Accessing the profiling raw data¶

[1]:

import tslumen
import pandas as pd

[3]:

df = pd.read_csv(
    'https://datahub.io/core/gdp/r/gdp.csv',
    parse_dates=[2],
    date_parser=lambda dt: pd.to_datetime(f'{dt}-12-31'),
)
df = df[df['Country Code'].isin(['HIC', 'MIC', 'LIC'])]\
    .set_index(['Year', 'Country Code'])['Value'].unstack(1)
meta = {
    'frame': {
        'Description': 'Country, regional and world GDP in current US Dollars ($). Regional means collections of countries e.g. Europe & Central Asia.',
        'Source': '<a href="https://datahub.io/core/gold-prices">DataHub</a>',
    },
    'series': {
        'HIC': 'High income GDP in current USD',
        'MIC': 'Middle income GDP in current USD',
        'LIC': 'Low income GDP in current USD',
    }
}

[4]:

profile = tslumen.DefaultProfiler().profile(df)

The profiling results are stored in a dataclass containing summary information like name, start and end timestamps and errors:

[5]:

print(f'''\
name:         {profile.name}
start:        {profile.start}
end:          {profile.end}
config:       dictionary with {len(profile.result.config)} elements
success:      {profile.success}
warnings:     {profile.warnings}
exception:    {profile.exception}
exec_details: ''')
display(profile.result.exec_details)

name:         DefaultProfiler
start:        2022-11-22 17:54:35.800687
end:          2022-11-22 17:54:36.487316
config:       dictionary with 59 elements
success:      True
warnings:     []
exception:    None
exec_details:

	Profiler	Scope	Target	Start	End	Duration	Succeeded	Exceptions	# Runs
0	df_scaled	frame		2022-11-22 17:54:35.828566	2022-11-22 17:54:35.830710	0 days 00:00:00.002144	True	None	1
1	dt_end	frame		2022-11-22 17:54:35.833114	2022-11-22 17:54:35.833241	0 days 00:00:00.000127	True	None	1
2	dt_start	frame		2022-11-22 17:54:35.834720	2022-11-22 17:54:35.834801	0 days 00:00:00.000081	True	None	1
3	freq	frame		2022-11-22 17:54:35.836273	2022-11-22 17:54:35.836887	0 days 00:00:00.000614	True	None	1
4	length	frame		2022-11-22 17:54:35.838207	2022-11-22 17:54:35.838240	0 days 00:00:00.000033	True	None	1
...	...	...	...	...	...	...	...	...	...
157	ft_stl	series	LIC	2022-11-22 17:54:36.446548	2022-11-22 17:54:36.449772	0 days 00:00:00.003224	True	None	1
158	ft_stl	series	MIC	2022-11-22 17:54:36.450775	2022-11-22 17:54:36.454201	0 days 00:00:00.003426	True	None	1
159	ft_tilewin	series	HIC	2022-11-22 17:54:36.456709	2022-11-22 17:54:36.457903	0 days 00:00:00.001194	True	None	1
160	ft_tilewin	series	LIC	2022-11-22 17:54:36.466283	2022-11-22 17:54:36.467493	0 days 00:00:00.001210	True	None	1
161	ft_tilewin	series	MIC	2022-11-22 17:54:36.468483	2022-11-22 17:54:36.469903	0 days 00:00:00.001420	True	None	1

162 rows × 9 columns

Result is pretty printed when using an IPython environment like Jupyter.

[6]:

profile

[6]:

BundledResult at 0x7f68e4112d00 | name: DefaultProfiler scope: both | execution: ✓ 0:00:00.686629

exec_details

	Profiler	Scope	Target	Start	End	Duration	Succeeded	Exceptions	# Runs
0	df_scaled	frame		2022-11-22 17:54:35.828566	2022-11-22 17:54:35.830710	0 days 00:00:00.002144	True	None	1
1	dt_end	frame		2022-11-22 17:54:35.833114	2022-11-22 17:54:35.833241	0 days 00:00:00.000127	True	None	1
2	dt_start	frame		2022-11-22 17:54:35.834720	2022-11-22 17:54:35.834801	0 days 00:00:00.000081	True	None	1
3	freq	frame		2022-11-22 17:54:35.836273	2022-11-22 17:54:35.836887	0 days 00:00:00.000614	True	None	1
4	length	frame		2022-11-22 17:54:35.838207	2022-11-22 17:54:35.838240	0 days 00:00:00.000033	True	None	1
...	...	...	...	...	...	...	...	...	...
157	ft_stl	series	LIC	2022-11-22 17:54:36.446548	2022-11-22 17:54:36.449772	0 days 00:00:00.003224	True	None	1
158	ft_stl	series	MIC	2022-11-22 17:54:36.450775	2022-11-22 17:54:36.454201	0 days 00:00:00.003426	True	None	1
159	ft_tilewin	series	HIC	2022-11-22 17:54:36.456709	2022-11-22 17:54:36.457903	0 days 00:00:00.001194	True	None	1
160	ft_tilewin	series	LIC	2022-11-22 17:54:36.466283	2022-11-22 17:54:36.467493	0 days 00:00:00.001210	True	None	1
161	ft_tilewin	series	MIC	2022-11-22 17:54:36.468483	2022-11-22 17:54:36.469903	0 days 00:00:00.001420	True	None	1

162 rows × 9 columns

config

df_scaled
dt_end
dt_start
freq
infinite
length
missing
n_series
period
sample
- sample_size 10
sz_total
- memory_deep 1
zeros
cov
iqr
kurtosis
mad
maximum
mean
median
minimum
q25
q50
q75
skew
std
var
adfuller_stationarity
- confidence_level 0.0500
jarque_bera_normality
- confidence_level 0.0500
kpss_stationarity
- confidence_level 0.0500
levene_constant_variance
- confidence_level 0.0500
ljungbox_autocorrelation
- n_lags
- confidence_level 0.0500
omnibus_normality
- confidence_level 0.0500
binned
- nbins
pd_percentiles
pd_quantiles
acf
- lags 40
- adjusted 0
- fft 0
- alpha 0.0500
- missing none
acf_1d
- lags 40
- adjusted 0
- fft 0
- alpha 0.0500
- missing none
acf_2d
- lags 40
- adjusted 0
- fft 0
- alpha 0.0500
- missing none
corr_kendall
corr_pearson
corr_spearman
granger_causality
- test ssr_chi2test
- addconst 1
- maxlag 5
- max_diff 3
- adf_confidence 0.100
lag_corr
- lags
pacf
- lags 40
- method ywadjusted
- alpha 0.0500
pacf_1d
- lags 40
- method ywadjusted
- alpha 0.0500
pacf_2d
- lags 40
- method ywadjusted
- alpha 0.0500
seasonal_split
stl
- period
- seasonal 7
- trend
- low_pass
- seasonal_deg 0
- trend_deg 0
- low_pass_deg 0
- robust 0
- seasonal_jump 1
- trend_jump 1
- low_pass_jump 1
lowess
- fracs
  - 0.0500
  - 0.100
  - 0.150
- it 3
- delta 0
- missing drop
rolling_avg
- wins
- max_win_frac 10
supsmu
- alpha
- period
- primary_spans
  - 0.0500
  - 0.200
  - 0.500
- middle_span 0.200
- final_span 0.0500
ft_acf
- n_diff
  - 0
  - 1
  - 2
- n_size
  - 1
  - 10
ft_adfuller
ft_cross_pts
ft_entropy
- sampling_frequency 1.00
- n_per_segment
ft_kpss
ft_pacf
- n_diff
  - 0
  - 1
  - 2
- n_size
  - 5
ft_stl
- freq
ft_tilewin

