Skip to content

Bump hosted SVAR estimation window 2023Q2 -> 2025Q1#86

Merged
vahid-ahmadi merged 2 commits into
mainfrom
bump-svar-estimation-window
Jul 24, 2026
Merged

Bump hosted SVAR estimation window 2023Q2 -> 2025Q1#86
vahid-ahmadi merged 2 commits into
mainfrom
bump-svar-estimation-window

Conversation

@vahid-ahmadi

Copy link
Copy Markdown
Contributor

The hosted server reported two different samples for the same model: model_summary read the committed replication artifacts (1992Q1–2025Q1, refreshed in #85) while forecast_uk and get_model_status reported 1992Q1–2023Q2.

That was not just a label — _SVAR_EST_END truncates the estimation frame in _estimate() (core.py:752), so the live forecast was discarding seven quarters of data the package already ships.

The constant is deliberately pinned so hosted results only move on a deliberate refresh. This is that refresh. Held one quarter short of the 2026Q1 data edge, matching the repo, so the forecast origin stays outside the estimation sample.

Measured effect (seed 0, 2000 draws, horizons 4)

2023Q2 2025Q1
observations 126 133
accepted draws 165 135
ESS 63.6 65.3

GDP medians shift +0.05 to +0.11pp; CPI stays within ±0.02pp. Small and coherent — no discontinuity.

Draw-count recalibration

Acceptance falls (~8% → ~6.8%) because the longer sample tightens the posterior, so the figures in the _SVAR_DEFAULT_DRAWS comment and the forecast_uk docstring were re-measured:

draws accepted ESS
500 35 13.6
1000 69 31.5
2000 135 65.3
3500 233 101.4

2000 remains the smallest default clearing the 100-accepted threshold — 1000 would not (69). ESS ≥ 100 still needs ~3500.

Also updates the five site locations quoting the old endpoint, so the published sample matches what the server reports.

🤖 Generated with Claude Code

The hosted server reported two different samples for the same model:
model_summary read the committed replication artifacts (1992Q1-2025Q1,
refreshed in #85) while forecast_uk and get_model_status reported
1992Q1-2023Q2. That was not just a label — _SVAR_EST_END truncates the
estimation frame in _estimate(), so the live forecast discarded seven
quarters of data the package already ships.

The constant is deliberately pinned so hosted results only move on a
deliberate refresh; this is that refresh. Held one quarter short of the
2026Q1 data edge, matching the repo, so the forecast origin stays outside
the estimation sample.

Measured effect (seed 0, 2000 draws, horizons 4):
  accepted 165 -> 135, ESS 63.6 -> 65.3
  GDP medians +0.05 to +0.11pp; CPI within +/-0.02pp

Acceptance falls because the longer sample tightens the posterior, so the
draw-count calibration in the comment and the forecast_uk docstring is
re-measured on the new sample. 2000 remains the smallest default clearing
the 100-accepted threshold (1000 gives 69); ESS >= 100 still needs ~3500.

Also updates the five site locations quoting the old endpoint, so the
published sample matches what the server reports.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
@vercel

vercel Bot commented Jul 24, 2026

Copy link
Copy Markdown

The latest updates on your projects. Learn more about Vercel for GitHub.

Project Deployment Actions Updated (UTC)
macromod Ready Ready Preview, Comment Jul 24, 2026 2:44pm

Request Review

The guard hardcoded "estimated through 2023Q2", so it failed on exactly
the deliberate refresh it exists to permit, while a literal also cannot
catch drift to any other quarter. It now reads the constant and rejects
any other quarter presented as the estimation endpoint.

Verified non-vacuous: editing the site to a different quarter fails it.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
@vahid-ahmadi
vahid-ahmadi merged commit 1d78577 into main Jul 24, 2026
3 checks passed
@vahid-ahmadi
vahid-ahmadi deleted the bump-svar-estimation-window branch July 24, 2026 14:57
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant