Generic function to provide diagnostic summaries for revision analysis objects.
Examples
# Example usage with revision analysis results
df <- dplyr::select(
get_nth_release(
na.omit(
tsbox::ts_pc(
dplyr::filter(reviser::gdp, id == "US")
)
),
n = 0:3
),
-"pub_date"
)
final_release <- dplyr::select(
get_nth_release(
na.omit(
tsbox::ts_pc(
dplyr::filter(reviser::gdp, id == "US")
)
),
n = "latest"
),
-"pub_date"
)
# Get revision analysis results
results <- get_revision_analysis(df, final_release, degree = 5)
# Diagnose revision quality
diagnose(results)
#>
#> === Revision Quality Diagnostics ===
#>
#> US_release_0 :
#> # A tibble: 6 × 4
#> Metric Status Value Assessment
#> <chr> <chr> <chr> <chr>
#> 1 Unbiasedness ✓ PASS p=0.255, μ=0.023 No significant bias
#> 2 Noise/Signal ✓ GOOD 0.27 Low revision volatility
#> 3 News Test ✗ FAIL p=0.002 Contains systematic information
#> 4 Noise Test ✓ PASS p=0.372 No noise component
#> 5 Theil's U1 ✓ GOOD 0.115 Good forecast accuracy
#> 6 Sign Accuracy ✓ GOOD 94.9% Excellent sign prediction
#>
#> US_release_1 :
#> # A tibble: 6 × 4
#> Metric Status Value Assessment
#> <chr> <chr> <chr> <chr>
#> 1 Unbiasedness ✓ PASS p=0.288, μ=0.02 No significant bias
#> 2 Noise/Signal ✓ GOOD 0.257 Low revision volatility
#> 3 News Test ✗ FAIL p=0 Contains systematic information
#> 4 Noise Test ✓ PASS p=0.447 No noise component
#> 5 Theil's U1 ✓ GOOD 0.11 Good forecast accuracy
#> 6 Sign Accuracy ✓ GOOD 96% Excellent sign prediction
#>
#> US_release_2 :
#> # A tibble: 6 × 4
#> Metric Status Value Assessment
#> <chr> <chr> <chr> <chr>
#> 1 Unbiasedness ✓ PASS p=0.238, μ=0.022 No significant bias
#> 2 Noise/Signal ✓ GOOD 0.26 Low revision volatility
#> 3 News Test ✗ FAIL p=0.001 Contains systematic information
#> 4 Noise Test ✓ PASS p=0.342 No noise component
#> 5 Theil's U1 ✓ GOOD 0.111 Good forecast accuracy
#> 6 Sign Accuracy ✓ GOOD 95.5% Excellent sign prediction
#>
#> US_release_3 :
#> # A tibble: 6 × 4
#> Metric Status Value Assessment
#> <chr> <chr> <chr> <chr>
#> 1 Unbiasedness ✓ PASS p=0.053, μ=0.032 No significant bias
#> 2 Noise/Signal ✓ GOOD 0.252 Low revision volatility
#> 3 News Test ✗ FAIL p=0 Contains systematic information
#> 4 Noise Test ✓ PASS p=0.103 No noise component
#> 5 Theil's U1 ✓ GOOD 0.108 Good forecast accuracy
#> 6 Sign Accuracy ✓ GOOD 95.4% Excellent sign prediction
#>
#> === Overall Assessment ===
#> Passed: 20 of 24 checks ( 83.3 %)
#> Overall: ✓ GOOD - Revisions are of high quality