frame

df_scaled

Country Code	HIC	LIC	MIC
Year
1960-12-31	0.000000	NaN	0.000421
1961-12-31	0.001252	NaN	0.000000
1962-12-31	0.003074	NaN	0.000458
1963-12-31	0.004956	NaN	0.001206
1964-12-31	0.007390	NaN	0.002736
1965-12-31	0.009867	NaN	0.004098
1966-12-31	0.012902	NaN	0.004590
1967-12-31	0.015397	NaN	0.005041
1968-12-31	0.018479	NaN	0.005964
1969-12-31	0.022384	NaN	0.007928
1970-12-31	0.026781	NaN	0.009731
1971-12-31	0.032077	NaN	0.011331
1972-12-31	0.040667	NaN	0.013935
1973-12-31	0.053710	NaN	0.020514
1974-12-31	0.063371	NaN	0.029301
1975-12-31	0.073139	NaN	0.033506
1976-12-31	0.081589	NaN	0.037289
1977-12-31	0.095230	NaN	0.043271
1978-12-31	0.118278	NaN	0.047761
1979-12-31	0.140146	NaN	0.058985
1980-12-31	0.159045	NaN	0.070894
1981-12-31	0.161843	0.023566	0.077325
1982-12-31	0.160098	0.033649	0.076705
1983-12-31	0.165991	0.017796	0.075206
1984-12-31	0.174055	0.000000	0.076728
1985-12-31	0.184089	0.007290	0.081459
1986-12-31	0.228033	0.035228	0.085460
1987-12-31	0.267508	0.045437	0.088096
1988-12-31	0.304040	0.064860	0.096222
1989-12-31	0.319491	0.062032	0.103230
1990-12-31	0.361940	0.078738	0.117599
1991-12-31	0.384018	0.084608	0.126248
1992-12-31	0.414810	0.051553	0.124988
1993-12-31	0.418800	0.050586	0.134201
1994-12-31	0.450436	0.011360	0.147052
1995-12-31	0.502598	0.043751	0.165685
1996-12-31	0.507282	0.071744	0.181487
1997-12-31	0.498587	0.080918	0.192586
1998-12-31	0.500308	0.083988	0.186037
1999-12-31	0.526676	0.084283	0.181360
2000-12-31	0.538016	0.128188	0.198678
2001-12-31	0.532584	0.096352	0.201028
2002-12-31	0.556025	0.120100	0.205217
2003-12-31	0.625993	0.151586	0.233670
2004-12-31	0.699197	0.200813	0.279588
2005-12-31	0.740629	0.263008	0.335315
2006-12-31	0.782815	0.318003	0.400869
2007-12-31	0.857528	0.419765	0.500065
2008-12-31	0.912134	0.546215	0.602661
2009-12-31	0.853522	0.590089	0.587873
2010-12-31	0.895429	0.651583	0.720150
2011-12-31	0.967897	0.757751	0.853029
2012-12-31	0.968605	0.831013	0.908572
2013-12-31	0.979390	0.914525	0.963757
2014-12-31	1.000000	1.000000	1.000000
2015-12-31	0.943514	0.972202	0.946534
2016-12-31	0.963390	0.972593	0.950143

dt_end 2016-12-31 00:00:00
dt_start 1960-12-31 00:00:00
freq A-DEC
length 57
n_series 3
period 1
sz_total 1.82k

corr_kendall

Country Code	HIC	LIC	MIC
Country Code
HIC	1.000000	0.822222	0.974937
LIC	0.822222	1.000000	0.850794
MIC	0.974937	0.850794	1.000000

corr_pearson

Country Code	HIC	LIC	MIC
Country Code
HIC	1.000000	0.886031	0.907830
LIC	0.886031	1.000000	0.994863
MIC	0.907830	0.994863	1.000000

corr_spearman

Country Code	HIC	LIC	MIC
Country Code
HIC	1.000000	0.941570	0.997731
LIC	0.941570	1.000000	0.952638
MIC	0.997731	0.952638	1.000000

granger_causality

	HIC[x]	LIC[x]	MIC[x]
HIC[y]	NaN	0.000321	2.192285e-05
LIC[y]	0.000011	NaN	2.199124e-10
MIC[y]	0.368566	0.007371	NaN

	HIC[x]	LIC[x]	MIC[x]
HIC[y]	-1	1	5
LIC[y]	3	-1	5
MIC[y]	2	1	-1

2

series

HIC

df_scaled

Year	1960-12-31	1961-12-31	1962-12-31	1963-12-31	1964-12-31	1965-12-31	1966-12-31	1967-12-31	1968-12-31	1969-12-31	...	2007-12-31	2008-12-31	2009-12-31	2010-12-31	2011-12-31	2012-12-31	2013-12-31	2014-12-31	2015-12-31	2016-12-31
HIC	0.0	0.001252	0.003074	0.004956	0.00739	0.009867	0.012902	0.015397	0.018479	0.022384	...	0.857528	0.912134	0.853522	0.895429	0.967897	0.968605	0.97939	1.0	0.943514	0.96339

1 rows × 57 columns

freq A-DEC
infinite 0
missing 0
period 1

sample

Year	1960-12-31	1961-12-31	1962-12-31	1963-12-31	1964-12-31	2012-12-31	2013-12-31	2014-12-31	2015-12-31	2016-12-31
HIC	1.060258e+12	1.121996e+12	1.211793e+12	1.304620e+12	1.424603e+12	4.881456e+13	4.934630e+13	5.036240e+13	4.757751e+13	4.855746e+13

zeros 0
cov 0.844
iqr 24.29t
kurtosis -1.07
mad 12.34t
maximum 50.36t
mean 19.51t
median 16.05t
minimum 1.06t
q25 4.18t
q50 16.05t
q75 28.47t
skew 0.546
std 16.47t
var 271.36t
adfuller_stationarity
- test Augmented Dickey-Fuller
- p_value 0.999
- confidence_level 0.0500
- null_hypothesis Data has unit root
- reject_null_hypothesis 0
- details
  - test_statistic 1.92
  - n_lags 11
  - n_obs 45
  - critical_values
    
    1% -3.58
    5% -2.93
    10% -2.60
jarque_bera_normality
- test Jarque Bera
- p_value 0.0621
- confidence_level 0.0500
- null_hypothesis Data is normally distributed
- reject_null_hypothesis 0
- details
  - jarque_bera_test_statistic 5.56
  - skew 0.546
  - kurtosis 1.93
kpss_stationarity
- test Kwiatkowski-Phillips-Schmidt-Shin
- p_value 0.0100
- confidence_level 0.0500
- null_hypothesis Data is level stationary
- reject_null_hypothesis 1
- details
  - test_statistic 1.18
  - n_lags 4
  - critical_values
    
    10% 0.347
    5% 0.463
    2.5% 0.574
    1% 0.739
levene_constant_variance
- test Levene
- p_value 0.00000373
- confidence_level 0.0500
- null_hypothesis Variance is constant between 5 groups
- reject_null_hypothesis 1
- details
  - t_statistic 10.64
ljungbox_autocorrelation
- test Ljung-Box
- p_value 0
- confidence_level 0.0500
- null_hypothesis No autocorrelation among specified lag(18)
- reject_null_hypothesis 1
- details
  - acf
    
