0.4391582341705561},{"lag":13,"value":-0.38593393570883777},{"lag":14,"value":-0.2756942914756121},{"lag":15,"value":-0.1922878610998911},{"lag":16,"value":-0.16627042922067753},{"lag":17,"value":-0.18763393914933424},{"lag":18,"value":-0.17983604251971963},{"lag":19,"value":-0.13118819695809184},{"lag":20,"value":-0.08406033769374964},{"lag":21,"value":-0.051557588653789364},{"lag":22,"value":-0.03663872116147458},{"lag":23,"value":-0.021847365040509603},{"lag":24,"value":-0.015785779970022774}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.7721809890024048},{"lag":2,"value":-0.017155117953422026},{"lag":3,"value":0.03787892509543753},{"lag":4,"value":-0.011939165401088287},{"lag":5,"value":0.025812234192628434},{"lag":6,"value":-0.11338274921001848},{"lag":7,"value":-0.05546445979388276},{"lag":8,"value":-0.12471838406308365},{"lag":9,"value":-0.1295934579452225},{"lag":10,"value":0.011699847822537128},{"lag":11,"value":-0.2766706859838805},{"lag":12,"value":-0.18718605922824838},{"lag":13,"value":0.2745673817468058},{"lag":14,"value":0.19226151244828868},{"lag":15,"value":0.023846608755300158},{"lag":16,"value":-0.04694527567437378},{"lag":17,"value":-0.11985807909640317},{"lag":18,"value":-0.04922210610889587},{"lag":19,"value":0.0639683723039738},{"lag":20,"value":-0.10987109257774015},{"lag":21,"value":-0.10907022940521564},{"lag":22,"value":0.04161066936373599},{"lag":23,"value":-0.10015336982597664},{"lag":24,"value":-0.16114745385795534}],"seasonal_lag_12_autocorrelation":-0.4391582341705561,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":1,"max_lag":13,"autolag_criterion":"aic","nobs":135,"statistic":-10.37531994602584,"p_value":0,"critical_values":{"1%":-3.4797425866991816,"5%":-2.88319822181578,"10%":-2.578319684499314},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.2296099760676658,"lagged_level_standard_error":0.11851296947605507,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.008678514283270065},{"lag":2,"value":-0.243254766766547},{"lag":3,"value":-0.10132350218742775},{"lag":4,"value":-0.058393651077364134},{"lag":5,"value":-0.04426381266585457},{"lag":6,"value":-0.06214724815714179},{"lag":7,"value":-0.004682339527791553},{"lag":8,"value":0.051185119827485824},{"lag":9,"value":0.03394685351271094},{"lag":10,"value":-0.015615961515354894},{"lag":11,"value":-0.052511820450020785},{"lag":12,"value":0.013965183303782176},{"lag":13,"value":-0.03001333883518952},{"lag":14,"value":-0.0032351486209554045},{"lag":15,"value":-0.002158659824478904},{"lag":16,"value":-0.021874131964776212},{"lag":17,"value":0.09312831722248101},{"lag":18,"value":0.059429286758401145},{"lag":19,"value":-0.038974267865901975},{"lag":20,"value":-0.0249811652496584},{"lag":21,"value":0.025206334774605554},{"lag":22,"value":-0.022615654992767326},{"lag":23,"value":-0.025995664956216247},{"lag":24,"value":-0.02526464010641308}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.008678514283270065},{"lag":2,"value":-0.24334841155415918},{"lag":3,"value":-0.1026742650719474},{"lag":4,"value":-0.12663069807107516},{"lag":5,"value":-0.10680468212762725},{"lag":6,"value":-0.1376818124834653},{"lag":7,"value":-0.08286460118039944},{"lag":8,"value":-0.03878568139290959},{"lag":9,"value":-0.031132704065009845},{"lag":10,"value":-0.0510888225685327},{"lag":11,"value":-0.08158726019077735},{"lag":12,"value":-0.021969168099621378},{"lag":13,"value":-0.08633937079192448},{"lag":14,"value":-0.03532735444479786},{"lag":15,"value":-0.0603907287417428},{"lag":16,"value":-0.07474822277901594},{"lag":17,"value":0.04610178246180072},{"lag":18,"value":0.02327460169368691},{"lag":19,"value":-0.018439475488773824},{"lag":20,"value":0.0017415199980609277},{"lag":21,"value":0.03510523953768332},{"lag":22,"value":-0.01604856823381422},{"lag":23,"value":0.0033884725335785256},{"lag":24,"value":-0.027677627432440257}],"seasonal_lag_12_autocorrelation":0.013965183303782176,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":1,"max_lag":13,"autolag_criterion":"aic","nobs":135,"statistic":-3.831586865257551,"p_value":0.0026001791869343926,"critical_values":{"1%":-3.4797425866991816,"5%":-2.88319822181578,"10%":-2.578319684499314},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.05640650538244407,"lagged_level_standard_error":0.014721447631503076,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9385029818343847},{"lag":2,"value":0.8709487025126454},{"lag":3,"value":0.7994684629986003},{"lag":4,"value":0.7386241175851576},{"lag":5,"value":0.6783507654098709},{"lag":6,"value":0.6224300916356211},{"lag":7,"value":0.5756727906298797},{"lag":8,"value":0.5258345688899075},{"lag":9,"value":0.47547344558825394},{"lag":10,"value":0.41888559522289465},{"lag":11,"value":0.3656611087710684},{"lag":12,"value":0.31312059282912075},{"lag":13,"value":0.2635648142684516},{"lag":14,"value":0.2169456814125849},{"lag":15,"value":0.17389067613553896},{"lag":16,"value":0.14283110901946722},{"lag":17,"value":0.11496543990934661},{"lag":18,"value":0.0868906101745532},{"lag":19,"value":0.05892036075209633},{"lag":20,"value":0.034192101012066406},{"lag":21,"value":0.013389801464342118},{"lag":22,"value":-0.004741501639112789},{"lag":23,"value":-0.020668221224119557},{"lag":24,"value":-0.037584255296629385}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9385029818343847},{"lag":2,"value":-0.08253474284727991},{"lag":3,"value":-0.06691966392019372},{"lag":4,"value":0.053313061650763556},{"lag":5,"value":-0.0377964751238224},{"lag":6,"value":-0.00513221652973857},{"lag":7,"value":0.04754168221156233},{"lag":8,"value":-0.06733303932934637},{"lag":9,"value":-0.034879009114829725},{"lag":10,"value":-0.07195332038858859},{"lag":11,"value":-0.011041863261656779},{"lag":12,"value":-0.02827910434737485},{"lag":13,"value":-0.020676286854575766},{"lag":14,"value":-0.016453642055237666},{"lag":15,"value":-0.01370310907001237},{"lag":16,"value":0.05905997228569786},{"lag":17,"value":-0.005750288468222199},{"lag":18,"value":-0.037343906526563525},{"lag":19,"value":-0.009860639800742931},{"lag":20,"value":-0.0005576612796301555},{"lag":21,"value":0.006630448566854112},{"lag":22,"value":0.003545232617200736},{"lag":23,"value":-0.01144174835239292},{"lag":24,"value":-0.036127377358541185}],"seasonal_lag_12_autocorrelation":0.31312059282912075,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"not_run","selected_lag":null,"stability_status":"not_run","residual_status":"not_run","estimable":false,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"non_stationary","blocking_reasons":["hicp_annual_rate（first_difference）adf_constant 不能拒绝零频单位根（stat=-2.525，5% 临界值 -2.885）；请按预注册 profile 处理。"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-2.283，5% 临界值 -2.885）；请按预注册 profile 处理。"},{"attempt":2,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference_12"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference_12）adf_constant 不能拒绝零频单位根（stat=-1.698，5% 临界值 -2.888）；请按预注册 profile 处理。"},{"attempt":3,"variables":[{"indicator":"hicp_annual_rate","transformation":"level"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_annual_rate（level）adf_constant 不能拒绝零频单位根（stat=-1.910，5% 临界值 -2.885）；请按预注册 profile 处理。"},{"attempt":4,"variables":[{"indicator":"hicp_annual_rate","transformation":"first_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_annual_rate（first_difference）adf_constant 不能拒绝零频单位根（stat=-2.525，5% 临界值 -2.885）；请按预注册 profile 处理。"}],"selected_fallback":null,"selection_reason":"探索性 fallback chain 未找到可估计规格。"},{"country":"poland","profile_id":"exploratory_monthly_macro_fallback_v1","profile_kind":"exploratory_fallback","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":"2015-02","end_period":"2026-06","effective_observations":137,"missing_ratio":0.0144,"stationarity_status":"stationary","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-3.5047864635483457,"p_value":0.007865015085694094,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.31860096673382626,"lagged_level_standard_error":0.09090453014682828,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.49898908821578475},{"lag":2,"value":0.4194627355509843},{"lag":3,"value":0.38510127056946525},{"lag":4,"value":0.3053418165187587},{"lag":5,"value":0.35115545472846255},{"lag":6,"value":0.3724027658574755},{"lag":7,"value":0.27155982207593665},{"lag":8,"value":0.23878516956361012},{"lag":9,"value":0.2721509454113239},{"lag":10,"value":0.31415713728085914},{"lag":11,"value":0.23076772414228888},{"lag":12,"value":0.3326610197620174},{"lag":13,"value":0.16560748039354864},{"lag":14,"value":0.14492103806645396},{"lag":15,"value":0.11980543729359128},{"lag":16,"value":-0.02979765837230548},{"lag":17,"value":0.028423360854917014},{"lag":18,"value":0.0696128450114987},{"lag":19,"value":0.00955007505769812},{"lag":20,"value":-0.011248857727821518},{"lag":21,"value":0.04311885561577106},{"lag":22,"value":0.09954398178886473},{"lag":23,"value":0.06380555109151384},{"lag":24,"value":0.15681902650367718}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.49898908821578475},{"lag":2,"value":0.22699118573328517},{"lag":3,"value":0.15448063623865255},{"lag":4,"value":0.03307735875110491},{"lag":5,"value":0.15387027434305764},{"lag":6,"value":0.14209083425714167},{"lag":7,"value":-0.04195183708439223},{"lag":8,"value":-0.02322856954330598},{"lag":9,"value":0.0887640990631895},{"lag":10,"value":0.13887678594887473},{"lag":11,"value":-0.07626643070751019},{"lag":12,"value":0.15425642033593234},{"lag":13,"value":-0.14913561023229824},{"lag":14,"value":-0.03122114074154738},{"lag":15,"value":-0.09876587506565244},{"lag":16,"value":-0.22420469821263125},{"lag":17,"value":0.014813339018501437},{"lag":18,"value":0.045658013019796925},{"lag":19,"value":-0.027022213034188416},{"lag":20,"value":-0.07350525821771262},{"lag":21,"value":0.11761457395665004},{"lag":22,"value":0.1479978932690092},{"lag":23,"value":0.016653830382873703},{"lag":24,"value":0.09763737800132018}],"seasonal_lag_12_autocorrelation":0.3326610197620174,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-8.720505958252971,"p_value":3.397282455352979e-14,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.3964482257033317,"lagged_level_standard_error":0.160133853745235,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":-0.0032979996742228367},{"lag":2,"value":-0.21981609220383566},{"lag":3,"value":-0.13382918705435234},{"lag":4,"value":0.009767704940803118},{"lag":5,"value":-0.05435218459599062},{"lag":6,"value":-0.01157242946914546},{"lag":7,"value":-0.04047393336076039},{"lag":8,"value":0.002602759437159624},{"lag":9,"value":0.05551589208962477},{"lag":10,"value":0.06756574669617163},{"lag":11,"value":-0.010444644372043718},{"lag":12,"value":-0.06605360033460805},{"lag":13,"value":0.004214282075833909},{"lag":14,"value":0.020260152233713042},{"lag":15,"value":-0.07436258967301623},{"lag":16,"value":0.0687346362887163},{"lag":17,"value":0.09056218762106254},{"lag":18,"value":0.004223103540713966},{"lag":19,"value":-0.11064177767392812},{"lag":20,"value":0.00799422946675176},{"lag":21,"value":-0.007976662526163213},{"lag":22,"value":-0.06130883838950537},{"lag":23,"value":-0.06040323091056793},{"lag":24,"value":-0.06582946632245633}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":-0.0032979996742228367},{"lag":2,"value":-0.21982936004607712},{"lag":3,"value":-0.14231746062711134},{"lag":4,"value":-0.04705636526407554},{"lag":5,"value":-0.12536498646720384},{"lag":6,"value":-0.051109187839760206},{"lag":7,"value":-0.09850396451287732},{"lag":8,"value":-0.0502270474195462},{"lag":9,"value":0.008487614461363455},{"lag":10,"value":0.033961677600549946},{"lag":11,"value":-0.0019253365592159497},{"lag":12,"value":-0.04540046399689285},{"lag":13,"value":0.011859585913968152},{"lag":14,"value":0.0015256627205611623},{"lag":15,"value":-0.08276176810088232},{"lag":16,"value":0.07940963694151536},{"lag":17,"value":0.0687001241098976},{"lag":18,"value":0.02606312866396946},{"lag":19,"value":-0.06483358509518433},{"lag":20,"value":0.021651731590385987},{"lag":21,"value":-0.02554343873292055},{"lag":22,"value":-0.07834837323769747},{"lag":23,"value":-0.07697136357616384},{"lag":24,"value":-0.13543472317427013}],"seasonal_lag_12_autocorrelation":-0.06605360033460805,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":3,"max_lag":13,"autolag_criterion":"aic","nobs":133,"statistic":-3.9627958849319738,"p_value":0.0016183541611727303,"critical_values":{"1%":-3.4805003838883772,"5%":-2.8835279559405045,"10%":-2.578495716547007},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.021260100826221484,"lagged_level_standard_error":0.005364924523884843,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9645270321489468},{"lag":2,"value":0.9281543368366972},{"lag":3,"value":0.8921451236541316},{"lag":4,"value":0.8578113738263562},{"lag":5,"value":0.8246898781507216},{"lag":6,"value":0.7927473942695723},{"lag":7,"value":0.7603239881046875},{"lag":8,"value":0.7282662478740048},{"lag":9,"value":0.6958916133433438},{"lag":10,"value":0.6633330539433228},{"lag":11,"value":0.6322682168332487},{"lag":12,"value":0.602945327793274},{"lag":13,"value":0.5743028151829627},{"lag":14,"value":0.5457910881987533},{"lag":15,"value":0.5176782695064007},{"lag":16,"value":0.49009732853652516},{"lag":17,"value":0.46118669326045847},{"lag":18,"value":0.4323736012528384},{"lag":19,"value":0.4031749464254128},{"lag":20,"value":0.3739741077934695},{"lag":21,"value":0.34656617267036627},{"lag":22,"value":0.3212347929984273},{"lag":23,"value":0.29824590763889086},{"lag":24,"value":0.2775818035106707}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9645270321489468},{"lag":2,"value":-0.030967615151384797},{"lag":3,"value":-0.013485325375551948},{"lag":4,"value":0.004908100372921365},{"lag":5,"value":-0.0016549245215306608},{"lag":6,"value":-0.0014587405141816628},{"lag":7,"value":-0.024522296858410546},{"lag":8,"value":-0.012112725491565834},{"lag":9,"value":-0.02231159865009625},{"lag":10,"value":-0.02134882808974832},{"lag":11,"value":0.002265022074160178},{"lag":12,"value":0.005182680596305556},{"lag":13,"value":-0.009136474192657744},{"lag":14,"value":-0.01591751013595522},{"lag":15,"value":-0.011132110949586145},{"lag":16,"value":-0.009370290432487665},{"lag":17,"value":-0.037186734461196365},{"lag":18,"value":-0.017340986182505767},{"lag":19,"value":-0.025329843003897994},{"lag":20,"value":-0.021333347502650802},{"lag":21,"value":0.00445341488176559},{"lag":22,"value":0.00882102983697593},{"lag":23,"value":0.014680980881525689},{"lag":24,"value":0.015438497486479252}],"seasonal_lag_12_autocorrelation":0.602945327793274,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"completed","selected_lag":2,"stability_status":"stable","residual_status":"failed","estimable":true,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"residual_diagnostics_failed","blocking_reasons":["主残差 Portmanteau 诊断 h=12 未通过；动态响应暂不可用"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"ok","reason":null}],"selected_fallback":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"selection_reason":"探索性 profile 的首选规格可估计。"},{"country":"romania","profile_id":"exploratory_monthly_macro_fallback_v1","profile_kind":"exploratory_fallback","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":"2015-02","end_period":"2026-06","effective_observations":137,"missing_ratio":0.0144,"stationarity_status":"borderline","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-3.8080312254882975,"p_value":0.002826205653293279,"critical_values":{"1%":-3.4808880719210005,"5%":-2.8836966192225284,"10%":-2.5785857598714417},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.3554588013127248,"lagged_level_standard_error":0.09334450803174411,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.4816920234225958},{"lag":2,"value":0.28621468106219095},{"lag":3,"value":0.1905957189927245},{"lag":4,"value":0.16826265631487183},{"lag":5,"value":0.23951587930043958},{"lag":6,"value":0.312638794216232},{"lag":7,"value":0.3091793579038624},{"lag":8,"value":0.16515220708764233},{"lag":9,"value":0.14602508797872607},{"lag":10,"value":0.17132039848498304},{"lag":11,"value":0.20718702601161773},{"lag":12,"value":0.2901776204188878},{"lag":13,"value":0.16783814201846253},{"lag":14,"value":0.06848206092526742},{"lag":15,"value":0.11784576833809375},{"lag":16,"value":0.06718935288517008},{"lag":17,"value":0.08513103585532893},{"lag":18,"value":0.03800566868722615},{"lag":19,"value":-0.022218208433091642},{"lag":20,"value":-0.07423642749877765},{"lag":21,"value":-0.008999532204139281},{"lag":22,"value":0.059247723171840905},{"lag":23,"value":0.07299604692816365},{"lag":24,"value":0.11667226753518052}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.4816920234225958},{"lag":2,"value":0.0705591083646433},{"lag":3,"value":0.03725505405381066},{"lag":4,"value":0.0656103030570712},{"lag":5,"value":0.1599532097915194},{"lag":6,"value":0.16926523039874908},{"lag":7,"value":0.09285013468958432},{"lag":8,"value":-0.09035000020619362},{"lag":9,"value":0.0448895037893359},{"lag":10,"value":0.07437091193536607},{"lag":11,"value":0.06276672673617868},{"lag":12,"value":0.12100693421687958},{"lag":13,"value":-0.11559028352833726},{"lag":14,"value":-0.07679349683656364},{"lag":15,"value":0.10987570052148096},{"lag":16,"value":-0.08334751181419642},{"lag":17,"value":-0.03200596108308823},{"lag":18,"value":-0.11373258584583833},{"lag":19,"value":-0.10128131467081976},{"lag":20,"value":-0.036637921293427064},{"lag":21,"value":0.04760237257859187},{"lag":22,"value":0.02085054457349026},{"lag":23,"value":0.03474947125418897},{"lag":24,"value":0.0854620758499329}],"seasonal_lag_12_autocorrelation":0.2901776204188878,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-7.376913501326395,"p_value":8.673939344561177e-11,"critical_values":{"1%":-3.4808880719210005,"5%":-2.8836966192225284,"10%":-2.5785857598714417},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.8357176820247012,"lagged_level_standard_error":0.24884630702185037,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.0006055024355904958},{"lag":2,"value":-0.2689370515272795},{"lag":3,"value":-0.12034991442082721},{"lag":4,"value":-0.029228679244797634},{"lag":5,"value":-0.05420420981344367},{"lag":6,"value":0.00044267168804573053},{"lag":7,"value":-0.0030539853798409234},{"lag":8,"value":-0.027402375794556986},{"lag":9,"value":0.05660953926611663},{"lag":10,"value":0.04042937347996395},{"lag":11,"value":-0.042130239493247575},{"lag":12,"value":-0.0753597376532328},{"lag":13,"value":0.1276308655800245},{"lag":14,"value":-0.03994118921687906},{"lag":15,"value":-0.004662069771545855},{"lag":16,"value":-0.03416436937602943},{"lag":17,"value":0.04011339286577009},{"lag":18,"value":0.04530880373702149},{"lag":19,"value":-0.0012464183956757385},{"lag":20,"value":-0.04843103438671041},{"lag":21,"value":-0.0257423963307041},{"lag":22,"value":-0.08388343673248413},{"lag":23,"value":0.05942901042412807},{"lag":24,"value":0.04136802320960277}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.0006055024355904958},{"lag":2,"value":-0.26893751676190125},{"lag":3,"value":-0.12933493794322087},{"lag":4,"value":-0.11570907595621967},{"lag":5,"value":-0.1416819747207337},{"lag":6,"value":-0.0753759949932168},{"lag":7,"value":-0.09507034528194576},{"lag":8,"value":-0.09997859505302668},{"lag":9,"value":-0.005012674091810465},{"lag":10,"value":-0.021387204104533028},{"lag":11,"value":-0.05774794888825438},{"lag":12,"value":-0.09147828532065905},{"lag":13,"value":0.10081234443649092},{"lag":14,"value":-0.09111202232137579},{"lag":15,"value":0.03743020130453528},{"lag":16,"value":-0.060798573432217645},{"lag":17,"value":0.04169895756195378},{"lag":18,"value":0.04280546982884093},{"lag":19,"value":0.010379766874346472},{"lag":20,"value":-0.012347042146150917},{"lag":21,"value":0.0036600497463847178},{"lag":22,"value":-0.11958447902988094},{"lag":23,"value":0.04430871656794289},{"lag":24,"value":-0.03174743032516113}],"seasonal_lag_12_autocorrelation":-0.0753597376532328,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant","formal_decision":"inconclusive","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-2.7999946707686365,"p_value":0.05827452931554267,"critical_values":{"1%":-3.4808880719210005,"5%":-2.8836966192225284,"10%":-2.5785857598714417},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.05369718173131513,"lagged_level_standard_error":0.01917760140471072,"calibration":null,"status":"borderline"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9486417932825626},{"lag":2,"value":0.9087564459269901},{"lag":3,"value":0.8535708486269826},{"lag":4,"value":0.7971094544661173},{"lag":5,"value":0.7480197449406855},{"lag":6,"value":0.6979851386647785},{"lag":7,"value":0.6452288324190444},{"lag":8,"value":0.5911303009600873},{"lag":9,"value":0.5411528106507012},{"lag":10,"value":0.4893798923502702},{"lag":11,"value":0.4353198520861421},{"lag":12,"value":0.3886128716857551},{"lag":13,"value":0.34880450671984053},{"lag":14,"value":0.30721002614872667},{"lag":15,"value":0.2777408927743983},{"lag":16,"value":0.24106086862690596},{"lag":17,"value":0.2088607228969039},{"lag":18,"value":0.1729089273225431},{"lag":19,"value":0.13606003857838267},{"lag":20,"value":0.09930551534412509},{"lag":21,"value":0.06098278633345657},{"lag":22,"value":0.03234680107945417},{"lag":23,"value":-0.0024130091066609663},{"lag":24,"value":-0.03099187839414323}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9486417932825626},{"lag":2,"value":0.08828241897381309},{"lag":3,"value":-0.16269082860466902},{"lag":4,"value":-0.07407821397621689},{"lag":5,"value":0.05982379991967543},{"lag":6,"value":-0.012285300607705834},{"lag":7,"value":-0.08183297332150224},{"lag":8,"value":-0.0596658905330684},{"lag":9,"value":0.0249946138857216},{"lag":10,"value":-0.03254524649910224},{"lag":11,"value":-0.08350046419943227},{"lag":12,"value":0.030425421293836727},{"lag":13,"value":0.07775394893846423},{"lag":14,"value":-0.054197247472204925},{"lag":15,"value":0.04747102094132299},{"lag":16,"value":-0.06399935706284732},{"lag":17,"value":-0.004770097779370725},{"lag":18,"value":-0.06182416323327083},{"lag":19,"value":-0.05255349045243835},{"lag":20,"value":-0.02781886170745248},{"lag":21,"value":-0.041745193027923407},{"lag":22,"value":0.04995235818521754},{"lag":23,"value":-0.07009943835253599},{"lag":24,"value":-0.00236744375292623}],"seasonal_lag_12_autocorrelation":0.3886128716857551,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"completed","selected_lag":1,"stability_status":"stable","residual_status":"passed","estimable":true,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"estimable_with_warning","blocking_reasons":["至少一个变量的 ADF 结果为 borderline；可估计但不开放动态响应"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"ok","reason":null}],"selected_fallback":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"selection_reason":"探索性 profile 的首选规格可估计。"},{"country":"serbia","profile_id":"exploratory_monthly_macro_fallback_v1","profile_kind":"exploratory_fallback","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":null,"end_period":null,"effective_observations":0,"missing_ratio":null,"stationarity_status":"not_tested","stationarity_detail":[],"lag_selection_status":"not_run","selected_lag":null,"stability_status":"not_run","residual_status":"not_run","estimable":false,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"missing_data","blocking_reasons":["所选变量组合在该国家没有共同可用的变换后序列。"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"所选变量组合在该国家没有共同可用的变换后序列。"}],"selected_fallback":null,"selection_reason":"探索性 fallback chain 未找到可估计规格。"},{"country":"slovakia","profile_id":"exploratory_monthly_macro_fallback_v1","profile_kind":"exploratory_fallback","variables":[{"indicator":"hicp_annual_rate","transformation":"first_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"first_difference"}],"comparability_signature":{"variables":["hicp_annual_rate","industrial_production_index","unemployment_rate_monthly"],"transformations":["first_difference","log_difference","first_difference"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_annual_rate:first_difference__industrial_production_index:log_difference__unemployment_rate_monthly:first_difference__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":null,"end_period":null,"effective_observations":0,"missing_ratio":null,"stationarity_status":"non_stationary","stationarity_detail":[{"indicator":"hicp_annual_rate","transformation":"first_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":11,"max_lag":13,"autolag_criterion":"aic","nobs":125,"statistic":-4.658137802453753,"p_value":0.00010078608474278772,"critical_values":{"1%":-3.4837793736959997,"5%":-2.88495387648,"10%":-2.579256976},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.47769863884291225,"lagged_level_standard_error":0.10255141842117174,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.4451516425061538},{"lag":2,"value":0.5242974688625127},{"lag":3,"value":0.4578863062168121},{"lag":4,"value":0.37538272666151073},{"lag":5,"value":0.3673361995442168},{"lag":6,"value":0.25338193252856306},{"lag":7,"value":0.21957078841471184},{"lag":8,"value":0.21958027024972696},{"lag":9,"value":0.08601431676446197},{"lag":10,"value":0.1347875103864464},{"lag":11,"value":0.008413340164069819},{"lag":12,"value":-0.2759074298202439},{"lag":13,"value":-0.13757194423609279},{"lag":14,"value":-0.29734977378604843},{"lag":15,"value":-0.28066875473408953},{"lag":16,"value":-0.3206951961772157},{"lag":17,"value":-0.3320168713711175},{"lag":18,"value":-0.24131536749745605},{"lag":19,"value":-0.2771917437227264},{"lag":20,"value":-0.2801010282367228},{"lag":21,"value":-0.2710073761652841},{"lag":22,"value":-0.37370176249754017},{"lag":23,"value":-0.2175454086249481},{"lag":24,"value":-0.30557112304935}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.4451516425061538},{"lag":2,"value":0.4067363537173736},{"lag":3,"value":0.2067640540056334},{"lag":4,"value":0.025450356107196787},{"lag":5,"value":0.04261231865256461},{"lag":6,"value":-0.0786861987603949},{"lag":7,"value":-0.062066079231197044},{"lag":8,"value":0.04252114918832587},{"lag":9,"value":-0.10972417575321813},{"lag":10,"value":0.022580743073956046},{"lag":11,"value":-0.09405817693202223},{"lag":12,"value":-0.5004844296987},{"lag":13,"value":-0.08339165018253847},{"lag":14,"value":-0.05693983861383423},{"lag":15,"value":-0.01483511238770927},{"lag":16,"value":0.015942359513445754},{"lag":17,"value":0.060209278395563524},{"lag":18,"value":0.11488689071116047},{"lag":19,"value":0.09372300718587324},{"lag":20,"value":0.028011965790542902},{"lag":21,"value":-0.06956409176352693},{"lag":22,"value":-0.10448706480087964},{"lag":23,"value":0.10317779902172515},{"lag":24,"value":-0.26201685477083686}],"seasonal_lag_12_autocorrelation":-0.2759074298202439,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-9.671029255164536,"p_value":1.1102230246251565e-16,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.5273686649740825,"lagged_level_standard_error":0.15793237975765972,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":-0.028859556757863485},{"lag":2,"value":-0.18758272449416452},{"lag":3,"value":-0.23088332873538175},{"lag":4,"value":-0.003376353497720937},{"lag":5,"value":-0.05645239600294359},{"lag":6,"value":0.08045615383439358},{"lag":7,"value":0.02015862364332995},{"lag":8,"value":-0.053958953879708754},{"lag":9,"value":0.06858849813482355},{"lag":10,"value":-0.02710953310994467},{"lag":11,"value":-0.053193445792150705},{"lag":12,"value":-0.03934081009425978},{"lag":13,"value":0.07682748847003325},{"lag":14,"value":-0.05205507373371652},{"lag":15,"value":-0.049541426729061415},{"lag":16,"value":0.038095474754429086},{"lag":17,"value":0.1314342912172238},{"lag":18,"value":-0.0072600063302177675},{"lag":19,"value":-0.07760229572320873},{"lag":20,"value":-0.14174915322919363},{"lag":21,"value":-0.014200704627216199},{"lag":22,"value":0.05175052479677732},{"lag":23,"value":0.05858286474373082},{"lag":24,"value":0.029454726482409193}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":-0.028859556757863485},{"lag":2,"value":-0.18857265577559756},{"lag":3,"value":-0.2519204123130948},{"lag":4,"value":-0.07371730580715807},{"lag":5,"value":-0.17401959387028834},{"lag":6,"value":-0.01952259963533711},{"lag":7,"value":-0.04815062293501106},{"lag":8,"value":-0.1121871675071516},{"lag":9,"value":0.06823692719646701},{"lag":10,"value":-0.06796434339776149},{"lag":11,"value":-0.0655420351034515},{"lag":12,"value":-0.04454653870317846},{"lag":13,"value":0.010870444060452691},{"lag":14,"value":-0.08335332167518235},{"lag":15,"value":-0.09739950660836244},{"lag":16,"value":-0.001452323246326501},{"lag":17,"value":0.09103981764641673},{"lag":18,"value":-0.012205889131040855},{"lag":19,"value":-0.04615183487214639},{"lag