FREDML / backup /redundant_files /alignment_divergence_insights.txt
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ECONOMIC INDICATORS ALIGNMENT & DEVIATION ANALYSIS REPORT
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📊 LONG-TERM ALIGNMENT ANALYSIS
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• Increasing Alignment Pairs: 79
• Decreasing Alignment Pairs: 89
• Stable Alignment Pairs: 30
• Strong Trends: 58
🔺 Pairs with Increasing Alignment:
- GDPC1_vs_INDPRO
- GDPC1_vs_INDPRO
- GDPC1_vs_INDPRO
- GDPC1_vs_TCU
- GDPC1_vs_TCU
🔻 Pairs with Decreasing Alignment:
- GDPC1_vs_RSAFS
- GDPC1_vs_RSAFS
- GDPC1_vs_RSAFS
- GDPC1_vs_PAYEMS
- GDPC1_vs_CPIAUCSL
⚠️ SUDDEN DEVIATION ANALYSIS
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• Total Deviations Detected: 61
• Indicators with Deviations: 12
• Extreme Events: 61
📈 Most Volatile Indicators:
- FEDFUNDS: 0.6602 volatility
- DGS10: 0.1080 volatility
- UNRATE: 0.0408 volatility
- DEXUSEU: 0.0162 volatility
- RSAFS: 0.0161 volatility
🚨 Recent Extreme Events:
- GDPC1: 2022-07-01 (Z-score: 2.95)
- INDPRO: 2022-12-31 (Z-score: -2.95)
- RSAFS: 2024-09-30 (Z-score: 3.07)
- TCU: 2022-12-31 (Z-score: -3.16)
- PAYEMS: 2024-12-31 (Z-score: 2.29)
- CPIAUCSL: 2021-06-30 (Z-score: 2.70)
- PCE: 2023-01-01 (Z-score: 2.47)
- FEDFUNDS: 2024-09-30 (Z-score: -3.18)
- DGS10: 2023-09-30 (Z-score: 3.04)
- M2SL: 2024-03-31 (Z-score: 3.04)
- DEXUSEU: 2021-09-30 (Z-score: -2.91)
- UNRATE: 2023-09-30 (Z-score: 3.09)
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Analysis completed successfully.