    1.00
    0.958
    0.913
    0.861
    0.807
    0.750
    0.691
    0.636
    0.583
    0.521
    0.462
    0.409
    0.358
    0.309
    0.265
    0.227
    0.188
    0.147
    0.105
  - confidence_interval
    
    [1.0, 1.0]
    [0.6979662993010725, 1.217173442542159]
    [0.47611876508865864, 1.3501589410518726]
    [0.31032309124750557, 1.41191440784335]
    [0.1717002578093887, 1.4418571264793487]
    [0.04910221244816182, 1.450611467886704]
    [-0.06215337040749502, 1.4436306418371272]
    [-0.15858919617164513, 1.4303178731040465]
    [-0.24534479515944196, 1.4107402032083032]
    [-0.33407850938419414, 1.3763832427716518]
    [-0.4140581274993502, 1.3386862938235726]
    [-0.48349390808559417, 1.3018207175773766]
    [-0.5467756920589071, 1.2636414692036901]
    [-0.6052620086138933, 1.2241852849026549]
    [-0.6562704381599984, 1.1872344068973923]
    [-0.7001521986076134, 1.1536304001944935]
    [-0.7421893412834812, 1.119054347233708]
    [-0.7862111282401343, 1.0801681576440147]
    [-0.8300802647129527, 1.0394166653281849]
  - q_stat
    
    55.07
    106.05
    152.23
    193.53
    229.90
    261.36
    288.55
    311.86
    330.89
    346.18
    358.42
    368.02
    375.34
    380.85
    384.97
    387.88
    389.70
    390.64
  - p_values
    
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
omnibus_normality
- test Omnibus
- p_value 0.00292
- confidence_level 0.0500
- null_hypothesis Data is normally distributed
- reject_null_hypothesis 1
- details
  - k2 11.67
binned

1.060258e+12 1.338579e+13 2.571133e+13 3.803687e+13

0 27 9 10 11

pd_percentiles

	theoretical_percentiles	sample_percentiles	reference
0	0.017241	1.0	1.0
1	0.034483	1.0	1.0
2	0.051724	1.0	1.0
3	0.068966	1.0	1.0
4	0.086207	1.0	1.0
5	0.103448	1.0	1.0
6	0.120690	1.0	1.0
7	0.137931	1.0	1.0
8	0.155172	1.0	1.0
9	0.172414	1.0	1.0
10	0.189655	1.0	1.0
11	0.206897	1.0	1.0
12	0.224138	1.0	1.0
13	0.241379	1.0	1.0
14	0.258621	1.0	1.0
15	0.275862	1.0	1.0
16	0.293103	1.0	1.0
17	0.310345	1.0	1.0
18	0.327586	1.0	1.0
19	0.344828	1.0	1.0
20	0.362069	1.0	1.0
21	0.379310	1.0	1.0
22	0.396552	1.0	1.0
23	0.413793	1.0	1.0
24	0.431034	1.0	1.0
25	0.448276	1.0	1.0
26	0.465517	1.0	1.0
27	0.482759	1.0	1.0
28	0.500000	1.0	1.0
29	0.517241	1.0	1.0
30	0.534483	1.0	1.0
31	0.551724	1.0	1.0
32	0.568966	1.0	1.0
33	0.586207	1.0	1.0
34	0.603448	1.0	1.0
35	0.620690	1.0	1.0
36	0.637931	1.0	1.0
37	0.655172	1.0	1.0
38	0.672414	1.0	1.0
39	0.689655	1.0	1.0
40	0.706897	1.0	1.0
41	0.724138	1.0	1.0
42	0.741379	1.0	1.0
43	0.758621	1.0	1.0
44	0.775862	1.0	1.0
45	0.793103	1.0	1.0
46	0.810345	1.0	1.0
47	0.827586	1.0	1.0
48	0.844828	1.0	1.0
49	0.862069	1.0	1.0
50	0.879310	1.0	1.0
51	0.896552	1.0	1.0
52	0.913793	1.0	1.0
53	0.931034	1.0	1.0
54	0.948276	1.0	1.0
55	0.965517	1.0	1.0
56	0.982759	1.0	1.0

pd_quantiles

	theoretical_quantiles	sample_quantiles	reference
0	-2.114381	1.060258e+12	-1.532288e+13
1	-1.818646	1.121996e+12	-1.045127e+13
2	-1.628361	1.211793e+12	-7.316746e+12
3	-1.483540	1.304620e+12	-4.931118e+12
4	-1.364489	1.424603e+12	-2.970004e+12
5	-1.262145	1.546711e+12	-1.284111e+12
6	-1.171546	1.696369e+12	2.083151e+11
7	-1.089662	1.819352e+12	1.557183e+12
8	-1.014499	1.971291e+12	2.795338e+12
9	-0.944670	2.163828e+12	3.945625e+12
10	-0.879168	2.380596e+12	5.024629e+12
11	-0.817237	2.641742e+12	6.044809e+12
12	-0.758293	3.065240e+12	7.015791e+12
13	-0.701873	3.708270e+12	7.945190e+12
14	-0.647604	4.184575e+12	8.839156e+12
15	-0.595179	4.666187e+12	9.702748e+12
16	-0.544341	5.082771e+12	1.054019e+13
17	-0.494873	5.755311e+12	1.135507e+13
18	-0.446588	6.891608e+12	1.215046e+13
19	-0.399323	7.969744e+12	1.292905e+13
20	-0.352934	8.901502e+12	1.369321e+13
21	-0.307293	8.953453e+12	1.444506e+13
22	-0.262283	9.039466e+12	1.518650e+13
23	-0.217798	9.243982e+12	1.591928e+13
24	-0.173741	9.641528e+12	1.664504e+13
25	-0.130019	1.013623e+13	1.736527e+13
26	-0.086543	1.230276e+13	1.808143e+13
27	-0.043231	1.424900e+13	1.879491e+13
28	0.000000	1.605008e+13	1.950705e+13
29	0.043231	1.681186e+13	2.021919e+13
30	0.086543	1.890467e+13	2.093267e+13
31	0.130019	1.999317e+13	2.164883e+13
32	0.173741	2.151128e+13	2.236906e+13
33	0.217798	2.170802e+13	2.309482e+13
34	0.262283	2.326770e+13	2.382760e+13
35	0.307293	2.564164e+13	2.456904e+13
36	0.352934	2.572654e+13	2.532089e+13
37	0.399323	2.583944e+13	2.608505e+13
38	0.446588	2.607033e+13	2.686364e+13
39	0.494873	2.702653e+13	2.765903e+13
40	0.544341	2.731781e+13	2.847391e+13
41	0.595179	2.758558e+13	2.931135e+13
42	0.647604	2.847350e+13	3.017494e+13
43	0.701873	3.192307e+13	3.106891e+13
44	0.758293	3.553217e+13	3.199831e+13
45	0.817237	3.757486e+13	3.296929e+13
46	0.879168	3.965470e+13	3.398947e+13
47	0.944670	4.314074e+13	3.506848e+13
48	1.014499	4.333824e+13	3.621876e+13
49	1.089662	4.520682e+13	3.745692e+13
50	1.171546	4.603040e+13	3.880578e+13
51	1.262145	4.757751e+13	4.029821e+13
52	1.364489	4.855746e+13	4.198410e+13
53	1.483540	4.877967e+13	4.394522e+13
54	1.628361	4.881456e+13	4.633085e+13
55	1.818646	4.934630e+13	4.946537e+13
56	2.114381	5.036240e+13	5.433698e+13

