{% extends "base.html" %} {% block title %}{{ model_info.model_name | default('SSM') }} Report{% endblock %} {% block content %}

{{ model_info.model_name | default('State Space Model') }} Report

Model Summary

{% if model_info.n_obs %}
Observations
{{ model_info.n_obs }}
{% endif %} {% if model_info.n_states %}
States
{{ model_info.n_states }}
{% endif %} {% if model_info.n_params %}
Parameters
{{ model_info.n_params }}
{% endif %} {% if model_info.optimizer %}
Optimizer
{{ model_info.optimizer }}
{% endif %}
Converged
{{ 'Yes' if model_info.converged else 'No' }}
{% if parameters %}

Parameter Estimates

{% for p in parameters %} {% endfor %}
Parameter Estimate Std. Error t-stat p-value Sig.
{{ p.name }} {{ p.value | fmt_number(4) }} {{ p.se | fmt_number(4) if p.se is defined else '--' }} {{ p.t_stat | fmt_number(4) if p.t_stat is defined else '--' }} {{ p.p_value | fmt_pvalue if p.p_value is defined else '--' }} {{ p.p_value | significance if p.p_value is defined else '' }}

Significance: *** p<0.001, ** p<0.01, * p<0.05

{% endif %} {% if info_criteria %}

Information Criteria

{% if info_criteria.loglike is not none %}
Log-Likelihood
{{ info_criteria.loglike | fmt_number(4) }}
{% endif %} {% if info_criteria.aic is not none %}
AIC
{{ info_criteria.aic | fmt_number(4) }}
{% endif %} {% if info_criteria.bic is not none %}
BIC
{{ info_criteria.bic | fmt_number(4) }}
{% endif %} {% if info_criteria.hqic is not none %}
HQIC
{{ info_criteria.hqic | fmt_number(4) }}
{% endif %}
{% endif %} {% if diagnostics %}

Diagnostics

{% for test_name, test_result in diagnostics.items() %}

{{ test_name | replace('_', ' ') | title }}

{{ test_result }}

{% endfor %}
{% endif %} {% if factors is defined and factors %}

Extracted Factors

{{ factors | length }} factor(s) extracted.

{% endif %} {% if component_details is defined and component_details %}

Component Details

{% for c in component_details %} {% endfor %}
Component Mean Std Min Max
{{ c.name }} {{ c.mean | fmt_number(4) }} {{ c.std | fmt_number(4) }} {{ c.min | fmt_number(4) }} {{ c.max | fmt_number(4) }}
{% endif %} {% if coefficients is defined and coefficients %}

Time-Varying Coefficients

{% for c in coefficients %} {% endfor %}
Coefficient Mean Std Min Max
{{ c.name }} {{ c.mean | fmt_number(4) }} {{ c.std | fmt_number(4) }} {{ c.min | fmt_number(4) }} {{ c.max | fmt_number(4) }}
{% endif %} {% endblock %}