":20,"value":-0.12410697489842992},{"lag":21,"value":-0.05485832407124226},{"lag":22,"value":-0.05709327122611223},{"lag":23,"value":-0.05780333477378973},{"lag":24,"value":-0.0050961159891845945}],"seasonal_lag_12_autocorrelation":-0.03934081009425978,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"first_difference","stationarity_specification_id":"adf_constant","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":7,"max_lag":13,"autolag_criterion":"aic","nobs":129,"statistic":-1.7767736042600961,"p_value":0.39205238689189326,"critical_values":{"1%":-3.482087964046026,"5%":-2.8842185101614626,"10%":-2.578864381347275},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.18745976071226425,"lagged_level_standard_error":0.10550571004814557,"calibration":null,"status":"non_stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.4829950756394367},{"lag":2,"value":0.35266204465402134},{"lag":3,"value":0.45047483883520595},{"lag":4,"value":0.27976548483920716},{"lag":5,"value":0.21685699325010632},{"lag":6,"value":0.3069081253379953},{"lag":7,"value":0.3110321700091848},{"lag":8,"value":0.342008429498092},{"lag":9,"value":0.2868616000022886},{"lag":10,"value":0.3257955231525059},{"lag":11,"value":0.2975009084744204},{"lag":12,"value":0.2584654078692481},{"lag":13,"value":0.18462002878504785},{"lag":14,"value":0.11873231336215649},{"lag":15,"value":0.05025737724149973},{"lag":16,"value":0.030116427792735868},{"lag":17,"value":-0.0061358505466580365},{"lag":18,"value":0.005945857785840694},{"lag":19,"value":0.08525610394664111},{"lag":20,"value":0.1428885766852554},{"lag":21,"value":0.03940776051755892},{"lag":22,"value":0.0701880184384536},{"lag":23,"value":0.08764016973449608},{"lag":24,"value":-0.07213229676640273}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.4829950756394367},{"lag":2,"value":0.15570020634960294},{"lag":3,"value":0.3093845310448715},{"lag":4,"value":-0.06220398434407508},{"lag":5,"value":0.01450907691630365},{"lag":6,"value":0.1257838554230152},{"lag":7,"value":0.13479607304968919},{"lag":8,"value":0.16759902068130791},{"lag":9,"value":-0.038570962669129905},{"lag":10,"value":0.10831655425912261},{"lag":11,"value":-0.0019669352021471497},{"lag":12,"value":0.05777308270882192},{"lag":13,"value":-0.10950229129689121},{"lag":14,"value":-0.11786677424995566},{"lag":15,"value":-0.14455177726168808},{"lag":16,"value":-0.0792116110967887},{"lag":17,"value":-0.08843752571719606},{"lag":18,"value":-0.06239170340047263},{"lag":19,"value":0.08162796338706681},{"lag":20,"value":0.1235413825403523},{"lag":21,"value":-0.0497294940732935},{"lag":22,"value":0.046959907479857003},{"lag":23,"value":0.06648537359524233},{"lag":24,"value":-0.07624753250195397}],"seasonal_lag_12_autocorrelation":0.2584654078692481,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"not_run","selected_lag":null,"stability_status":"not_run","residual_status":"not_run","estimable":false,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"non_stationary","blocking_reasons":["unemployment_rate_monthly（first_difference）adf_constant 不能拒绝零频单位根（stat=-1.777，5% 临界值 -2.884）；请按预注册 profile 处理。"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-2.576，5% 临界值 -2.885）；请按预注册 profile 处理。"},{"attempt":2,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference_12"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference_12）adf_constant 不能拒绝零频单位根（stat=-1.525，5% 临界值 -2.887）；请按预注册 profile 处理。"},{"attempt":3,"variables":[{"indicator":"hicp_annual_rate","transformation":"level"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_annual_rate（level）adf_constant 不能拒绝零频单位根（stat=-1.694，5% 临界值 -2.885）；请按预注册 profile 处理。"},{"attempt":4,"variables":[{"indicator":"hicp_annual_rate","transformation":"first_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"unemployment_rate_monthly（level）adf_constant 不能拒绝零频单位根（stat=-2.558，5% 临界值 -2.884）；请按预注册 profile 处理。"},{"attempt":5,"variables":[{"indicator":"hicp_annual_rate","transformation":"first_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"first_difference"}],"outcome":"blocked","reason":"unemployment_rate_monthly（first_difference）adf_constant 不能拒绝零频单位根（stat=-1.777，5% 临界值 -2.884）；请按预注册 profile 处理。"}],"selected_fallback":null,"selection_reason":"探索性 fallback chain 未找到可估计规格。"},{"country":"slovenia","profile_id":"exploratory_monthly_macro_fallback_v1","profile_kind":"exploratory_fallback","variables":[{"indicator":"hicp_annual_rate","transformation":"first_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_annual_rate","industrial_production_index","unemployment_rate_monthly"],"transformations":["first_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_annual_rate:first_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":"2015-02","end_period":"2026-06","effective_observations":137,"missing_ratio":0.0144,"stationarity_status":"stationary","stationarity_detail":[{"indicator":"hicp_annual_rate","transformation":"first_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":12,"max_lag":13,"autolag_criterion":"aic","nobs":124,"statistic":-3.232241703710786,"p_value":0.01819262983634351,"critical_values":{"1%":-3.484219653271961,"5%":-2.8851452356416374,"10%":-2.5793591389177943},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.5513236698621992,"lagged_level_standard_error":0.17057006263771987,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.3318045892754646},{"lag":2,"value":-0.024545657041932865},{"lag":3,"value":-0.07438755467730498},{"lag":4,"value":0.0787720976536062},{"lag":5,"value":0.16418237148073783},{"lag":6,"value":0.24402182493285823},{"lag":7,"value":0.21504156764492036},{"lag":8,"value":0.01447928795292407},{"lag":9,"value":0.15849137141601521},{"lag":10,"value":0.14192719955738758},{"lag":11,"value":-0.1284716291447437},{"lag":12,"value":-0.42035359441500797},{"lag":13,"value":-0.05331620825557969},{"lag":14,"value":0.17275098959301008},{"lag":15,"value":0.22081487614999468},{"lag":16,"value":0.06198719995850689},{"lag":17,"value":-0.24799238299345064},{"lag":18,"value":-0.2993175681676977},{"lag":19,"value":-0.22264220984727415},{"lag":20,"value":-0.015984817045133014},{"lag":21,"value":-0.12527773473948436},{"lag":22,"value":-0.15004716641875884},{"lag":23,"value":-0.04825027665112953},{"lag":24,"value":-0.09803681834781594}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.3318045892754646},{"lag":2,"value":-0.15129686247315946},{"lag":3,"value":-0.017032070487553015},{"lag":4,"value":0.12549909160439038},{"lag":5,"value":0.09523075672651679},{"lag":6,"value":0.1881327654516347},{"lag":7,"value":0.12428154022057243},{"lag":8,"value":-0.06992291552306859},{"lag":9,"value":0.25948757343825896},{"lag":10,"value":-0.013688600714405414},{"lag":11,"value":-0.2911177338491216},{"lag":12,"value":-0.433670157408238},{"lag":13,"value":0.12757795489513074},{"lag":14,"value":0.044360900124521395},{"lag":15,"value":0.10981249563449494},{"lag":16,"value":-0.00007997639307019576},{"lag":17,"value":-0.15597933282203555},{"lag":18,"value":0.03620474023071819},{"lag":19,"value":-0.14159599940529258},{"lag":20,"value":-0.13763737241788485},{"lag":21,"value":-0.10114828762746125},{"lag":22,"value":-0.06496406412239163},{"lag":23,"value":-0.0034978033486498753},{"lag":24,"value":-0.27023224078725355}],"seasonal_lag_12_autocorrelation":-0.42035359441500797,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-9.06496854348619,"p_value":4.440892098500626e-15,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.524014902769355,"lagged_level_standard_error":0.16812136693672983,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":-0.11892445795833885},{"lag":2,"value":-0.12534149886447027},{"lag":3,"value":-0.15341744833220383},{"lag":4,"value":0.005643662447904543},{"lag":5,"value":0.03919031345944583},{"lag":6,"value":-0.10788565723672511},{"lag":7,"value":0.044790419575563616},{"lag":8,"value":0.07982963584602094},{"lag":9,"value":0.032206487421184885},{"lag":10,"value":-0.044392420355102505},{"lag":11,"value":0.02514673344747371},{"lag":12,"value":-0.11450857101724939},{"lag":13,"value":0.09834575656147782},{"lag":14,"value":-0.04540691289902297},{"lag":15,"value":-0.028946153729432267},{"lag":16,"value":0.04849340315947703},{"lag":17,"value":0.0035147927752346812},{"lag":18,"value":0.11252624356393065},{"lag":19,"value":-0.1356811124993698},{"lag":20,"value":-0.037591035470780944},{"lag":21,"value":-0.08368017248292979},{"lag":22,"value":0.1417330067621827},{"lag":23,"value":0.07076589149605982},{"lag":24,"value":-0.13728590367087476}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":-0.11892445795833885},{"lag":2,"value":-0.1414855596125161},{"lag":3,"value":-0.19382514167918125},{"lag":4,"value":-0.06826285382690138},{"lag":5,"value":-0.022823564965931107},{"lag":6,"value":-0.15537208945474337},{"lag":7,"value":-0.006712185471991005},{"lag":8,"value":0.05385895235387007},{"lag":9,"value":0.019672574264293346},{"lag":10,"value":-0.011684566971577017},{"lag":11,"value":0.06349132296114186},{"lag":12,"value":-0.11752330021663306},{"lag":13,"value":0.080303428133183},{"lag":14,"value":-0.02825303019405136},{"lag":15,"value":-0.05937492875851709},{"lag":16,"value":0.038321264726226316},{"lag":17,"value":0.005860483936118721},{"lag":18,"value":0.09049053960901782},{"lag":19,"value":-0.07138619317200799},{"lag":20,"value":-0.03498333203053188},{"lag":21,"value":-0.11862084672395834},{"lag":22,"value":0.0882699840920398},{"lag":23,"value":0.07701184029644612},{"lag":24,"value":-0.14226985890625363}],"seasonal_lag_12_autocorrelation":-0.11450857101724939,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":3,"max_lag":13,"autolag_criterion":"aic","nobs":133,"statistic":-3.017322574204362,"p_value":0.03330805268117831,"critical_values":{"1%":-3.4805003838883772,"5%":-2.8835279559405045,"10%":-2.578495716547007},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.021960050346903362,"lagged_level_standard_error":0.00727799226196225,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9717469170648065},{"lag":2,"value":0.9376093054761033},{"lag":3,"value":0.9004099425751417},{"lag":4,"value":0.8652399415242231},{"lag":5,"value":0.8342252395978819},{"lag":6,"value":0.8081446473081972},{"lag":7,"value":0.7838433066009629},{"lag":8,"value":0.7590736937503889},{"lag":9,"value":0.7324817446289342},{"lag":10,"value":0.7025918086578025},{"lag":11,"value":0.6708329830448142},{"lag":12,"value":0.6399564807334857},{"lag":13,"value":0.6101193052494589},{"lag":14,"value":0.5802390450770001},{"lag":15,"value":0.5526597993663916},{"lag":16,"value":0.525598847852641},{"lag":17,"value":0.49864140912847055},{"lag":18,"value":0.4718479112950289},{"lag":19,"value":0.44276380504736645},{"lag":20,"value":0.41019622871508254},{"lag":21,"value":0.3734025191094433},{"lag":22,"value":0.3383957287002962},{"lag":23,"value":0.3059185206763761},{"lag":24,"value":0.2782072824668849}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9717469170648065},{"lag":2,"value":-0.11996075689430667},{"lag":3,"value":-0.06257998416303508},{"lag":4,"value":0.027376362138503568},{"lag":5,"value":0.051392492847355094},{"lag":6,"value":0.05500193182279668},{"lag":7,"value":-0.0037597282724026624},{"lag":8,"value":-0.03044423704504103},{"lag":9,"value":-0.037972691753996236},{"lag":10,"value":-0.05780203384031603},{"lag":11,"value":-0.03137344199849112},{"lag":12,"value":0.0076286837918078994},{"lag":13,"value":-0.008248262145957372},{"lag":14,"value":-0.036215539358049526},{"lag":15,"value":0.013618450859298876},{"lag":16,"value":-0.015840658753011126},{"lag":17,"value":-0.016262837042289438},{"lag":18,"value":-0.009407381522170128},{"lag":19,"value":-0.05549903709309969},{"lag":20,"value":-0.07200048054031562},{"lag":21,"value":-0.08646645201440123},{"lag":22,"value":0.022334668062088812},{"lag":23,"value":0.015257054440886802},{"lag":24,"value":0.035154018579409425}],"seasonal_lag_12_autocorrelation":0.6399564807334857,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"completed","selected_lag":2,"stability_status":"stable","residual_status":"failed","estimable":true,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"residual_diagnostics_failed","blocking_reasons":["主残差 Portmanteau 诊断 h=12 未通过；动态响应暂不可用"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-2.045，5% 临界值 -2.885）；请按预注册 profile 处理。"},{"attempt":2,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference_12"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference_12）adf_constant 不能拒绝零频单位根（stat=-1.859，5% 临界值 -2.888）；请按预注册 profile 处理。"},{"attempt":3,"variables":[{"indicator":"hicp_annual_rate","transformation":"level"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_annual_rate（level）adf_constant 不能拒绝零频单位根（stat=-2.159，5% 临界值 -2.885）；请按预注册 profile 处理。"},{"attempt":4,"variables":[{"indicator":"hicp_annual_rate","transformation":"first_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"ok","reason":null}],"selected_fallback":[{"indicator":"hicp_annual_rate","transformation":"first_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"selection_reason":"第 4 次登记变换尝试获得可估计规格；仅用于探索性分析。"}]},"record_count":10,"records":[{"country":"austria","profile_id":"baseline_monthly_macro_v1","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":null,"end_period":null,"effective_observations":0,"missing_ratio":null,"stationarity_status":"non_stationary","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":12,"max_lag":13,"autolag_criterion":"aic","nobs":124,"statistic":-1.9484322281810227,"p_value":0.30963100254069764,"critical_values":{"1%":-3.484219653271961,"5%":-2.8851452356416374,"10%":-2.5793591389177943},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.3512378913133771,"lagged_level_standard_error":0.18026692754988896,"calibration":null,"status":"non_stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.11751790612199423},{"lag":2,"value":-0.17691664674904625},{"lag":3,"value":0.11111730228341869},{"lag":4,"value":-0.083726098398102},{"lag":5,"value":0.06722160020864767},{"lag":6,"value":0.5310245250952247},{"lag":7,"value":0.14770369807308384},{"lag":8,"value":-0.16639112544052306},{"lag":9,"value":0.012310305871151863},{"lag":10,"value":-0.17517539006604438},{"lag":11,"value":0.08972985051532477},{"lag":12,"value":0.5386712876163734},{"lag":13,"value":0.020576068929046756},{"lag":14,"value":-0.1916334452081407},{"lag":15,"value":0.036075315197073896},{"lag":16,"value":-0.1907696285788936},{"lag":17,"value":-0.010460402356314853},{"lag":18,"value":0.4245017370638069},{"lag":19,"value":0.0036466987584840523},{"lag":20,"value":-0.27432364431437845},{"lag":21,"value":-0.00712739345507203},{"lag":22,"value":-0.23849079462348485},{"lag":23,"value":0.0018919191222852186},{"lag":24,"value":0.43306746494364573}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.11751790612199423},{"lag":2,"value":-0.19339802029505987},{"lag":3,"value":0.16712974754798118},{"lag":4,"value":-0.17436771667134718},{"lag":5,"value":0.18752965264770463},{"lag":6,"value":0.46804894410795106},{"lag":7,"value":0.09025937965124455},{"lag":8,"value":-0.0496771951738915},{"lag":9,"value":-0.04619217730073863},{"lag":10,"value":-0.24616751435993084},{"lag":11,"value":0.1405107372153761},{"lag":12,"value":0.3015521936967258},{"lag":13,"value":-0.12528463477140914},{"lag":14,"value":-0.033620786777755214},{"lag":15,"value":-0.006171957456065517},{"lag":16,"value":-0.12028604775362493},{"lag":17,"value":-0.013684226511201797},{"lag":18,"value":0.02363685635677278},{"lag":19,"value":-0.0984774566716565},{"lag":20,"value":-0.09634067264960822},{"lag":21,"value":0.03331913103141372},{"lag":22,"value":-0.1533167562212069},{"lag":23,"value":0.08303828866955124},{"lag":24,"value":0.13491467676804988}],"seasonal_lag_12_autocorrelation":0.5386712876163734,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-9.11773122700783,"p_value":3.2751579226442118e-15,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.345076192575128,"lagged_level_standard_error":0.14752312379979446,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.0678143445125021},{"lag":2,"value":-0.16162254524804082},{"lag":3,"value":-0.25266182302072077},{"lag":4,"value":0.010473130171365691},{"lag":5,"value":-0.02283796460980195},{"lag":6,"value":0.022102521061458588},{"lag":7,"value":-0.032329333507960134},{"lag":8,"value":0.05863334414836472},{"lag":9,"value":0.06884662526710177},{"lag":10,"value":0.07149786666737931},{"lag":11,"value":-0.09395412641043435},{"lag":12,"value":0.0013315509707656319},{"lag":13,"value":0.056272476053617744},{"lag":14,"value":-0.01967830618512191},{"lag":15,"value":-0.05008606676465317},{"lag":16,"value":-0.05516985698857536},{"lag":17,"value":-0.01959323995666178},{"lag":18,"value":-0.038037319909068106},{"lag":19,"value":0.029795028562945903},{"lag":20,"value":0.0183166690247603},{"lag":21,"value":-0.07861083749399797},{"lag":22,"value":0.10014176127137878},{"lag":23,"value":-0.10968364577071738},{"lag":24,"value":-0.07027042889977392}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.0678143445125021},{"lag":2,"value":-0.16698927841213754},{"lag":3,"value":-0.23618909674427174},{"lag":4,"value":0.013738055068690474},{"lag":5,"value":-0.10885200447698455},{"lag":6,"value":-0.03163917586955437},{"lag":7,"value":-0.05141510026868618},{"lag":8,"value":0.030269333765169194},{"lag":9,"value":0.056630483433531414},{"lag":10,"value":0.06487341783101645},{"lag":11,"value":-0.05934121123339498},{"lag":12,"value":0.06340302410672753},{"lag":13,"value":0.07756002721767184},{"lag":14,"value":-0.05304879833283226},{"lag":15,"value":0.002211323973419007},{"lag":16,"value":-0.04731982427448945},{"lag":17,"value":-0.0484329148591976},{"lag":18,"value":-0.08340963338504888},{"lag":19,"value":-0.010167286774432386},{"lag":20,"value":-0.02163226327029343},{"lag":21,"value":-0.1262265878033531},{"lag":22,"value":0.1136447600876582},{"lag":23,"value":-0.18315136657823838},{"lag":24,"value":-0.051086271258705324}],"seasonal_lag_12_autocorrelation":0.0013315509707656319,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":0,"max_lag":13,"autolag_criterion":"aic","nobs":136,"statistic":-2.906913598444285,"p_value":0.044549926602545475,"critical_values":{"1%":-3.4793722137854926,"5%":-2.8830370378332995,"10%":-2.578233635380623},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.11808151241975312,"lagged_level_standard_error":0.040620922645567346,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.8818094563318637},{"lag":2,"value":0.7917869625982802},{"lag":3,"value":0.6886917057239974},{"lag":4,"value":0.5938462709713527},{"lag":5,"value":0.5161943616537575},{"lag":6,"value":0.47033859854699017},{"lag":7,"value":0.43556626505951157},{"lag":8,"value":0.39741683566707275},{"lag":9,"value":0.32045051000831637},{"lag":10,"value":0.25004545851871746},{"lag":11,"value":0.14782766575241899},{"lag":12,"value":0.054143885610816636},{"lag":13,"value":-0.01638666606443937},{"lag":14,"value":-0.08879764614132096},{"lag":15,"value":-0.1359156714459802},{"lag":16,"value":-0.16991944594525996},{"lag":17,"value":-0.20026193403652098},{"lag":18,"value":-0.20956602736850385},{"lag":19,"value":-0.23406601508119015},{"lag":20,"value":-0.21300321225057456},{"lag":21,"value":-0.22785731792513772},{"lag":22,"value":-0.2390335421258101},{"lag":23,"value":-0.24499372968457717},{"lag":24,"value":-0.24966676244664382}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.8818094563318637},{"lag":2,"value":0.06384115983312945},{"lag":3,"value":-0.09586679554005034},{"lag":4,"value":-0.03447855442345236},{"lag":5,"value":0.02753620301343842},{"lag":6,"value":0.10725535118316452},{"lag":7,"value":0.04053985509450221},{"lag":8,"value":-0.04291701672676767},{"lag":9,"value":-0.2094045951909759},{"lag":10,"value":-0.042059382784607934},{"lag":11,"value":-0.15319393194124423},{"lag":12,"value":-0.05937658488548198},{"lag":13,"value":0.024064501754817554},{"lag":14,"value":-0.10930473398201442},{"lag":15,"value":-0.006637433687774958},{"lag":16,"value":0.00008800682880522547},{"lag":17,"value":-0.005752063171286165},{"lag":18,"value":0.08052537368920734},{"lag":19,"value":-0.03330777006358876},{"lag":20,"value":0.17903152371442493},{"lag":21,"value":-0.12295420246245839},{"lag":22,"value":-0.03804896901429643},{"lag":23,"value":-0.020845412247316494},{"lag":24,"value":-0.014623928557221324}],"seasonal_lag_12_autocorrelation":0.054143885610816636,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"not_run","selected_lag":null,"stability_status":"not_run","residual_status":"not_run","estimable":false,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"non_stationary","blocking_reasons":["hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-1.948，5% 临界值 -2.885）；请按预注册 profile 处理。"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-1.948，5% 临界值 -2.885）；请按预注册 profile 处理。"}],"selected_fallback":null,"selection_reason":"预设 baseline；不根据单个国家结果更换 transformation。"},{"country":"croatia","profile_id":"baseline_monthly_macro_v1","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":null,"end_period":null,"effective_observations":0,"missing_ratio":null,"stationarity_status":"non_stationary","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":13,"max_lag":13,"autolag_criterion":"aic","nobs":123,"statistic":-1.908579293359279,"p_value":0.3280359664363137,"critical_values":{"1%":-3.484667251420977,"5%":-2.8853397507076006,"10%":-2.5794629869786503},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.22200196288360133,"lagged_level_standard_error":0.11631791440682406,"calibration":null,"status":"non_stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.5419069379761995},{"lag":2,"value":0.29954837142839313},{"lag":3,"value":0.24109706751919155},{"lag":4,"value":0.09495298067417052},{"lag":5,"value":-0.04944060027010539},{"lag":6,"value":-0.05918525004024754},{"lag":7,"value":-0.04646103344574248},{"lag":8,"value":0.0819693330589142},{"lag":9,"value":0.21909102076074083},{"lag":10,"value":0.12100688397229516},{"lag":11,"value":0.2545673151970336},{"lag":12,"value":0.5285102816856017},{"lag":13,"value":0.31521735170964016},{"lag":14,"value":0.11250982887646205},{"lag":15,"value":0.14376018706010021},{"lag":16,"value":0.02811979967169599},{"lag":17,"value":-0.19095485883209423},{"lag":18,"value":-0.1707189468224865},{"lag":19,"value":-0.23437486075079908},{"lag":20,"value":-0.07605687933598461},{"lag":21,"value":0.043877395917485414},{"lag":22,"value":-0.004196951446646473},{"lag":23,"value":0.12256490771108473},{"lag":24,"value":0.35957379341420137}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.5419069379761995},{"lag":2,"value":0.00833206115500696},{"lag":3,"value":0.10704849026880398},{"lag":4,"value":-0.11124356258993681},{"lag":5,"value":-0.11310739150915526},{"lag":6,"value":0.011803167490113346},{"lag":7,"value":0.014203914714425276},{"lag":8,"value":0.20188936000700072},{"lag":9,"value":0.17322359032871368},{"lag":10,"value":-0.14182910318820988},{"lag":11,"value":0.24204044142150202},{"lag":12,"value":0.40667983433019483},{"lag":13,"value":-0.22022061820739985},{"lag":14,"value":-0.14273560042359626},{"lag":15,"value":0.1226678854085272},{"lag":16,"value":-0.08224745466364997},{"lag":17,"value":-0.2970262252827791},{"lag":18,"value":0.097671296456329},{"lag":19,"value":-0.1251337471963866},{"lag":20,"value":0.02511000825803399},{"lag":21,"value":-0.04759196974254372},{"lag":22,"value":0.05609439584052456},{"lag":23,"value":0.1140530353561946},{"lag":24,"value":0.029234105844891306}],"seasonal_lag_12_autocorrelation":0.5285102816856017,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-7.3359195007179485,"p_value":1.0966755281671681e-10,"critical_values":{"1%":-3.4808880719210005,"5%":-2.8836966192225284,"10%":-2.5785857598714417},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-2.0464500715546228,"lagged_level_standard_error":0.27896299453045276,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":-0.219991814754114},{"lag":2,"value":-0.06946404999886294},{"lag":3,"value":-0.11848727602266651},{"lag":4,"value":0.03262860446457611},{"lag":5,"value":-0.09987455852565888},{"lag":6,"value":0.07245359703469256},{"lag":7,"value":-0.09566044810769987},{"lag":8,"value":0.12034138058267602},{"lag":9,"value":-0.02877542179391997},{"lag":10,"value":-0.004028579756037373},{"lag":11,"value":-0.03212009858838177},{"lag":12,"value":-0.015529791288352815},{"lag":13,"value":0.038282042494688744},{"lag":14,"value":-0.023842364812744262},{"lag":15,"value":0.0911996194555589},{"lag":16,"value":-0.11551751880294765},{"lag":17,"value":0.05257357008241886},{"lag":18,"value":0.000457971976698809},{"lag":19,"value":0.14020403733595405},{"lag":20,"value":-0.14055993559280655},{"lag":21,"value":0.08611420607253802},{"lag":22,"value":-0.1359468513946654},{"lag":23,"value":0.02225183423226547},{"lag":24,"value":-0.08398839701765819}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":-0.219991814754114},{"lag":2,"value":-0.12385456336984559},{"lag":3,"value":-0.1738606441268737},{"lag":4,"value":-0.05398448167716086},{"lag":5,"value":-0.1507617157247054},{"lag":6,"value":-0.016676366126533133},{"lag":7,"value":-0.1292452757277157},{"lag":8,"value":0.04155925170318487},{"lag":9,"value":-0.012036482096099099},{"lag":10,"value":-0.031793481877141844},{"lag":11,"value":-0.019660682268894836},{"lag":12,"value":-0.061970258115966854},{"lag":13,"value":0.03485224323525594},{"lag":14,"value":-0.04619724588762905},{"lag":15,"value":0.10030923937426257},{"lag":16,"value":-0.09463551757029186},{"lag":17,"value":0.021644911096668697},{"lag":18,"value":0.0227826066642654},{"lag":19,"value":0.1461648797805416},{"lag":20,"value":-0.03201085574994476},{"lag":21,"value":0.06700738193363909},{"lag":22,"value":-0.06379222923869081},{"lag":23,"value":-0.061414914475061665},{"lag":24,"value":-0.07228616602190852}],"seasonal_lag_12_autocorrelation":-0.015529791288352815,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-2.9241262522040286,"p_value":0.04261351654174905,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.011083396003647342,"lagged_level_standard_error":0.0037903274509072074,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9687477063535618},{"lag":2,"value":0.9354070340072678},{"lag":3,"value":0.901949839886129},{"lag":4,"value":0.8681476335241645},{"lag":5,"value":0.8350831196426517},{"lag":6,"value":0.8020752405472371},{"lag":7,"value":0.7692894868926239},{"lag":8,"value":0.7359493256067451},{"lag":9,"value":0.7021890726589283},{"lag":10,"value":0.6680596482506209},{"lag":11,"value":0.6346156952402595},{"lag":12,"value":0.6022823694339047},{"lag":13,"value":0.5709145761334545},{"lag":14,"value":0.541103612240201},{"lag":15,"value":0.5133084100076967},{"lag":16,"value":0.48689311735838403},{"lag":17,"value":0.46042625406709464},{"lag":18,"value":0.4342502306125375},{"lag":19,"value":0.40860756839211526},{"lag":20,"value":0.38347917233028445},{"lag":21,"value":0.357688813649643},{"lag":22,"value":0.3318284396920119},{"lag":23,"value":0.30487328140327014},{"lag":24,"value":0.2783248342855748}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9687477063535618},{"lag":2,"value":-0.049816188800054076},{"lag":3,"value":-0.018026278644760408},{"lag":4,"value":-0.0231290349524155},{"lag":5,"value":-0.0057054308244553105},{"lag":6,"value":-0.01787068402388776},{"lag":7,"value":-0.01472506671990067},{"lag":8,"value":-0.027951724111472082},{"lag":9,"value":-0.025342260610520924},{"lag":10,"value":-0.025459681169226225},{"lag":11,"value":-0.008674909593626847},{"lag":12,"value":-0.003160100118135683},{"lag":13,"value":-0.005640626313682989},{"lag":14,"value":0.004091991604291873},{"lag":15,"value":0.011970506899173275},{"lag":16,"value":0.0021612252376302958},{"lag":17,"value":-0.020121262853227826},{"lag":18,"value":-0.013511939481676942},{"lag":19,"value":-0.010089540941218604},{"lag":20,"value":-0.010782243254467187},{"lag":21,"value":-0.030719701519476696},{"lag":22,"value":-0.020561276473595246},{"lag":23,"value":-0.038289886399780045},{"lag":24,"value":-0.012656157183679365}],"seasonal_lag_12_autocorrelation":0.6022823694339047,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"not_run","selected_lag":null,"stability_status":"not_run","residual_status":"not_run","estimable":false,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"non_stationary","blocking_reasons":["hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-1.909，5% 临界值 -2.885）；请按预注册 profile 处理。"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-1.909，5% 临界值 -2.885）；请按预注册 profile 处理。"}],"selected_fallback":null,"selection_reason":"预设 baseline；不根据单个国家结果更换 transformation。"