acf

	lag	correlation	low	up
0	0	1.000000	NaN	NaN
1	1	0.957570	-0.259604	0.259604
2	2	0.913139	-0.437020	0.437020
3	3	0.861119	-0.550796	0.550796
4	4	0.806779	-0.635078	0.635078
5	5	0.749857	-0.700755	0.700755
6	6	0.690739	-0.752892	0.752892
7	7	0.635864	-0.794454	0.794454
8	8	0.582698	-0.828042	0.828042
9	9	0.521152	-0.855231	0.855231
10	10	0.462314	-0.876372	0.876372
11	11	0.409163	-0.892657	0.892657
12	12	0.358433	-0.905209	0.905209
13	13	0.309462	-0.914724	0.914724
14	14	0.265482	-0.921752	0.921752
15	15	0.226739	-0.926891	0.926891
16	16	0.188433	-0.930622	0.930622
17	17	0.146979	-0.933190	0.933190
18	18	0.104668	-0.934748	0.934748
19	19	0.063821	-0.935538	0.935538
20	20	0.022420	-0.935831	0.935831
21	21	-0.020427	-0.935868	0.935868
22	22	-0.064305	-0.935898	0.935898
23	23	-0.104727	-0.936195	0.936195
24	24	-0.142796	-0.936985	0.936985
25	25	-0.181616	-0.938450	0.938450
26	26	-0.218202	-0.940816	0.940816
27	27	-0.251363	-0.944220	0.944220
28	28	-0.279306	-0.948719	0.948719

acf_1d

	lag	correlation	low	up
0	0	1.000000	NaN	NaN
1	1	0.232043	-0.261911	0.261911
2	2	-0.056664	-0.275653	0.275653
3	3	0.274908	-0.276451	0.276451
4	4	0.164909	-0.294607	0.294607
5	5	-0.072912	-0.300873	0.300873
6	6	-0.003502	-0.302083	0.302083
7	7	-0.047773	-0.302085	0.302085
8	8	0.060508	-0.302603	0.302603
9	9	-0.017124	-0.303432	0.303432
10	10	-0.179116	-0.303498	0.303498
11	11	-0.110581	-0.310665	0.310665
12	12	0.042834	-0.313353	0.313353
13	13	0.070619	-0.313755	0.313755
14	14	-0.030359	-0.314843	0.314843
15	15	0.064800	-0.315044	0.315044
16	16	0.204306	-0.315957	0.315957
17	17	0.131963	-0.324893	0.324893
18	18	0.081404	-0.328549	0.328549
19	19	0.025782	-0.329930	0.329930
20	20	-0.021132	-0.330068	0.330068
21	21	-0.046998	-0.330161	0.330161
22	22	-0.094408	-0.330620	0.330620
23	23	-0.145790	-0.332464	0.332464
24	24	-0.030224	-0.336821	0.336821
25	25	-0.087201	-0.337007	0.337007
26	26	-0.064699	-0.338551	0.338551
27	27	-0.063642	-0.339398	0.339398
28	28	-0.061988	-0.340216	0.340216

acf_2d

	lag	correlation	low	up
0	0	1.000000	NaN	NaN
1	1	-0.309334	-0.264281	0.264281
2	2	-0.409626	-0.288464	0.288464
3	3	0.289463	-0.326573	0.326573
4	4	0.084127	-0.344027	0.344027
5	5	-0.204738	-0.345461	0.345461
6	6	0.075439	-0.353834	0.353834
7	7	-0.094419	-0.354956	0.354956
8	8	0.116075	-0.356706	0.356706
9	9	0.053912	-0.359334	0.359334
10	10	-0.149233	-0.359899	0.359899
11	11	-0.054770	-0.364195	0.364195
12	12	0.081547	-0.364770	0.364770
13	13	0.083027	-0.366041	0.366041
14	14	-0.126154	-0.367354	0.367354
15	15	-0.027946	-0.370368	0.370368
16	16	0.139264	-0.370515	0.370515
17	17	-0.012322	-0.374153	0.374153
18	18	0.004248	-0.374181	0.374181
19	19	-0.005920	-0.374185	0.374185
20	20	-0.019106	-0.374191	0.374191
21	21	0.010121	-0.374259	0.374259
22	22	0.005587	-0.374278	0.374278
23	23	-0.107285	-0.374284	0.374284
24	24	0.111979	-0.376426	0.376426
25	25	-0.041727	-0.378746	0.378746
26	26	0.011687	-0.379066	0.379066
27	27	0.000138	-0.379092	0.379092
28	28	0.028154	-0.379092	0.379092

lag_corr

	original	lag 1A	lag 2A	lag 3A	lag 4A	lag 5A	lag 6A	lag 10A	lag 15A
Year
1960-12-31	1.060258e+12	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
1961-12-31	1.121996e+12	1.060258e+12	NaN	NaN	NaN	NaN	NaN	NaN	NaN
1962-12-31	1.211793e+12	1.121996e+12	1.060258e+12	NaN	NaN	NaN	NaN	NaN	NaN
1963-12-31	1.304620e+12	1.211793e+12	1.121996e+12	1.060258e+12	NaN	NaN	NaN	NaN	NaN
1964-12-31	1.424603e+12	1.304620e+12	1.211793e+12	1.121996e+12	1.060258e+12	NaN	NaN	NaN	NaN
1965-12-31	1.546711e+12	1.424603e+12	1.304620e+12	1.211793e+12	1.121996e+12	1.060258e+12	NaN	NaN	NaN
1966-12-31	1.696369e+12	1.546711e+12	1.424603e+12	1.304620e+12	1.211793e+12	1.121996e+12	1.060258e+12	NaN	NaN
1967-12-31	1.819352e+12	1.696369e+12	1.546711e+12	1.424603e+12	1.304620e+12	1.211793e+12	1.121996e+12	NaN	NaN
1968-12-31	1.971291e+12	1.819352e+12	1.696369e+12	1.546711e+12	1.424603e+12	1.304620e+12	1.211793e+12	NaN	NaN
1969-12-31	2.163828e+12	1.971291e+12	1.819352e+12	1.696369e+12	1.546711e+12	1.424603e+12	1.304620e+12	NaN	NaN
1970-12-31	2.380596e+12	2.163828e+12	1.971291e+12	1.819352e+12	1.696369e+12	1.546711e+12	1.424603e+12	1.060258e+12	NaN
1971-12-31	2.641742e+12	2.380596e+12	2.163828e+12	1.971291e+12	1.819352e+12	1.696369e+12	1.546711e+12	1.121996e+12	NaN
1972-12-31	3.065240e+12	2.641742e+12	2.380596e+12	2.163828e+12	1.971291e+12	1.819352e+12	1.696369e+12	1.211793e+12	NaN
1973-12-31	3.708270e+12	3.065240e+12	2.641742e+12	2.380596e+12	2.163828e+12	1.971291e+12	1.819352e+12	1.304620e+12	NaN
1974-12-31	4.184575e+12	3.708270e+12	3.065240e+12	2.641742e+12	2.380596e+12	2.163828e+12	1.971291e+12	1.424603e+12	NaN
1975-12-31	4.666187e+12	4.184575e+12	3.708270e+12	3.065240e+12	2.641742e+12	2.380596e+12	2.163828e+12	1.546711e+12	1.060258e+12
1976-12-31	5.082771e+12	4.666187e+12	4.184575e+12	3.708270e+12	3.065240e+12	2.641742e+12	2.380596e+12	1.696369e+12	1.121996e+12
1977-12-31	5.755311e+12	5.082771e+12	4.666187e+12	4.184575e+12	3.708270e+12	3.065240e+12	2.641742e+12	1.819352e+12	1.211793e+12
1978-12-31	6.891608e+12	5.755311e+12	5.082771e+12	4.666187e+12	4.184575e+12	3.708270e+12	3.065240e+12	1.971291e+12	1.304620e+12
1979-12-31	7.969744e+12	6.891608e+12	5.755311e+12	5.082771e+12	4.666187e+12	4.184575e+12	3.708270e+12	2.163828e+12	1.424603e+12
1980-12-31	8.901502e+12	7.969744e+12	6.891608e+12	5.755311e+12	5.082771e+12	4.666187e+12	4.184575e+12	2.380596e+12	1.546711e+12
1981-12-31	9.039466e+12	8.901502e+12	7.969744e+12	6.891608e+12	5.755311e+12	5.082771e+12	4.666187e+12	2.641742e+12	1.696369e+12
1982-12-31	8.953453e+12	9.039466e+12	8.901502e+12	7.969744e+12	6.891608e+12	5.755311e+12	5.082771e+12	3.065240e+12	1.819352e+12
1983-12-31	9.243982e+12	8.953453e+12	9.039466e+12	8.901502e+12	7.969744e+12	6.891608e+12	5.755311e+12	3.708270e+12	1.971291e+12
1984-12-31	9.641528e+12	9.243982e+12	8.953453e+12	9.039466e+12	8.901502e+12	7.969744e+12	6.891608e+12	4.184575e+12	2.163828e+12
1985-12-31	1.013623e+13	9.641528e+12	9.243982e+12	8.953453e+12	9.039466e+12	8.901502e+12	7.969744e+12	4.666187e+12	2.380596e+12
1986-12-31	1.230276e+13	1.013623e+13	9.641528e+12	9.243982e+12	8.953453e+12	9.039466e+12	8.901502e+12	5.082771e+12	2.641742e+12
1987-12-31	1.424900e+13	1.230276e+13	1.013623e+13	9.641528e+12	9.243982e+12	8.953453e+12	9.039466e+12	5.755311e+12	3.065240e+12
1988-12-31	1.605008e+13	1.424900e+13	1.230276e+13	1.013623e+13	9.641528e+12	9.243982e+12	8.953453e+12	6.891608e+12	3.708270e+12
1989-12-31	1.681186e+13	1.605008e+13	1.424900e+13	1.230276e+13	1.013623e+13	9.641528e+12	9.243982e+12	7.969744e+12	4.184575e+12
1990-12-31	1.890467e+13	1.681186e+13	1.605008e+13	1.424900e+13	1.230276e+13	1.013623e+13	9.641528e+12	8.901502e+12	4.666187e+12
1991-12-31	1.999317e+13	1.890467e+13	1.681186e+13	1.605008e+13	1.424900e+13	1.230276e+13	1.013623e+13	9.039466e+12	5.082771e+12
1992-12-31	2.151128e+13	1.999317e+13	1.890467e+13	1.681186e+13	1.605008e+13	1.424900e+13	1.230276e+13	8.953453e+12	5.755311e+12
1993-12-31	2.170802e+13	2.151128e+13	1.999317e+13	1.890467e+13	1.681186e+13	1.605008e+13	1.424900e+13	9.243982e+12	6.891608e+12
1994-12-31	2.326770e+13	2.170802e+13	2.151128e+13	1.999317e+13	1.890467e+13	1.681186e+13	1.605008e+13	9.641528e+12	7.969744e+12
1995-12-31	2.583944e+13	2.326770e+13	2.170802e+13	2.151128e+13	1.999317e+13	1.890467e+13	1.681186e+13	1.013623e+13	8.901502e+12
1996-12-31	2.607033e+13	2.583944e+13	2.326770e+13	2.170802e+13	2.151128e+13	1.999317e+13	1.890467e+13	1.230276e+13	9.039466e+12
1997-12-31	2.564164e+13	2.607033e+13	2.583944e+13	2.326770e+13	2.170802e+13	2.151128e+13	1.999317e+13	1.424900e+13	8.953453e+12
1998-12-31	2.572654e+13	2.564164e+13	2.607033e+13	2.583944e+13	2.326770e+13	2.170802e+13	2.151128e+13	1.605008e+13	9.243982e+12
1999-12-31	2.702653e+13	2.572654e+13	2.564164e+13	2.607033e+13	2.583944e+13	2.326770e+13	2.170802e+13	1.681186e+13	9.641528e+12
2000-12-31	2.758558e+13	2.702653e+13	2.572654e+13	2.564164e+13	2.607033e+13	2.583944e+13	2.326770e+13	1.890467e+13	1.013623e+13
2001-12-31	2.731781e+13	2.758558e+13	2.702653e+13	2.572654e+13	2.564164e+13	2.607033e+13	2.583944e+13	1.999317e+13	1.230276e+13
2002-12-31	2.847350e+13	2.731781e+13	2.758558e+13	2.702653e+13	2.572654e+13	2.564164e+13	2.607033e+13	2.151128e+13	1.424900e+13
2003-12-31	3.192307e+13	2.847350e+13	2.731781e+13	2.758558e+13	2.702653e+13	2.572654e+13	2.564164e+13	2.170802e+13	1.605008e+13
2004-12-31	3.553217e+13	3.192307e+13	2.847350e+13	2.731781e+13	2.758558e+13	2.702653e+13	2.572654e+13	2.326770e+13	1.681186e+13
2005-12-31	3.757486e+13	3.553217e+13	3.192307e+13	2.847350e+13	2.731781e+13	2.758558e+13	2.702653e+13	2.583944e+13	1.890467e+13
2006-12-31	3.965470e+13	3.757486e+13	3.553217e+13	3.192307e+13	2.847350e+13	2.731781e+13	2.758558e+13	2.607033e+13	1.999317e+13
2007-12-31	4.333824e+13	3.965470e+13	3.757486e+13	3.553217e+13	3.192307e+13	2.847350e+13	2.731781e+13	2.564164e+13	2.151128e+13
2008-12-31	4.603040e+13	4.333824e+13	3.965470e+13	3.757486e+13	3.553217e+13	3.192307e+13	2.847350e+13	2.572654e+13	2.170802e+13
2009-12-31	4.314074e+13	4.603040e+13	4.333824e+13	3.965470e+13	3.757486e+13	3.553217e+13	3.192307e+13	2.702653e+13	2.326770e+13
2010-12-31	4.520682e+13	4.314074e+13	4.603040e+13	4.333824e+13	3.965470e+13	3.757486e+13	3.553217e+13	2.758558e+13	2.583944e+13
2011-12-31	4.877967e+13	4.520682e+13	4.314074e+13	4.603040e+13	4.333824e+13	3.965470e+13	3.757486e+13	2.731781e+13	2.607033e+13
2012-12-31	4.881456e+13	4.877967e+13	4.520682e+13	4.314074e+13	4.603040e+13	4.333824e+13	3.965470e+13	2.847350e+13	2.564164e+13
2013-12-31	4.934630e+13	4.881456e+13	4.877967e+13	4.520682e+13	4.314074e+13	4.603040e+13	4.333824e+13	3.192307e+13	2.572654e+13
2014-12-31	5.036240e+13	4.934630e+13	4.881456e+13	4.877967e+13	4.520682e+13	4.314074e+13	4.603040e+13	3.553217e+13	2.702653e+13
2015-12-31	4.757751e+13	5.036240e+13	4.934630e+13	4.881456e+13	4.877967e+13	4.520682e+13	4.314074e+13	3.757486e+13	2.758558e+13
2016-12-31	4.855746e+13	4.757751e+13	5.036240e+13	4.934630e+13	4.881456e+13	4.877967e+13	4.520682e+13	3.965470e+13	2.731781e+13