},{"country":"czechia","profile_id":"baseline_monthly_macro_v1","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":null,"end_period":null,"effective_observations":0,"missing_ratio":null,"stationarity_status":"non_stationary","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":13,"max_lag":13,"autolag_criterion":"aic","nobs":123,"statistic":-2.0972813372965464,"p_value":0.2456091937796448,"critical_values":{"1%":-3.484667251420977,"5%":-2.8853397507076006,"10%":-2.5794629869786503},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.3692985130864265,"lagged_level_standard_error":0.17608439388606897,"calibration":null,"status":"non_stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.1333143015074838},{"lag":2,"value":0.20245097032615952},{"lag":3,"value":0.06952161150268962},{"lag":4,"value":0.06951334898468868},{"lag":5,"value":0.07089595676118995},{"lag":6,"value":0.2087649051089817},{"lag":7,"value":0.07491727202299987},{"lag":8,"value":0.02938458857578593},{"lag":9,"value":0.10226164379937908},{"lag":10,"value":0.09746087877979558},{"lag":11,"value":0.024838205146901944},{"lag":12,"value":0.5155712671504374},{"lag":13,"value":-0.006365857014823618},{"lag":14,"value":-0.03311799046941776},{"lag":15,"value":0.024604695412293865},{"lag":16,"value":-0.12499426084123694},{"lag":17,"value":-0.09017350913356625},{"lag":18,"value":0.038525812924194616},{"lag":19,"value":-0.046853106668332076},{"lag":20,"value":-0.12851826609791211},{"lag":21,"value":-0.016841844373561586},{"lag":22,"value":-0.049558072599099855},{"lag":23,"value":-0.07505375912969851},{"lag":24,"value":0.324207048518097}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.1333143015074838},{"lag":2,"value":0.18801988898215224},{"lag":3,"value":0.02378970689796738},{"lag":4,"value":0.022792468509898117},{"lag":5,"value":0.04621917948219515},{"lag":6,"value":0.18876015770700733},{"lag":7,"value":0.013867339724374766},{"lag":8,"value":-0.0608422242684543},{"lag":9,"value":0.0802409729943243},{"lag":10,"value":0.0816488245928143},{"lag":11,"value":-0.04470519373099785},{"lag":12,"value":0.4928454076340431},{"lag":13,"value":-0.17635166896503934},{"lag":14,"value":-0.26935075796195757},{"lag":15,"value":0.10651316937959944},{"lag":16,"value":-0.20437936772064985},{"lag":17,"value":-0.15710472257282493},{"lag":18,"value":0.029804902768382092},{"lag":19,"value":-0.06376850810671413},{"lag":20,"value":-0.10083800528061647},{"lag":21,"value":-0.02332020586433133},{"lag":22,"value":0.005724870634064729},{"lag":23,"value":0.0395618103790617},{"lag":24,"value":0.17282694026393963}],"seasonal_lag_12_autocorrelation":0.5155712671504374,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-8.903537879038959,"p_value":1.1546319456101628e-14,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.4256334734893985,"lagged_level_standard_error":0.16011988637075134,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.008419512937125263},{"lag":2,"value":-0.25469598595236403},{"lag":3,"value":-0.13946346405742202},{"lag":4,"value":0.0030670352414095144},{"lag":5,"value":-0.04243358720377568},{"lag":6,"value":-0.04698703975466315},{"lag":7,"value":-0.0191608425326674},{"lag":8,"value":-0.0047245811663129975},{"lag":9,"value":0.0370918318680079},{"lag":10,"value":0.16088132102947666},{"lag":11,"value":-0.14282261001989818},{"lag":12,"value":-0.1475030296650977},{"lag":13,"value":0.059391101298552094},{"lag":14,"value":0.04943197344466294},{"lag":15,"value":-0.03646847540127752},{"lag":16,"value":0.020719610313942868},{"lag":17,"value":0.10381810110663695},{"lag":18,"value":0.011892236632176688},{"lag":19,"value":-0.08569453592730336},{"lag":20,"value":0.06616548245502155},{"lag":21,"value":-0.06362296296887708},{"lag":22,"value":-0.06544130786851847},{"lag":23,"value":0.04575167149927866},{"lag":24,"value":0.038817247313007563}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.008419512937125263},{"lag":2,"value":-0.25478493539543523},{"lag":3,"value":-0.1439838243664345},{"lag":4,"value":-0.06975360120081428},{"lag":5,"value":-0.12802790521173474},{"lag":6,"value":-0.10159254455069763},{"lag":7,"value":-0.09164315107587058},{"lag":8,"value":-0.08841834607300363},{"lag":9,"value":-0.031804853342209366},{"lag":10,"value":0.12183557727491187},{"lag":11,"value":-0.17361483156383184},{"lag":12,"value":-0.11160868210328159},{"lag":13,"value":-0.0005304572012046713},{"lag":14,"value":-0.07220175306460687},{"lag":15,"value":-0.06844818670176141},{"lag":16,"value":0.0008398986731271469},{"lag":17,"value":0.05340534196400455},{"lag":18,"value":-0.004193874930397026},{"lag":19,"value":-0.057852631157586015},{"lag":20,"value":0.07697502761082511},{"lag":21,"value":-0.051346954679628916},{"lag":22,"value":-0.03454604571999759},{"lag":23,"value":0.0028772276213829876},{"lag":24,"value":-0.003912785160163645}],"seasonal_lag_12_autocorrelation":-0.1475030296650977,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant","formal_decision":"inconclusive","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-2.6974697629564144,"p_value":0.07447713490562952,"critical_values":{"1%":-3.4808880719210005,"5%":-2.8836966192225284,"10%":-2.5785857598714417},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.06526807010586125,"lagged_level_standard_error":0.024196034002741795,"calibration":null,"status":"borderline"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9163135065758483},{"lag":2,"value":0.8608223144886334},{"lag":3,"value":0.8212971459437867},{"lag":4,"value":0.7772899395710154},{"lag":5,"value":0.7271233925997638},{"lag":6,"value":0.6799918142265556},{"lag":7,"value":0.6333452295318147},{"lag":8,"value":0.5813874497904983},{"lag":9,"value":0.5385155875100603},{"lag":10,"value":0.4921182246892473},{"lag":11,"value":0.4409896021665825},{"lag":12,"value":0.3925842231044142},{"lag":13,"value":0.35521581274472636},{"lag":14,"value":0.3182619809943642},{"lag":15,"value":0.29087906038334993},{"lag":16,"value":0.25924987374895114},{"lag":17,"value":0.21080651802028008},{"lag":18,"value":0.1762697428567335},{"lag":19,"value":0.15121447543014166},{"lag":20,"value":0.11040996793247007},{"lag":21,"value":0.07811144255095322},{"lag":22,"value":0.05025697833085789},{"lag":23,"value":0.013712186925956977},{"lag":24,"value":-0.01257336625922678}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9163135065758483},{"lag":2,"value":0.13214398333225716},{"lag":3,"value":0.09939544240599577},{"lag":4,"value":-0.011730322056776217},{"lag":5,"value":-0.054689088214958465},{"lag":6,"value":-0.023713634906571305},{"lag":7,"value":-0.028771577004643934},{"lag":8,"value":-0.059444977843410886},{"lag":9,"value":0.016011771574939885},{"lag":10,"value":-0.04006791162926555},{"lag":11,"value":-0.0559082506952854},{"lag":12,"value":-0.029637589155767464},{"lag":13,"value":0.03100124532741451},{"lag":14,"value":0.00211614098726507},{"lag":15,"value":0.055896814583311735},{"lag":16,"value":-0.02743752251978704},{"lag":17,"value":-0.12889944080220622},{"lag":18,"value":0.009645805438673367},{"lag":19,"value":0.02631313650236297},{"lag":20,"value":-0.09264458059204808},{"lag":21,"value":0.015243793961849543},{"lag":22,"value":-0.013338315424394419},{"lag":23,"value":-0.07190951765474712},{"lag":24,"value":0.02972239412466603}],"seasonal_lag_12_autocorrelation":0.3925842231044142,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"not_run","selected_lag":null,"stability_status":"not_run","residual_status":"not_run","estimable":false,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"non_stationary","blocking_reasons":["hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-2.097，5% 临界值 -2.885）；请按预注册 profile 处理。"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-2.097，5% 临界值 -2.885）；请按预注册 profile 处理。"}],"selected_fallback":null,"selection_reason":"预设 baseline；不根据单个国家结果更换 transformation。"},{"country":"germany","profile_id":"baseline_monthly_macro_v1","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":null,"end_period":null,"effective_observations":0,"missing_ratio":null,"stationarity_status":"non_stationary","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":11,"max_lag":13,"autolag_criterion":"aic","nobs":125,"statistic":-1.8590016529604616,"p_value":0.3515868443235479,"critical_values":{"1%":-3.4837793736959997,"5%":-2.88495387648,"10%":-2.579256976},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.39833416446811665,"lagged_level_standard_error":0.21427316314311456,"calibration":null,"status":"non_stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.10351730876107611},{"lag":2,"value":0.2521214164124735},{"lag":3,"value":-0.10742010639382481},{"lag":4,"value":-0.014172032888986138},{"lag":5,"value":0.0474461440642458},{"lag":6,"value":0.013709210181466681},{"lag":7,"value":0.017726427462358172},{"lag":8,"value":-0.090666289245653},{"lag":9,"value":-0.04969893142288712},{"lag":10,"value":0.20501837732912964},{"lag":11,"value":0.05378629812655976},{"lag":12,"value":0.43655619981293214},{"lag":13,"value":0.0334425906724661},{"lag":14,"value":0.12584686742525847},{"lag":15,"value":-0.029350530847489446},{"lag":16,"value":-0.12814302997625604},{"lag":17,"value":-0.059574469706422065},{"lag":18,"value":-0.18070438285247828},{"lag":19,"value":-0.050642584569786785},{"lag":20,"value":-0.1158173938364995},{"lag":21,"value":0.053387412809522736},{"lag":22,"value":0.034569590634865116},{"lag":23,"value":-0.05913093894319235},{"lag":24,"value":0.22630858831081715}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.10351730876107611},{"lag":2,"value":0.244020465811566},{"lag":3,"value":-0.16381620161134325},{"lag":4,"value":-0.05441596977156163},{"lag":5,"value":0.13669569612726917},{"lag":6,"value":-0.005907938877981636},{"lag":7,"value":-0.04718563977810671},{"lag":8,"value":-0.0761241628200534},{"lag":9,"value":-0.018588040287935276},{"lag":10,"value":0.2879608547301412},{"lag":11,"value":-0.007668494261571282},{"lag":12,"value":0.3294506530326675},{"lag":13,"value":0.01599343046629046},{"lag":14,"value":-0.05389328923020057},{"lag":15,"value":0.045333774390113706},{"lag":16,"value":-0.20267353309637406},{"lag":17,"value":-0.1060263505558002},{"lag":18,"value":-0.1019667222389131},{"lag":19,"value":-0.05442454681184551},{"lag":20,"value":-0.021561441759039443},{"lag":21,"value":0.12996517188201773},{"lag":22,"value":-0.09686417165306069},{"lag":23,"value":-0.11518258886468258},{"lag":24,"value":0.1594050834894005}],"seasonal_lag_12_autocorrelation":0.43655619981293214,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-9.20973972500051,"p_value":1.887379141862766e-15,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.4773330337582826,"lagged_level_standard_error":0.160409857158933,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.015073967270929143},{"lag":2,"value":-0.2971364971298711},{"lag":3,"value":-0.15099888079409113},{"lag":4,"value":0.11318624929751266},{"lag":5,"value":-0.013343394117884063},{"lag":6,"value":-0.09313482783197602},{"lag":7,"value":0.010812223302942668},{"lag":8,"value":-0.08182798685973114},{"lag":9,"value":0.05201661951932718},{"lag":10,"value":0.02538541376752807},{"lag":11,"value":-0.041972159653733895},{"lag":12,"value":-0.025795210902232253},{"lag":13,"value":0.02032225681043254},{"lag":14,"value":0.011849767937387595},{"lag":15,"value":-0.06301115464110524},{"lag":16,"value":0.12015796272306707},{"lag":17,"value":0.08159791400344608},{"lag":18,"value":-0.07667839613617165},{"lag":19,"value":-0.013210348500042638},{"lag":20,"value":-0.07574840899326875},{"lag":21,"value":0.006650183253071889},{"lag":22,"value":-0.03827173249812056},{"lag":23,"value":0.09189238717404916},{"lag":24,"value":-0.0015364277366930396}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.015073967270929143},{"lag":2,"value":-0.2974313052955993},{"lag":3,"value":-0.15439475202158953},{"lag":4,"value":0.027036902677613908},{"lag":5,"value":-0.11266931370637855},{"lag":6,"value":-0.08898356134547629},{"lag":7,"value":-0.006922494240290565},{"lag":8,"value":-0.17906788762113085},{"lag":9,"value":0.03174780565057968},{"lag":10,"value":-0.04425410957762999},{"lag":11,"value":-0.09143873191923095},{"lag":12,"value":-0.009195135421261741},{"lag":13,"value":-0.046215005198717046},{"lag":14,"value":-0.04915492434974516},{"lag":15,"value":-0.06609374830704298},{"lag":16,"value":0.09438025670803933},{"lag":17,"value":0.048181602635286515},{"lag":18,"value":-0.038793884403502836},{"lag":19,"value":0.07188067273693201},{"lag":20,"value":-0.12749122897708481},{"lag":21,"value":-0.0025682707592908477},{"lag":22,"value":-0.05467557873291004},{"lag":23,"value":0.038813255957948684},{"lag":24,"value":0.009384532886058462}],"seasonal_lag_12_autocorrelation":-0.025795210902232253,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":3,"max_lag":13,"autolag_criterion":"aic","nobs":133,"statistic":-2.386552492863822,"p_value":0.14556789484809946,"critical_values":{"1%":-3.4805003838883772,"5%":-2.8835279559405045,"10%":-2.578495716547007},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.029095384956861786,"lagged_level_standard_error":0.012191386966706868,"calibration":null,"status":"non_stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9634383122928946},{"lag":2,"value":0.9224107462315159},{"lag":3,"value":0.8782502546144156},{"lag":4,"value":0.8260920462060009},{"lag":5,"value":0.7694906618024122},{"lag":6,"value":0.7111120070007539},{"lag":7,"value":0.6491788114029567},{"lag":8,"value":0.5828024398099855},{"lag":9,"value":0.5155147306588802},{"lag":10,"value":0.44687136635012314},{"lag":11,"value":0.3773393668423309},{"lag":12,"value":0.31045057057254416},{"lag":13,"value":0.24442770714269269},{"lag":14,"value":0.18549122294602016},{"lag":15,"value":0.1287763267469346},{"lag":16,"value":0.0738159985868195},{"lag":17,"value":0.021077258424291482},{"lag":18,"value":-0.024597804864156858},{"lag":19,"value":-0.0702728681526052},{"lag":20,"value":-0.10932857216649113},{"lag":21,"value":-0.14263084974575022},{"lag":22,"value":-0.17326722172790482},{"lag":23,"value":-0.2025706409115072},{"lag":24,"value":-0.23009678969703992}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9634383122928946},{"lag":2,"value":-0.08083171336236689},{"lag":3,"value":-0.061600919306135066},{"lag":4,"value":-0.1313207448613743},{"lag":5,"value":-0.0794687038102786},{"lag":6,"value":-0.04558139830326239},{"lag":7,"value":-0.07001124793458142},{"lag":8,"value":-0.08750489919602553},{"lag":9,"value":-0.044714000024598764},{"lag":10,"value":-0.05372596560012653},{"lag":11,"value":-0.04707898527258433},{"lag":12,"value":-0.005739684613219131},{"lag":13,"value":-0.03658764974138806},{"lag":14,"value":0.05413179470779675},{"lag":15,"value":-0.027433286376501415},{"lag":16,"value":-0.03325392370144483},{"lag":17,"value":-0.03866841076593888},{"lag":18,"value":0.03518975612353763},{"lag":19,"value":-0.06703325195051046},{"lag":20,"value":0.031282081435860885},{"lag":21,"value":0.0003903826402302719},{"lag":22,"value":-0.023905781380582313},{"lag":23,"value":-0.05016897964902051},{"lag":24,"value":-0.049351696730110826}],"seasonal_lag_12_autocorrelation":0.31045057057254416,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"not_run","selected_lag":null,"stability_status":"not_run","residual_status":"not_run","estimable":false,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"non_stationary","blocking_reasons":["hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-1.859，5% 临界值 -2.885）；请按预注册 profile 处理。","unemployment_rate_monthly（level）adf_constant 不能拒绝零频单位根（stat=-2.387，5% 临界值 -2.884）；请按预注册 profile 处理。"