	original	lag 1A	lag 2A	lag 3A	lag 4A	lag 5A	lag 6A	lag 10A	lag 15A
original	1.0	0.997186	0.993015	0.990056	0.985687	0.980812	0.977839	0.972643	0.983075

pacf

	lag	correlation	low	up
0	0	1.000000	NaN	NaN
1	1	0.974669	-0.259604	0.259604
2	2	-0.072699	-0.259604	0.259604
3	3	-0.193180	-0.259604	0.259604
4	4	-0.082683	-0.259604	0.259604
5	5	-0.077687	-0.259604	0.259604
6	6	-0.086733	-0.259604	0.259604
7	7	0.063279	-0.259604	0.259604
8	8	0.002438	-0.259604	0.259604
9	9	-0.294900	-0.259604	0.259604
10	10	-0.013136	-0.259604	0.259604
11	11	0.149124	-0.259604	0.259604
12	12	-0.028785	-0.259604	0.259604
13	13	-0.062947	-0.259604	0.259604
14	14	0.085278	-0.259604	0.259604
15	15	-0.000638	-0.259604	0.259604
16	16	-0.158013	-0.259604	0.259604
17	17	-0.126001	-0.259604	0.259604
18	18	-0.112217	-0.259604	0.259604
19	19	-0.123521	-0.259604	0.259604
20	20	-0.100195	-0.259604	0.259604
21	21	-0.111343	-0.259604	0.259604
22	22	-0.240330	-0.259604	0.259604
23	23	-0.096843	-0.259604	0.259604
24	24	0.001480	-0.259604	0.259604
25	25	-0.195559	-0.259604	0.259604
26	26	-0.185720	-0.259604	0.259604

pacf_1d

	lag	correlation	low	up
0	0	1.000000	NaN	NaN
1	1	0.236262	-0.261911	0.261911
2	2	-0.121357	-0.261911	0.261911
3	3	0.359795	-0.261911	0.261911
4	4	-0.012078	-0.261911	0.261911
5	5	-0.058938	-0.261911	0.261911
6	6	-0.038818	-0.261911	0.261911
7	7	-0.157729	-0.261911	0.261911
8	8	0.211365	-0.261911	0.261911
9	9	-0.135171	-0.261911	0.261911
10	10	-0.113320	-0.261911	0.261911
11	11	-0.123617	-0.261911	0.261911
12	12	0.065695	-0.261911	0.261911
13	13	0.256522	-0.261911	0.261911
14	14	-0.061932	-0.261911	0.261911
15	15	0.191947	-0.261911	0.261911
16	16	0.075103	-0.261911	0.261911
17	17	0.120149	-0.261911	0.261911
18	18	0.165260	-0.261911	0.261911
19	19	-0.260328	-0.261911	0.261911
20	20	-0.093496	-0.261911	0.261911
21	21	-0.369946	-0.261911	0.261911
22	22	-0.088527	-0.261911	0.261911
23	23	-0.150990	-0.261911	0.261911
24	24	0.065461	-0.261911	0.261911
25	25	-0.082389	-0.261911	0.261911
26	26	0.218214	-0.261911	0.261911

pacf_2d

	lag	correlation	low	up
0	0	1.000000	NaN	NaN
1	1	-0.315063	-0.264281	0.264281
2	2	-0.582133	-0.264281	0.264281
3	3	-0.149686	-0.264281	0.264281
4	4	-0.096738	-0.264281	0.264281
5	5	-0.118664	-0.264281	0.264281
6	6	-0.008660	-0.264281	0.264281
7	7	-0.351246	-0.264281	0.264281
8	8	-0.012826	-0.264281	0.264281
9	9	-0.039185	-0.264281	0.264281
10	10	-0.048844	-0.264281	0.264281
11	11	-0.238579	-0.264281	0.264281
12	12	-0.430925	-0.264281	0.264281
13	13	-0.174171	-0.264281	0.264281
14	14	-0.477143	-0.264281	0.264281
15	15	-0.636219	-0.264281	0.264281
16	16	-1.749418	-0.264281	0.264281
17	17	2.329238	-0.264281	0.264281
18	18	0.823379	-0.264281	0.264281
19	19	0.423990	-0.264281	0.264281
20	20	0.554832	-0.264281	0.264281
21	21	0.316352	-0.264281	0.264281
22	22	0.391067	-0.264281	0.264281
23	23	0.222504	-0.264281	0.264281
24	24	0.414155	-0.264281	0.264281
25	25	0.180130	-0.264281	0.264281
26	26	0.288350	-0.264281	0.264281