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-1.859，5% 临界值 -2.885）；请按预注册 profile 处理。"}],"selected_fallback":null,"selection_reason":"预设 baseline；不根据单个国家结果更换 transformation。"},{"country":"hungary","profile_id":"baseline_monthly_macro_v1","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":null,"end_period":null,"effective_observations":0,"missing_ratio":null,"stationarity_status":"non_stationary","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":13,"max_lag":13,"autolag_criterion":"aic","nobs":123,"statistic":-2.2832114326043986,"p_value":0.17743979973457918,"critical_values":{"1%":-3.484667251420977,"5%":-2.8853397507076006,"10%":-2.5794629869786503},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.21977316208805758,"lagged_level_standard_error":0.09625615873750605,"calibration":null,"status":"non_stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.6821601030122075},{"lag":2,"value":0.5509163399683659},{"lag":3,"value":0.5056727053681698},{"lag":4,"value":0.3847106175676608},{"lag":5,"value":0.4091897417332122},{"lag":6,"value":0.3946535923494034},{"lag":7,"value":0.2864757132709508},{"lag":8,"value":0.18051019613138194},{"lag":9,"value":0.16165631518888018},{"lag":10,"value":0.12348447679808178},{"lag":11,"value":0.07057683427778559},{"lag":12,"value":0.14427284824365422},{"lag":13,"value":-0.004668710623477594},{"lag":14,"value":-0.011139566140319024},{"lag":15,"value":0.08291505214611662},{"lag":16,"value":-0.011670535905082633},{"lag":17,"value":0.017327316935091142},{"lag":18,"value":0.041848506602144814},{"lag":19,"value":-0.02587694843122399},{"lag":20,"value":-0.0410796676257918},{"lag":21,"value":0.0013893915805890454},{"lag":22,"value":-0.024953511728501767},{"lag":23,"value":-0.03474215646339164},{"lag":24,"value":0.04978017853944853}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.6821601030122075},{"lag":2,"value":0.16005371439540048},{"lag":3,"value":0.15515089215450467},{"lag":4,"value":-0.07377771053477586},{"lag":5,"value":0.19350434633186755},{"lag":6,"value":0.04493228698319597},{"lag":7,"value":-0.10754909403013872},{"lag":8,"value":-0.16575872453931403},{"lag":9,"value":0.0658474743790806},{"lag":10,"value":-0.0040348831663061455},{"lag":11,"value":-0.07898280381372115},{"lag":12,"value":0.16257792083054057},{"lag":13,"value":-0.2465457256229023},{"lag":14,"value":0.12418435048122928},{"lag":15,"value":0.1383841181564362},{"lag":16,"value":-0.13083740615257405},{"lag":17,"value":0.020370000063701904},{"lag":18,"value":0.04081094346064211},{"lag":19,"value":-0.04092622717408096},{"lag":20,"value":-0.06425821764491116},{"lag":21,"value":0.048490417628276786},{"lag":22,"value":-0.05004026283137265},{"lag":23,"value":0.05363068984738692},{"lag":24,"value":0.06983347021005926}],"seasonal_lag_12_autocorrelation":0.14427284824365422,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":1,"max_lag":13,"autolag_criterion":"aic","nobs":135,"statistic":-10.37531994602584,"p_value":0,"critical_values":{"1%":-3.4797425866991816,"5%":-2.88319822181578,"10%":-2.578319684499314},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.2296099760676658,"lagged_level_standard_error":0.11851296947605507,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.008678514283270065},{"lag":2,"value":-0.243254766766547},{"lag":3,"value":-0.10132350218742775},{"lag":4,"value":-0.058393651077364134},{"lag":5,"value":-0.04426381266585457},{"lag":6,"value":-0.06214724815714179},{"lag":7,"value":-0.004682339527791553},{"lag":8,"value":0.051185119827485824},{"lag":9,"value":0.03394685351271094},{"lag":10,"value":-0.015615961515354894},{"lag":11,"value":-0.052511820450020785},{"lag":12,"value":0.013965183303782176},{"lag":13,"value":-0.03001333883518952},{"lag":14,"value":-0.0032351486209554045},{"lag":15,"value":-0.002158659824478904},{"lag":16,"value":-0.021874131964776212},{"lag":17,"value":0.09312831722248101},{"lag":18,"value":0.059429286758401145},{"lag":19,"value":-0.038974267865901975},{"lag":20,"value":-0.0249811652496584},{"lag":21,"value":0.025206334774605554},{"lag":22,"value":-0.022615654992767326},{"lag":23,"value":-0.025995664956216247},{"lag":24,"value":-0.02526464010641308}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.008678514283270065},{"lag":2,"value":-0.24334841155415918},{"lag":3,"value":-0.1026742650719474},{"lag":4,"value":-0.12663069807107516},{"lag":5,"value":-0.10680468212762725},{"lag":6,"value":-0.1376818124834653},{"lag":7,"value":-0.08286460118039944},{"lag":8,"value":-0.03878568139290959},{"lag":9,"value":-0.031132704065009845},{"lag":10,"value":-0.0510888225685327},{"lag":11,"value":-0.08158726019077735},{"lag":12,"value":-0.021969168099621378},{"lag":13,"value":-0.08633937079192448},{"lag":14,"value":-0.03532735444479786},{"lag":15,"value":-0.0603907287417428},{"lag":16,"value":-0.07474822277901594},{"lag":17,"value":0.04610178246180072},{"lag":18,"value":0.02327460169368691},{"lag":19,"value":-0.018439475488773824},{"lag":20,"value":0.0017415199980609277},{"lag":21,"value":0.03510523953768332},{"lag":22,"value":-0.01604856823381422},{"lag":23,"value":0.0033884725335785256},{"lag":24,"value":-0.027677627432440257}],"seasonal_lag_12_autocorrelation":0.013965183303782176,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":1,"max_lag":13,"autolag_criterion":"aic","nobs":135,"statistic":-3.831586865257551,"p_value":0.0026001791869343926,"critical_values":{"1%":-3.4797425866991816,"5%":-2.88319822181578,"10%":-2.578319684499314},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.05640650538244407,"lagged_level_standard_error":0.014721447631503076,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9385029818343847},{"lag":2,"value":0.8709487025126454},{"lag":3,"value":0.7994684629986003},{"lag":4,"value":0.7386241175851576},{"lag":5,"value":0.6783507654098709},{"lag":6,"value":0.6224300916356211},{"lag":7,"value":0.5756727906298797},{"lag":8,"value":0.5258345688899075},{"lag":9,"value":0.47547344558825394},{"lag":10,"value":0.41888559522289465},{"lag":11,"value":0.3656611087710684},{"lag":12,"value":0.31312059282912075},{"lag":13,"value":0.2635648142684516},{"lag":14,"value":0.2169456814125849},{"lag":15,"value":0.17389067613553896},{"lag":16,"value":0.14283110901946722},{"lag":17,"value":0.11496543990934661},{"lag":18,"value":0.0868906101745532},{"lag":19,"value":0.05892036075209633},{"lag":20,"value":0.034192101012066406},{"lag":21,"value":0.013389801464342118},{"lag":22,"value":-0.004741501639112789},{"lag":23,"value":-0.020668221224119557},{"lag":24,"value":-0.037584255296629385}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9385029818343847},{"lag":2,"value":-0.08253474284727991},{"lag":3,"value":-0.06691966392019372},{"lag":4,"value":0.053313061650763556},{"lag":5,"value":-0.0377964751238224},{"lag":6,"value":-0.00513221652973857},{"lag":7,"value":0.04754168221156233},{"lag":8,"value":-0.06733303932934637},{"lag":9,"value":-0.034879009114829725},{"lag":10,"value":-0.07195332038858859},{"lag":11,"value":-0.011041863261656779},{"lag":12,"value":-0.02827910434737485},{"lag":13,"value":-0.020676286854575766},{"lag":14,"value":-0.016453642055237666},{"lag":15,"value":-0.01370310907001237},{"lag":16,"value":0.05905997228569786},{"lag":17,"value":-0.005750288468222199},{"lag":18,"value":-0.037343906526563525},{"lag":19,"value":-0.009860639800742931},{"lag":20,"value":-0.0005576612796301555},{"lag":21,"value":0.006630448566854112},{"lag":22,"value":0.003545232617200736},{"lag":23,"value":-0.01144174835239292},{"lag":24,"value":-0.036127377358541185}],"seasonal_lag_12_autocorrelation":0.31312059282912075,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"not_run","selected_lag":null,"stability_status":"not_run","residual_status":"not_run","estimable":false,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"non_stationary","blocking_reasons":["hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-2.283，5% 临界值 -2.885）；请按预注册 profile 处理。"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-2.283，5% 临界值 -2.885）；请按预注册 profile 处理。"}],"selected_fallback":null,"selection_reason":"预设 baseline；不根据单个国家结果更换 transformation。"},{"country":"poland","profile_id":"baseline_monthly_macro_v1","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":"2015-02","end_period":"2026-06","effective_observations":137,"missing_ratio":0.0144,"stationarity_status":"stationary","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-3.5047864635483457,"p_value":0.007865015085694094,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.31860096673382626,"lagged_level_standard_error":0.09090453014682828,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.49898908821578475},{"lag":2,"value":0.4194627355509843},{"lag":3,"value":0.38510127056946525},{"lag":4,"value":0.3053418165187587},{"lag":5,"value":0.35115545472846255},{"lag":6,"value":0.3724027658574755},{"lag":7,"value":0.27155982207593665},{"lag":8,"value":0.23878516956361012},{"lag":9,"value":0.2721509454113239},{"lag":10,"value":0.31415713728085914},{"lag":11,"value":0.23076772414228888},{"lag":12,"value":0.3326610197620174},{"lag":13,"value":0.16560748039354864},{"lag":14,"value":0.14492103806645396},{"lag":15,"value":0.11980543729359128},{"lag":16,"value":-0.02979765837230548},{"lag":17,"value":0.028423360854917014},{"lag":18,"value":0.0696128450114987},{"lag":19,"value":0.00955007505769812},{"lag":20,"value":-0.011248857727821518},{"lag":21,"value":0.04311885561577106},{"lag":22,"value":0.09954398178886473},{"lag":23,"value":0.06380555109151384},{"lag":24,"value":0.15681902650367718}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.49898908821578475},{"lag":2,"value":0.22699118573328517},{"lag":3,"value":0.15448063623865255},{"lag":4,"value":0.03307735875110491},{"lag":5,"value":0.15387027434305764},{"lag":6,"value":0.14209083425714167},{"lag":7,"value":-0.04195183708439223},{"lag":8,"value":-0.02322856954330598},{"lag":9,"value":0.0887640990631895},{"lag":10,"value":0.13887678594887473},{"lag":11,"value":-0.07626643070751019},{"lag":12,"value":0.15425642033593234},{"lag":13,"value":-0.14913561023229824},{"lag":14,"value":-0.03122114074154738},{"lag":15,"value":-0.09876587506565244},{"lag":16,"value":-0.22420469821263125},{"lag":17,"value":0.014813339018501437},{"lag":18,"value":0.045658013019796925},{"lag":19,"value":-0.027022213034188416},{"lag":20,"value":-0.07350525821771262},{"lag":21,"value":0.11761457395665004},{"lag":22,"value":0.1479978932690092},{"lag":23,"value":0.016653830382873703},{"lag":24,"value":0.09763737800132018}],"seasonal_lag_12_autocorrelation":0.3326610197620174,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-8.720505958252971,"p_value":3.397282455352979e-14,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.3964482257033317,"lagged_level_standard_error":0.160133853745235,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":-0.0032979996742228367},{"lag":2,"value":-0.21981609220383566},{"lag":3,"value":-0.13382918705435234},{"lag":4,"value":0.009767704940803118},{"lag":5,"value":-0.05435218459599062},{"lag":6,"value":-0.01157242946914546},{"lag":7,"value":-0.04047393336076039},{"lag":8,"value":0.002602759437159624},{"lag":9,"value":0.05551589208962477},{"lag":10,"value":0.06756574669617163},{"lag":11,"value":-0.010444644372043718},{"lag":12,"value":-0.06605360033460805},{"lag":13,"value":0.004214282075833909},{"lag":14,"value":0.020260152233713042},{"lag":15,"value":-0.07436258967301623},{"lag":16,"value":0.0687346362887163},{"lag":17,"value":0.09056218762106254},{"lag":18,"value":0.004223103540713966},{"lag":19,"value":-0.11064177767392812},{"lag":20,"value":0.00799422946675176},{"lag":21,"value":-0.007976662526163213},{"lag":22,"value":-0.06130883838950537},{"lag":23,"value":-0.06040323091056793},{"lag":24,"value":-0.06582946632245633}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":-0.0032979996742228367},{"lag":2,"value":-0.21982936004607712},{"lag":3,"value":-0.14231746062711134},{"lag":4,"value":-0.04705636526407554},{"lag":5,"value":-0.12536498646720384},{"lag":6,"value":-0.051109187839760206},{"lag":7,"value":-0.09850396451287732},{"lag":8,"value":-0.0502270474195462},{"lag":9,"value":0.008487614461363455},{"lag":10,"value":0.033961677600549946},{"lag":11,"value":-0.0019253365592159497},{"lag":12,"value":-0.04540046399689285},{"lag":13,"value":0.011859585913968152},{"lag":14,"value":0.0015256627205611623},{"lag":15,"value":-0.08276176810088232},{"lag":16,"value":0.07940963694151536},{"lag":17,"value":0.0687001241098976},{"lag":18,"value":0.02606312866396946},{"lag":19,"value":-0.06483358509518433},{"lag":20,"value":0.021651731590385987},{"lag":21,"value":-0.02554343873292055},{"lag":22,"value":-0.07834837323769747},{"lag":23,"value":-0.07697136357616384},{"lag":24,"value":-0.13543472317427013}],"seasonal_lag_12_autocorrelation":-0.06605360033460805,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":3,"max_lag":13,"autolag_criterion":"aic","nobs":133,"statistic":-3.9627958849319738,"p_value":0.0016183541611727303,"critical_values":{"1%":-3.4805003838883772,"5%":-2.8835279559405045,"10%":-2.578495716547007},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.021260100826221484,"lagged_level_standard_error":0.005364924523884843,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9645270321489468},{"lag":2,"value":0.9281543368366972},{"lag":3,"value":0.8921451236541316},{"lag":4,"value":0.8578113738263562},{"lag":5,"value":0.8246898781507216},{"lag":6,"value":0.7927473942695723},{"lag":7,"value":0.7603239881046875},{"lag":8,"value":0.7282662478740048},{"lag":9,"value":0.6958916133433438},{"lag":10,"value":0.6633330539433228},{"lag":11,"value":0.6322682168332487},{"lag":12,"value":0.602945327793274},{"lag":13,"value":0.5743028151829627},{"lag":14,"value":0.5457910881987533},{"lag":15,"value":0.5176782695064007},{"lag":16,"value":0.49009732853652516},{"lag":17,"value":0.46118669326045847},{"lag":18,"value":0.4323736012528384},{"lag":19,"value":0.4031749464254128},{"lag":20,"value":0.3739741077934695},{"lag":21,"value":0.34656617267036627},{"lag":22,"value":0.3212347929984273},{"lag":23,"value":0.29824590763889086},{"lag":24,"value":0.2775818035106707}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9645270321489468},{"lag":2,"value":-0.030967615151384797},{"lag":3,"value":-0.013485325375551948},{"lag":4,"value":0.004908100372921365},{"lag":5,"value":-0.0016549245215306608},{"lag":6,"value":-0.0014587405141816628},{"lag":7,"value":-0.024522296858410546},{"lag":8,"value":-0.012112725491565834},{"lag":9,"value":-0.02231159865009625},{"lag":10,"value":-0.02134882808974832},{"lag":11,"value":0.002265022074160178},{"lag":12,"value":0.005182680596305556},{"lag":13,"value":-0.009136474192657744},{"lag":14,"value":-0.01591751013595522},{"lag":15,"value":-0.011132110949586145},{"lag":16,"value":-0.009370290432487665},{"lag":17,"value":-0.037186734461196365},{"lag":18,"value":-0.017340986182505767},{"lag":19,"value":-0.025329843003897994},{"lag":20,"value":-0.021333347502650802},{"lag":21,"value":0.00445341488176559},{"lag":22,"value":0.00882102983697593},{"lag":23,"value":0.014680980881525689},{"lag":24,"value":0.015438497486479252}],"seasonal_lag_12_autocorrelation":0.602945327793274,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"completed","selected_lag":2,"stability_status":"stable","residual_status":"failed","estimable":true,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"residual_diagnostics_failed","blocking_reasons":["主残差 Portmanteau 诊断 h=12 未通过；动态响应暂不可用"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"ok","reason":null}],"selected_fallback":null,"selection_reason":"预设 baseline；不根据单个国家结果更换 transformation。"},{"country":"romania","profile_id":"baseline_monthly_macro_v1","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":"2015-02","end_period":"2026-06","effective_observations":137,"missing_ratio":0.0144,"stationarity_status":"borderline","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-3.8080312254882975,"p_value":0.002826205653293279,"critical_values":{"1%":-3.4808880719210005,"5%":-2.8836966192225284,"10%":-2.5785857598714417},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.3554588013127248,"lagged_level_standard_error":0.09334450803174411,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.4816920234225958},{"lag":2,"value":0.28621468106219095},{"lag":3,"value":0.1905957189927245},{"lag":4,"value":0.16826265631487183},{"lag":5,"value":0.23951587930043958},{"lag":6,"value":0.312638794216232},{"lag":7,"value":0.3091793579038624},{"lag":8,"value":0.16515220708764233},{"lag":9,"value":0.14602508797872607},{"lag":10,"value":0.17132039848498304},{"lag":11,"value":0.20718702601161773},{"lag":12,"value":0.2901776204188878},{"lag":13,"value":0.16783814201846253},{"lag":14,"value":0.06848206092526742},{"lag":15,"value":0.11784576833809375},{"lag":16,"value":0.06718935288517008},{"lag":17,"value":0.08513103585532893},{"lag":18,"value":0.03800566868722615},{"lag":19,"value":-0.022218208433091642},{"lag":20,"value":-0.07423642749877765},{"lag":21,"value":-0.008999532204139281},{"lag":22,"value":0.059247723171840905},{"lag":23,"value":0.07299604692816365},{"lag":24,"value":0.11667226753518052}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.4816920234225958},{"lag":2,"value":0.0705591083646433},{"lag":3,"value":0.03725505405381066},{"lag":4,"value":0.0656103030570712},{"lag":5,"value":0.1599532097915194},{"lag":6,"value":0.16926523039874908},{"lag":7,"value":0.09285013468958432},{"lag":8,"value":-0.09035000020619362},{"lag":9,"value":0.0448895037893359},{"lag":10,"value":0.07437091193536607},{"lag":11,"value":0.06276672673617868},{"lag":12,"value":0.12100693421687958},{"lag":13,"value":-0.11559028352833726},{"lag":14,"value":-0.07679349683656364},{"lag":15,"value":0.10987570052148096},{"lag":16,"value":-0.08334751181419642},{"lag":17,"value":-0.03200596108308823},{"lag":18,"value":-0.11373258584583833},{"lag":19,"value":-0.10128131467081976},{"lag":20,"value":-0.036637921293427064},{"lag":21,"value":0.04760237257859187},{"lag":22,"value":0.02085054457349026},{"lag":23,"value":0.03474947125418897},{"lag":24,"value":0.0854620758499329}],"seasonal_lag_12_autocorrelation":0.2901776204188878,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-7.376913501326395,"p_value":8.673939344561177e-11,"critical_values":{"1%":-3.4808880719210005,"5%":-2.8836966192225284,"10%":-2.5785857598714417},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.8357176820247012,"lagged_level_standard_error":0.24884630702185037,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.0006055024355904958},{"lag":2,"value":-0.2689370515272795},{"lag":3,"value":-0.12034991442082721},{"lag":4,"value":-0.029228679244797634},{"lag":5,"value":-0.05420420981344367},{"lag":6,"value":0.00044267168804573053},{"lag":7,"value":-0.0030539853798409234},{"lag":8,"value":-0.027402375794556986},{"lag":9,"value":0.05660953926611663},{"lag":10,"value":0.04042937347996395},{"lag":11,"value":-0.042130239493247575},{"lag":12,"value":-0.0753597376532328},{"lag":13,"value":0.1276308655800245},{"lag":14,"value":-0.03994118921687906},{"lag":15,"value":-0.004662069771545855},{"lag":16,"value":-0.03416436937602943},{"lag":17,"value":0.04011339286577009},{"lag":18,"value":0.04530880373702149},{"lag":19,"value":-0.0012464183956757385},{"lag":20,"value":-0.04843103438671041},{"lag":21,"value":-0.0257423963307041},{"lag":22,"value":-0.08388343673248413},{"lag":23,"value":0.05942901042412807},{"lag":24,"value":0.04136802320960277}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.0006055024355904958},{"lag":2,"value":-0.26893751676190125},{"lag":3,"value":-0.12933493794322087},{"lag":4,"value":-0.11570907595621967},{"lag":5,"value":-0.1416819747207337},{"lag":6,"value":-0.0753759949932168},{"lag":7,"value":-0.09507034528194576},{"lag":8,"value":-0.09997859505302668},{"lag":9,"value":-0.005012674091810465},{"lag":10,"value":-0.021387204104533028},{"lag":11,"value":-0.05774794888825438},{"lag":12,"value":-0.09147828532065905},{"lag":13,"value":0.10081234443649092},{"lag":14,"value":-0.09111202232137579},{"lag":15,"value":0.03743020130453528},{"lag":16,"value":-0.060798573432217645},{"lag":17,"value":0.04169895756195378},{"lag":18,"value":0.04280546982884093},{"lag":19,"value":0.010379766874346472},{"lag":20,"value":-0.012347042146150917},{"lag":21,"value":0.0036600497463847178},{"lag":22,"value":-0.11958447902988094},{"lag":23,"value":0.04430871656794289},{"lag":24,"value":-0.03174743032516113}],"seasonal_lag_12_autocorrelation":-0.0753597376532328,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant","formal_decision":"inconclusive","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":4,"max_lag":13,"autolag_criterion":"aic","nobs":132,"statistic":-2.7999946707686365,"p_value":0.05827452931554267,"critical_values":{"1%":-3.4808880719210005,"5%":-2.8836966192225284,"10%":-2.5785857598714417},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.05369718173131513,"lagged_level_standard_error":0.01917760140471072,"calibration":null,"status":"borderline"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9486417932825626},{"lag":2,"value":0.9087564459269901},{"lag":3,"value":0.8535708486269826},{"lag":4,"value":0.7971094544661173},{"lag":5,"value":0.7480197449406855},{"lag":6,"value":0.6979851386647785},{"lag":7,"value":0.6452288324190444},{"lag":8,"value":0.5911303009600873},{"lag":9,"value":0.5411528106507012},{"lag":10,"value":0.4893798923502702},{"lag":11,"value":0.4353198520861421},{"lag":12,"value":0.3886128716857551},{"lag":13,"value":0.34880450671984053},{"lag":14,"value":0.30721002614872667},{"lag":15,"value":0.2777408927743983},{"lag":16,"value":0.24106086862690596},{"lag":17,"value":0.2088607228969039},{"lag":18,"value":0.1729089273225431},{"lag":19,"value":0.13606003857838267},{"lag":20,"value":0.09930551534412509},{"lag":21,"value":0.06098278633345657},{"lag":22,"value":0.03234680107945417},{"lag":23,"value":-0.0024130091066609663},{"lag":24,"value":-0.03099187839414323}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9486417932825626},{"lag":2,"value":0.08828241897381309},{"lag":3,"value":-0.16269082860466902},{"lag":4,"value":-0.07407821397621689},{"lag":5,"value":0.05982379991967543},{"lag":6,"value":-0.012285300607705834},{"lag":7,"value":-0.08183297332150224},{"lag":8,"value":-0.0596658905330684},{"lag":9,"value":0.0249946138857216},{"lag":10,"value":-0.03254524649910224},{"lag":11,"value":-0.08350046419943227},{"lag":12,"value":0.030425421293836727},{"lag":13,"value":0.07775394893846423},{"lag":14,"value":-0.054197247472204925},{"lag":15,"value":0.04747102094132299},{"lag":16,"value":-0.06399935706284732},{"lag":17,"value":-0.004770097779370725},{"lag":18,"value":-0.06182416323327083},{"lag":19,"value":-0.05255349045243835},{"lag":20,"value":-0.02781886170745248},{"lag":21,"value":-0.041745193027923407},{"lag":22,"value":0.04995235818521754},{"lag":23,"value":-0.07009943835253599},{"lag":24,"value":-0.00236744375292623}],"seasonal_lag_12_autocorrelation":0.3886128716857551,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"completed","selected_lag":1,"stability_status":"stable","residual_status":"passed","estimable":true,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"estimable_with_warning","blocking_reasons":["至少一个变量的 ADF 结果为 borderline；可估计但不开放动态响应"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"ok","reason":null}],"selected_fallback":null,"selection_reason":"预设 baseline；不根据单个国家结果更换 transformation。"},{"country":"serbia","profile_id":"baseline_monthly_macro_v1","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":null,"end_period":null,"effective_observations":0,"missing_ratio":null,"stationarity_status":"not_tested","stationarity_detail":[],"lag_selection_status":"not_run","selected_lag":null,"stability_status":"not_run","residual_status":"not_run","estimable":false,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"missing_data","blocking_reasons":["所选变量组合在该国家没有共同可用的变换后序列。"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"所选变量组合在该国家没有共同可用的变换后序列。"}],"selected_fallback":null,"selection_reason":"预设 baseline；不根据单个国家结果更换 transformation。"},{"country":"slovakia","profile_id":"baseline_monthly_macro_v1","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":null,"end_period":null,"effective_observations":0,"missing_ratio":null,"stationarity_status":"non_stationary","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":13,"max_lag":13,"autolag_criterion":"aic","nobs":123,"statistic":-2.5758044454960323,"p_value":0.09810181589256989,"critical_values":{"1%":-3.484667251420977,"5%":-2.8853397507076006,"10%":-2.5794629869786503},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.30309924645358466,"lagged_level_standard_error":0.1176716838825145,"calibration":null,"status":"non_stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.2607210161414255},{"lag":2,"value":0.39159366960592684},{"lag":3,"value":0.336010112789808},{"lag":4,"value":0.30823469871483977},{"lag":5,"value":0.21905678417779334},{"lag":6,"value":0.20656654964782337},{"lag":7,"value":0.17867798083945588},{"lag":8,"value":0.24393737372010288},{"lag":9,"value":0.19238617029196597},{"lag":10,"value":0.2500038729725454},{"lag":11,"value":0.10482066864125009},{"lag":12,"value":0.46230282485076774},{"lag":13,"value":0.008351696545512034},{"lag":14,"value":0.028387612077358564},{"lag":15,"value":0.037345208251833836},{"lag":16,"value":-0.010432900211509857},{"lag":17,"value":-0.08301918958037671},{"lag":18,"value":-0.0645633281025184},{"lag":19,"value":-0.08082681194864713},{"lag":20,"value":-0.04485439858367464},{"lag":21,"value":-0.02666885894290721},{"lag":22,"value":-0.03716239887780485},{"lag":23,"value":-0.08391916439585283},{"lag":24,"value":0.2142248057515665}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.2607210161414255},{"lag":2,"value":0.3472207043722051},{"lag":3,"value":0.21818350159723446},{"lag":4,"value":0.12578185338182252},{"lag":5,"value":-0.008149556859497456},{"lag":6,"value":-0.012777474847469264},{"lag":7,"value":0.002624629174594927},{"lag":8,"value":0.12519766334469806},{"lag":9,"value":0.07169273656559288},{"lag":10,"value":0.10681373727546715},{"lag":11,"value":-0.10543062711509112},{"lag":12,"value":0.3607713662115507},{"lag":13,"value":-0.2692288059056107},{"lag":14,"value":-0.306914010160886},{"lag":15,"value":-0.1182188300239814},{"lag":16,"value":-0.056312797434574374},{"lag":17,"value":-0.04641028316066149},{"lag":18,"value":-0.008371744048800632},{"lag":19,"value":0.003852842216080142},{"lag":20,"value":-0.051753522919754345},{"lag":21,"value":0.08530635426009606},{"lag":22,"value":-0.0349849285670024},{"lag":23,"value":0.034467899177988585},{"lag":24,"value":0.26594750155367175}],"seasonal_lag_12_autocorrelation":0.46230282485076774,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-9.671029255164536,"p_value":1.1102230246251565e-16,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.5273686649740825,"lagged_level_standard_error":0.15793237975765972,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":-0.028859556757863485},{"lag":2,"value":-0.18758272449416452},{"lag":3,"value":-0.23088332873538175},{"lag":4,"value":-0.003376353497720937},{"lag":5,"value":-0.05645239600294359},{"lag":6,"value":0.08045615383439358},{"lag":7,"value":0.02015862364332995},{"lag":8,"value":-0.053958953879708754},{"lag":9,"value":0.06858849813482355},{"lag":10,"value":-0.02710953310994467},{"lag":11,"value":-0.053193445792150705},{"lag":12,"value":-0.03934081009425978},{"lag":13,"value":0.07682748847003325},{"lag":14,"value":-0.05205507373371652},{"lag":15,"value":-0.049541426729061415},{"lag":16,"value":0.038095474754429086},{"lag":17,"value":0.1314342912172238},{"lag":18,"value":-0.0072600063302177675},{"lag":19,"value":-0.07760229572320873},{"lag":20,"value":-0.14174915322919363},{"lag":21,"value":-0.014200704627216199},{"lag":22,"value":0.05175052479677732},{"lag":23,"value":0.05858286474