seasonal_split
stl

lowess

	original	lowess 5%	lowess 10%	lowess 15%
Year
1960-12-31	1.060258e+12	1.060258e+12	1.054063e+12	1.037151e+12
1961-12-31	1.121996e+12	1.121996e+12	1.132617e+12	1.131417e+12
1962-12-31	1.211793e+12	1.211793e+12	1.212635e+12	1.227573e+12
1963-12-31	1.304620e+12	1.304620e+12	1.312558e+12	1.324953e+12
1964-12-31	1.424603e+12	1.424603e+12	1.425198e+12	1.437406e+12
1965-12-31	1.546711e+12	1.546711e+12	1.554688e+12	1.560536e+12
1966-12-31	1.696369e+12	1.696369e+12	1.688751e+12	1.694489e+12
1967-12-31	1.819352e+12	1.819352e+12	1.827556e+12	1.842626e+12
1968-12-31	1.971291e+12	1.971291e+12	1.983235e+12	2.009237e+12
1969-12-31	2.163828e+12	2.163828e+12	2.170518e+12	2.206084e+12
1970-12-31	2.380596e+12	2.380596e+12	2.381604e+12	2.461868e+12
1971-12-31	2.641742e+12	2.641742e+12	2.641742e+12	2.797602e+12
1972-12-31	3.065240e+12	3.065240e+12	3.175006e+12	3.203228e+12
1973-12-31	3.708270e+12	3.708270e+12	3.708270e+12	3.660668e+12
1974-12-31	4.184575e+12	4.184575e+12	4.184613e+12	4.155326e+12
1975-12-31	4.666187e+12	4.666187e+12	4.666187e+12	4.699871e+12
1976-12-31	5.082771e+12	5.082771e+12	5.082771e+12	5.335334e+12
1977-12-31	5.755311e+12	5.755311e+12	5.755311e+12	6.080221e+12
1978-12-31	6.891608e+12	6.891608e+12	6.891608e+12	6.900772e+12
1979-12-31	7.969744e+12	7.969744e+12	7.969744e+12	7.672314e+12
1980-12-31	8.901502e+12	8.901502e+12	8.504605e+12	8.303654e+12
1981-12-31	9.039466e+12	9.039466e+12	9.039466e+12	8.781140e+12
1982-12-31	8.953453e+12	8.953453e+12	9.141724e+12	9.103113e+12
1983-12-31	9.243982e+12	9.243982e+12	9.243982e+12	9.514574e+12
1984-12-31	9.641528e+12	9.641528e+12	9.641528e+12	1.035779e+13
1985-12-31	1.013623e+13	1.013623e+13	1.097215e+13	1.142334e+13
1986-12-31	1.230276e+13	1.230276e+13	1.230276e+13	1.266199e+13
1987-12-31	1.424900e+13	1.424900e+13	1.420744e+13	1.409242e+13
1988-12-31	1.605008e+13	1.605008e+13	1.575252e+13	1.565694e+13
1989-12-31	1.681186e+13	1.681186e+13	1.719295e+13	1.718148e+13
1990-12-31	1.890467e+13	1.890467e+13	1.861713e+13	1.858753e+13
1991-12-31	1.999317e+13	1.999317e+13	2.011617e+13	1.984605e+13
1992-12-31	2.151128e+13	2.151128e+13	2.113296e+13	2.104064e+13
1993-12-31	2.170802e+13	2.170802e+13	2.209824e+13	2.214029e+13
1994-12-31	2.326770e+13	2.326770e+13	2.326770e+13	2.310926e+13
1995-12-31	2.583944e+13	2.583944e+13	2.466901e+13	2.392574e+13
1996-12-31	2.607033e+13	2.607033e+13	2.607033e+13	2.472733e+13
1997-12-31	2.564164e+13	2.564164e+13	2.564164e+13	2.554025e+13
1998-12-31	2.572654e+13	2.572654e+13	2.633409e+13	2.621974e+13
1999-12-31	2.702653e+13	2.702653e+13	2.702653e+13	2.686905e+13
2000-12-31	2.758558e+13	2.758558e+13	2.717217e+13	2.778760e+13
2001-12-31	2.731781e+13	2.731781e+13	2.731781e+13	2.960729e+13
2002-12-31	2.847350e+13	2.847350e+13	2.962044e+13	3.149411e+13
2003-12-31	3.192307e+13	3.192307e+13	3.192307e+13	3.325290e+13
2004-12-31	3.553217e+13	3.553217e+13	3.474896e+13	3.515055e+13
2005-12-31	3.757486e+13	3.757486e+13	3.757486e+13	3.750149e+13
2006-12-31	3.965470e+13	3.965470e+13	4.045655e+13	3.928438e+13
2007-12-31	4.333824e+13	4.333824e+13	4.333824e+13	4.067281e+13
2008-12-31	4.603040e+13	4.603040e+13	4.603040e+13	4.217283e+13
2009-12-31	4.314074e+13	4.314074e+13	4.314074e+13	4.359419e+13
2010-12-31	4.520682e+13	4.520682e+13	4.520682e+13	4.507961e+13
2011-12-31	4.877967e+13	4.877967e+13	4.701069e+13	4.671710e+13
2012-12-31	4.881456e+13	4.881456e+13	4.881456e+13	4.802707e+13
2013-12-31	4.934630e+13	4.934630e+13	4.958848e+13	4.850311e+13
2014-12-31	5.036240e+13	5.036240e+13	5.036240e+13	4.854793e+13
2015-12-31	4.757751e+13	4.757751e+13	4.757751e+13	4.856694e+13
2016-12-31	4.855746e+13	4.855746e+13	4.855746e+13	4.851597e+13

rolling_avg

	original	rolling 3A	rolling 4A	rolling 5A
Year
1960-12-31	1.060258e+12	NaN	NaN	NaN
1961-12-31	1.121996e+12	NaN	NaN	NaN
1962-12-31	1.211793e+12	1.131349e+12	NaN	NaN
1963-12-31	1.304620e+12	1.212803e+12	1.174667e+12	NaN
1964-12-31	1.424603e+12	1.313672e+12	1.265753e+12	1.224654e+12
1965-12-31	1.546711e+12	1.425311e+12	1.371932e+12	1.321945e+12
1966-12-31	1.696369e+12	1.555894e+12	1.493076e+12	1.436819e+12
1967-12-31	1.819352e+12	1.687477e+12	1.621759e+12	1.558331e+12
1968-12-31	1.971291e+12	1.829004e+12	1.758431e+12	1.691665e+12
1969-12-31	2.163828e+12	1.984824e+12	1.912710e+12	1.839510e+12
1970-12-31	2.380596e+12	2.171905e+12	2.083767e+12	2.006287e+12
1971-12-31	2.641742e+12	2.395389e+12	2.289364e+12	2.195362e+12
1972-12-31	3.065240e+12	2.695859e+12	2.562851e+12	2.444539e+12
1973-12-31	3.708270e+12	3.138417e+12	2.948962e+12	2.791935e+12
1974-12-31	4.184575e+12	3.652695e+12	3.399957e+12	3.196084e+12
1975-12-31	4.666187e+12	4.186344e+12	3.906068e+12	3.653203e+12
1976-12-31	5.082771e+12	4.644511e+12	4.410451e+12	4.141409e+12
1977-12-31	5.755311e+12	5.168090e+12	4.922211e+12	4.679423e+12
1978-12-31	6.891608e+12	5.909897e+12	5.598970e+12	5.316091e+12
1979-12-31	7.969744e+12	6.872221e+12	6.424859e+12	6.073124e+12
1980-12-31	8.901502e+12	7.920951e+12	7.379541e+12	6.920187e+12
1981-12-31	9.039466e+12	8.636904e+12	8.200580e+12	7.711526e+12
1982-12-31	8.953453e+12	8.964807e+12	8.716041e+12	8.351154e+12
1983-12-31	9.243982e+12	9.078967e+12	9.034601e+12	8.821629e+12
1984-12-31	9.641528e+12	9.279654e+12	9.219607e+12	9.155986e+12
1985-12-31	1.013623e+13	9.673915e+12	9.493799e+12	9.402933e+12
1986-12-31	1.230276e+13	1.069351e+13	1.033113e+13	1.005559e+13
1987-12-31	1.424900e+13	1.222933e+13	1.158238e+13	1.111470e+13
1988-12-31	1.605008e+13	1.420062e+13	1.318452e+13	1.247592e+13
1989-12-31	1.681186e+13	1.570365e+13	1.485343e+13	1.390999e+13
1990-12-31	1.890467e+13	1.725554e+13	1.650390e+13	1.566368e+13
1991-12-31	1.999317e+13	1.856990e+13	1.793995e+13	1.720176e+13
1992-12-31	2.151128e+13	2.013637e+13	1.930524e+13	1.865421e+13
1993-12-31	2.170802e+13	2.107082e+13	2.052928e+13	1.978580e+13
1994-12-31	2.326770e+13	2.216233e+13	2.162004e+13	2.107697e+13
1995-12-31	2.583944e+13	2.360505e+13	2.308161e+13	2.246392e+13
1996-12-31	2.607033e+13	2.505916e+13	2.422137e+13	2.367935e+13
1997-12-31	2.564164e+13	2.585047e+13	2.520478e+13	2.450543e+13
1998-12-31	2.572654e+13	2.581284e+13	2.581949e+13	2.530913e+13
1999-12-31	2.702653e+13	2.613157e+13	2.611626e+13	2.606090e+13
2000-12-31	2.758558e+13	2.677955e+13	2.649507e+13	2.641012e+13
2001-12-31	2.731781e+13	2.730997e+13	2.691411e+13	2.665962e+13
2002-12-31	2.847350e+13	2.779230e+13	2.760086e+13	2.722599e+13
2003-12-31	3.192307e+13	2.923813e+13	2.882499e+13	2.846530e+13
2004-12-31	3.553217e+13	3.197625e+13	3.081164e+13	3.016643e+13
2005-12-31	3.757486e+13	3.501003e+13	3.337590e+13	3.216428e+13
2006-12-31	3.965470e+13	3.758724e+13	3.617120e+13	3.463166e+13
2007-12-31	4.333824e+13	4.018927e+13	3.902499e+13	3.760461e+13
2008-12-31	4.603040e+13	4.300778e+13	4.164955e+13	4.042607e+13
2009-12-31	4.314074e+13	4.416979e+13	4.304102e+13	4.194779e+13
2010-12-31	4.520682e+13	4.479265e+13	4.442905e+13	4.347418e+13
2011-12-31	4.877967e+13	4.570908e+13	4.578941e+13	4.529917e+13
2012-12-31	4.881456e+13	4.760035e+13	4.648545e+13	4.639444e+13
2013-12-31	4.934630e+13	4.898018e+13	4.803684e+13	4.705762e+13
2014-12-31	5.036240e+13	4.950775e+13	4.932573e+13	4.850195e+13
2015-12-31	4.757751e+13	4.909541e+13	4.902519e+13	4.897609e+13
2016-12-31	4.855746e+13	4.883246e+13	4.896092e+13	4.893165e+13