373082},{"lag":24,"value":0.029454726482409193}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":-0.028859556757863485},{"lag":2,"value":-0.18857265577559756},{"lag":3,"value":-0.2519204123130948},{"lag":4,"value":-0.07371730580715807},{"lag":5,"value":-0.17401959387028834},{"lag":6,"value":-0.01952259963533711},{"lag":7,"value":-0.04815062293501106},{"lag":8,"value":-0.1121871675071516},{"lag":9,"value":0.06823692719646701},{"lag":10,"value":-0.06796434339776149},{"lag":11,"value":-0.0655420351034515},{"lag":12,"value":-0.04454653870317846},{"lag":13,"value":0.010870444060452691},{"lag":14,"value":-0.08335332167518235},{"lag":15,"value":-0.09739950660836244},{"lag":16,"value":-0.001452323246326501},{"lag":17,"value":0.09103981764641673},{"lag":18,"value":-0.012205889131040855},{"lag":19,"value":-0.04615183487214639},{"lag":20,"value":-0.12410697489842992},{"lag":21,"value":-0.05485832407124226},{"lag":22,"value":-0.05709327122611223},{"lag":23,"value":-0.05780333477378973},{"lag":24,"value":-0.0050961159891845945}],"seasonal_lag_12_autocorrelation":-0.03934081009425978,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":3,"max_lag":13,"autolag_criterion":"aic","nobs":133,"statistic":-2.5578151710269137,"p_value":0.10203315854708161,"critical_values":{"1%":-3.4805003838883772,"5%":-2.8835279559405045,"10%":-2.578495716547007},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.014647730962581845,"lagged_level_standard_error":0.00572665731617389,"calibration":null,"status":"non_stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9649143449822146},{"lag":2,"value":0.9295497938032867},{"lag":3,"value":0.8957079858357311},{"lag":4,"value":0.8630029738666537},{"lag":5,"value":0.82848173971925},{"lag":6,"value":0.7921297005877085},{"lag":7,"value":0.7550592925562543},{"lag":8,"value":0.7169834994923263},{"lag":9,"value":0.6790001746743387},{"lag":10,"value":0.6416233620071428},{"lag":11,"value":0.6031957587530155},{"lag":12,"value":0.5656162782277814},{"lag":13,"value":0.5288022292939426},{"lag":14,"value":0.4928071374773748},{"lag":15,"value":0.4581904522373873},{"lag":16,"value":0.42498299632262676},{"lag":17,"value":0.3920415109002217},{"lag":18,"value":0.3597892287661066},{"lag":19,"value":0.3269466744240354},{"lag":20,"value":0.29440737615736007},{"lag":21,"value":0.26344268949090915},{"lag":22,"value":0.2342423566139328},{"lag":23,"value":0.20545879369849768},{"lag":24,"value":0.1770238924129162}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9649143449822146},{"lag":2,"value":-0.021901546688914395},{"lag":3,"value":0.0037860731148846695},{"lag":4,"value":-0.0015427204690444578},{"lag":5,"value":-0.04360916633502715},{"lag":6,"value":-0.04457848133892065},{"lag":7,"value":-0.03138034738391929},{"lag":8,"value":-0.03767759510791149},{"lag":9,"value":-0.021487926717584063},{"lag":10,"value":-0.01358986131868937},{"lag":11,"value":-0.037523729945643236},{"lag":12,"value":-0.00983848765299209},{"lag":13,"value":-0.012402390522961403},{"lag":14,"value":-0.012257565954323812},{"lag":15,"value":-0.0025252471316428897},{"lag":16,"value":-0.002394063025352607},{"lag":17,"value":-0.019396519933833484},{"lag":18,"value":-0.012926015048211314},{"lag":19,"value":-0.03379007772495669},{"lag":20,"value":-0.02267767810000664},{"lag":21,"value":-0.0038478209420667944},{"lag":22,"value":-0.0012169047925082127},{"lag":23,"value":-0.017902579746710928},{"lag":24,"value":-0.01731712319770449}],"seasonal_lag_12_autocorrelation":0.5656162782277814,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"not_run","selected_lag":null,"stability_status":"not_run","residual_status":"not_run","estimable":false,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"non_stationary","blocking_reasons":["hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-2.576，5% 临界值 -2.885）；请按预注册 profile 处理。","unemployment_rate_monthly（level）adf_constant 不能拒绝零频单位根（stat=-2.558，5% 临界值 -2.884）；请按预注册 profile 处理。"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-2.576，5% 临界值 -2.885）；请按预注册 profile 处理。"}],"selected_fallback":null,"selection_reason":"预设 baseline；不根据单个国家结果更换 transformation。"},{"country":"slovenia","profile_id":"baseline_monthly_macro_v1","profile_kind":"baseline_prespecified","variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"comparability_signature":{"variables":["hicp_monthly_index","industrial_production_index","unemployment_rate_monthly"],"transformations":["log_difference","log_difference","level"],"frequency":"monthly","deterministic_terms":"constant","stationarity_specification_id":"adf_constant","lag_policy":"common_sample_bic_requested_max12_parameter_ratio4","sample_policy":"monthly_contiguous_from_2015-01_to_latest_country_observation","signature_id":"varcmp-v1.44__hicp_monthly_index:log_difference__industrial_production_index:log_difference__unemployment_rate_monthly:level__constant__adf_constant__common_sample_bic_requested_max12_parameter_ratio4__monthly_contiguous_from_2015-01_to_latest_country_observation"},"start_period":null,"end_period":null,"effective_observations":0,"missing_ratio":null,"stationarity_status":"non_stationary","stationarity_detail":[{"indicator":"hicp_monthly_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"non_stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":12,"max_lag":13,"autolag_criterion":"aic","nobs":124,"statistic":-2.0453294755966027,"p_value":0.26705795098835483,"critical_values":{"1%":-3.484219653271961,"5%":-2.8851452356416374,"10%":-2.5793591389177943},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.40090520148894954,"lagged_level_standard_error":0.19601008359399377,"calibration":null,"status":"non_stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.32283933504008827},{"lag":2,"value":0.019163744123316905},{"lag":3,"value":-0.03364061834776105},{"lag":4,"value":-0.005301251698552231},{"lag":5,"value":0.0706849154092209},{"lag":6,"value":0.249639425592051},{"lag":7,"value":0.07091404449569359},{"lag":8,"value":-0.0469426460939829},{"lag":9,"value":0.013232001565172038},{"lag":10,"value":0.015555563122294962},{"lag":11,"value":0.1281722721437466},{"lag":12,"value":0.3690466468281178},{"lag":13,"value":0.11035596795793193},{"lag":14,"value":-0.0009921077770974355},{"lag":15,"value":0.01017630917875014},{"lag":16,"value":-0.041496576326051464},{"lag":17,"value":-0.08869723382333052},{"lag":18,"value":-0.037895772537126136},{"lag":19,"value":-0.17503378007784628},{"lag":20,"value":-0.09278484924093057},{"lag":21,"value":-0.08261716111589171},{"lag":22,"value":-0.08974769167195913},{"lag":23,"value":0.08075479634409621},{"lag":24,"value":0.25714829462675115}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.32283933504008827},{"lag":2,"value":-0.09495857169455395},{"lag":3,"value":-0.010993111830529454},{"lag":4,"value":0.013350469026943463},{"lag":5,"value":0.07383335556641638},{"lag":6,"value":0.2270775195200134},{"lag":7,"value":-0.09508194579003},{"lag":8,"value":-0.03003459175982495},{"lag":9,"value":0.06811127199447363},{"lag":10,"value":-0.01702809411982933},{"lag":11,"value":0.13207967758419265},{"lag":12,"value":0.2855129749561954},{"lag":13,"value":-0.11660737246339352},{"lag":14,"value":0.05534125892675121},{"lag":15,"value":0.009942883041527838},{"lag":16,"value":-0.0853015824154271},{"lag":17,"value":-0.11580704413043219},{"lag":18,"value":-0.15019536596009475},{"lag":19,"value":-0.17576305972665882},{"lag":20,"value":0.04494062016225719},{"lag":21,"value":-0.16887472275001988},{"lag":22,"value":-0.04112111702390804},{"lag":23,"value":0.18391164857737824},{"lag":24,"value":0.1486541740328575}],"seasonal_lag_12_autocorrelation":0.3690466468281178,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"industrial_production_index","transformation":"log_difference","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":2,"max_lag":13,"autolag_criterion":"aic","nobs":134,"statistic":-9.06496854348619,"p_value":4.440892098500626e-15,"critical_values":{"1%":-3.4801186001103854,"5%":-2.8833618426136196,"10%":-2.5784070349743815},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-1.524014902769355,"lagged_level_standard_error":0.16812136693672983,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":-0.11892445795833885},{"lag":2,"value":-0.12534149886447027},{"lag":3,"value":-0.15341744833220383},{"lag":4,"value":0.005643662447904543},{"lag":5,"value":0.03919031345944583},{"lag":6,"value":-0.10788565723672511},{"lag":7,"value":0.044790419575563616},{"lag":8,"value":0.07982963584602094},{"lag":9,"value":0.032206487421184885},{"lag":10,"value":-0.044392420355102505},{"lag":11,"value":0.02514673344747371},{"lag":12,"value":-0.11450857101724939},{"lag":13,"value":0.09834575656147782},{"lag":14,"value":-0.04540691289902297},{"lag":15,"value":-0.028946153729432267},{"lag":16,"value":0.04849340315947703},{"lag":17,"value":0.0035147927752346812},{"lag":18,"value":0.11252624356393065},{"lag":19,"value":-0.1356811124993698},{"lag":20,"value":-0.037591035470780944},{"lag":21,"value":-0.08368017248292979},{"lag":22,"value":0.1417330067621827},{"lag":23,"value":0.07076589149605982},{"lag":24,"value":-0.13728590367087476}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":-0.11892445795833885},{"lag":2,"value":-0.1414855596125161},{"lag":3,"value":-0.19382514167918125},{"lag":4,"value":-0.06826285382690138},{"lag":5,"value":-0.022823564965931107},{"lag":6,"value":-0.15537208945474337},{"lag":7,"value":-0.006712185471991005},{"lag":8,"value":0.05385895235387007},{"lag":9,"value":0.019672574264293346},{"lag":10,"value":-0.011684566971577017},{"lag":11,"value":0.06349132296114186},{"lag":12,"value":-0.11752330021663306},{"lag":13,"value":0.080303428133183},{"lag":14,"value":-0.02825303019405136},{"lag":15,"value":-0.05937492875851709},{"lag":16,"value":0.038321264726226316},{"lag":17,"value":0.005860483936118721},{"lag":18,"value":0.09049053960901782},{"lag":19,"value":-0.07138619317200799},{"lag":20,"value":-0.03498333203053188},{"lag":21,"value":-0.11862084672395834},{"lag":22,"value":0.0882699840920398},{"lag":23,"value":0.07701184029644612},{"lag":24,"value":-0.14226985890625363}],"seasonal_lag_12_autocorrelation":-0.11450857101724939,"seasonal_persistence_warning":false,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}},{"indicator":"unemployment_rate_monthly","transformation":"level","stationarity_specification_id":"adf_constant","formal_decision":"stationary","adf":{"test":"adf","regression":"c","deterministic_terms":"constant","seasonal_dummies":0,"reference_month":null,"series_length":137,"used_lag":3,"max_lag":13,"autolag_criterion":"aic","nobs":133,"statistic":-3.017322574204362,"p_value":0.03330805268117831,"critical_values":{"1%":-3.4805003838883772,"5%":-2.8835279559405045,"10%":-2.578495716547007},"critical_value_policy":"MacKinnon 2010 regression=c, N=1 finite-sample response surface","p_value_policy":"MacKinnon 1994 regression=c response surface","lagged_level_coefficient":-0.021960050346903362,"lagged_level_standard_error":0.00727799226196225,"calibration":null,"status":"stationary"},"constant_only_adf":null,"legacy_seasonal_adf":null,"seasonal_unit_root_status":"not_available","structural_break_status":"registry_only","persistence":{"nobs":137,"max_lag":24,"acf":[{"lag":0,"value":1},{"lag":1,"value":0.9717469170648065},{"lag":2,"value":0.9376093054761033},{"lag":3,"value":0.9004099425751417},{"lag":4,"value":0.8652399415242231},{"lag":5,"value":0.8342252395978819},{"lag":6,"value":0.8081446473081972},{"lag":7,"value":0.7838433066009629},{"lag":8,"value":0.7590736937503889},{"lag":9,"value":0.7324817446289342},{"lag":10,"value":0.7025918086578025},{"lag":11,"value":0.6708329830448142},{"lag":12,"value":0.6399564807334857},{"lag":13,"value":0.6101193052494589},{"lag":14,"value":0.5802390450770001},{"lag":15,"value":0.5526597993663916},{"lag":16,"value":0.525598847852641},{"lag":17,"value":0.49864140912847055},{"lag":18,"value":0.4718479112950289},{"lag":19,"value":0.44276380504736645},{"lag":20,"value":0.41019622871508254},{"lag":21,"value":0.3734025191094433},{"lag":22,"value":0.3383957287002962},{"lag":23,"value":0.3059185206763761},{"lag":24,"value":0.2782072824668849}],"pacf":[{"lag":0,"value":1},{"lag":1,"value":0.9717469170648065},{"lag":2,"value":-0.11996075689430667},{"lag":3,"value":-0.06257998416303508},{"lag":4,"value":0.027376362138503568},{"lag":5,"value":0.051392492847355094},{"lag":6,"value":0.05500193182279668},{"lag":7,"value":-0.0037597282724026624},{"lag":8,"value":-0.03044423704504103},{"lag":9,"value":-0.037972691753996236},{"lag":10,"value":-0.05780203384031603},{"lag":11,"value":-0.03137344199849112},{"lag":12,"value":0.0076286837918078994},{"lag":13,"value":-0.008248262145957372},{"lag":14,"value":-0.036215539358049526},{"lag":15,"value":0.013618450859298876},{"lag":16,"value":-0.015840658753011126},{"lag":17,"value":-0.016262837042289438},{"lag":18,"value":-0.009407381522170128},{"lag":19,"value":-0.05549903709309969},{"lag":20,"value":-0.07200048054031562},{"lag":21,"value":-0.08646645201440123},{"lag":22,"value":0.022334668062088812},{"lag":23,"value":0.015257054440886802},{"lag":24,"value":0.035154018579409425}],"seasonal_lag_12_autocorrelation":0.6399564807334857,"seasonal_persistence_warning":true,"approximate_significance_band_95":{"lower":-0.16745410091248514,"upper":0.16745410091248514,"formula":"plus_minus_1.96_over_sqrt_n"},"interpretation_boundary":"ACF/PACF are descriptive. A large lag-12 autocorrelation is a seasonal-persistence warning, not confirmation of a seasonal unit root."}}],"lag_selection_status":"not_run","selected_lag":null,"stability_status":"not_run","residual_status":"not_run","estimable":false,"dynamic_response_ready":false,"dynamic_response_ready_horizons":{"6":false,"12":false,"18":false,"24":false},"irf_available":false,"readiness_state":"non_stationary","blocking_reasons":["hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-2.045，5% 临界值 -2.885）；请按预注册 profile 处理。"],"fallback_attempts":[{"attempt":1,"variables":[{"indicator":"hicp_monthly_index","transformation":"log_difference"},{"indicator":"industrial_production_index","transformation":"log_difference"},{"indicator":"unemployment_rate_monthly","transformation":"level"}],"outcome":"blocked","reason":"hicp_monthly_index（log_difference）adf_constant 不能拒绝零频单位根（stat=-2.045，5% 临界值 -2.885）；请按预注册 profile 处理。"}],"selected_fallback":null,"selection_reason":"预设 baseline；不根据单个国家结果更换 transformation。"}]}