supsmu

	original	supsmu
Year
1960-12-31	1.060258e+12	3.757449e+11
1961-12-31	1.121996e+12	6.374580e+11
1962-12-31	1.211793e+12	8.991711e+11
1963-12-31	1.304620e+12	1.160884e+12
1964-12-31	1.424603e+12	1.422597e+12
1965-12-31	1.546711e+12	1.684310e+12
1966-12-31	1.696369e+12	1.946024e+12
1967-12-31	1.819352e+12	2.207737e+12
1968-12-31	1.971291e+12	2.469450e+12
1969-12-31	2.163828e+12	2.600306e+12
1970-12-31	2.380596e+12	2.924270e+12
1971-12-31	2.641742e+12	3.304701e+12
1972-12-31	3.065240e+12	3.731907e+12
1973-12-31	3.708270e+12	4.161620e+12
1974-12-31	4.184575e+12	4.579890e+12
1975-12-31	4.666187e+12	5.007516e+12
1976-12-31	5.082771e+12	5.448914e+12
1977-12-31	5.755311e+12	5.910963e+12
1978-12-31	6.891608e+12	6.484933e+12
1979-12-31	7.969744e+12	7.156332e+12
1980-12-31	8.901502e+12	7.915748e+12
1981-12-31	9.039466e+12	8.702977e+12
1982-12-31	8.953453e+12	9.582945e+12
1983-12-31	9.243982e+12	1.048766e+13
1984-12-31	9.641528e+12	1.145026e+13
1985-12-31	1.013623e+13	1.239702e+13
1986-12-31	1.230276e+13	1.340730e+13
1987-12-31	1.424900e+13	1.452308e+13
1988-12-31	1.605008e+13	1.558857e+13
1989-12-31	1.681186e+13	1.657034e+13
1990-12-31	1.890467e+13	1.750506e+13
1991-12-31	1.999317e+13	1.850435e+13
1992-12-31	2.151128e+13	1.953946e+13
1993-12-31	2.170802e+13	2.054357e+13
1994-12-31	2.326770e+13	2.158979e+13
1995-12-31	2.583944e+13	2.280017e+13
1996-12-31	2.607033e+13	2.409069e+13
1997-12-31	2.564164e+13	2.538657e+13
1998-12-31	2.572654e+13	2.669794e+13
1999-12-31	2.702653e+13	2.817162e+13
2000-12-31	2.758558e+13	2.967861e+13
2001-12-31	2.731781e+13	3.096459e+13
2002-12-31	2.847350e+13	3.228100e+13
2003-12-31	3.192307e+13	3.378499e+13
2004-12-31	3.553217e+13	3.520426e+13
2005-12-31	3.757486e+13	3.651019e+13
2006-12-31	3.965470e+13	3.785975e+13
2007-12-31	4.333824e+13	3.907841e+13
2008-12-31	4.603040e+13	4.111622e+13
2009-12-31	4.314074e+13	4.265508e+13
2010-12-31	4.520682e+13	4.419394e+13
2011-12-31	4.877967e+13	4.573279e+13
2012-12-31	4.881456e+13	4.727165e+13
2013-12-31	4.934630e+13	4.881050e+13
2014-12-31	5.036240e+13	5.034936e+13
2015-12-31	4.757751e+13	5.188822e+13
2016-12-31	4.855746e+13	5.342707e+13

ft_acf

	acf(season)	acf1(d=0)	acf10(d=0)	acf1(d=1)	acf10(d=1)	acf1(d=2)	acf10(d=2)
0	0.95757	0.95757	5.411779	0.232043	0.203472	-0.309334	0.449521

ft_adfuller

adfuller(c) adfuller(ct) adfuller(ctt) adfuller(nc)

0 0.998557 0.499175 0.975543 0.880899
ft_cross_pts

crossing_points

0 1
ft_entropy

entropy entropy_acf

0 0.153707 0.184612
ft_kpss

kpss(c) kpss(ct)

0 1.449348 0.32984
ft_pacf

pacf(season) pacf5(d=0) pacf5(d=1) pacf5(d=2)

0 0.95757 0.937699 0.185614 0.441237
ft_stl

trend seasonality acf1(error) acf10(error)

0 0.988188 0.0 0.70945 1.806573
ft_tilewin

instability lumpiness

0 0.739129 0.005182

LIC

df_scaled

Year	1960-12-31	1961-12-31	1962-12-31	1963-12-31	1964-12-31	1965-12-31	1966-12-31	1967-12-31	1968-12-31	1969-12-31	...	2007-12-31	2008-12-31	2009-12-31	2010-12-31	2011-12-31	2012-12-31	2013-12-31	2014-12-31	2015-12-31	2016-12-31
LIC	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	...	0.419765	0.546215	0.590089	0.651583	0.757751	0.831013	0.914525	1.0	0.972202	0.972593

1 rows × 57 columns

freq A-DEC
infinite 0
missing 21
period 1

sample

Year	1960-12-31	1961-12-31	1962-12-31	1963-12-31	1964-12-31	2012-12-31	2013-12-31	2014-12-31	2015-12-31	2016-12-31
LIC	NaN	NaN	NaN	NaN	NaN	3.539277e+11	3.825928e+11	4.119315e+11	4.023901e+11	4.025241e+11

zeros 0
cov 0.691
iqr 138.01b
kurtosis -0.201
mad 21.89b
maximum 411.93b
mean 162.75b
median 97.67b
minimum 68.69b
q25 85.61b
q50 97.67b
q75 223.62b
skew 1.17
std 112.54b
var 12.66t
adfuller_stationarity
- test Augmented Dickey-Fuller
- p_value 0.643
- confidence_level 0.0500
- null_hypothesis Data has unit root
- reject_null_hypothesis 0
- details
  - test_statistic -1.27
  - n_lags 3
  - n_obs 32
  - critical_values
    
    1% -3.65
    5% -2.96
    10% -2.62
jarque_bera_normality
- test Jarque Bera
- p_value 0.0163
- confidence_level 0.0500
- null_hypothesis Data is normally distributed
- reject_null_hypothesis 1
- details
  - jarque_bera_test_statistic 8.23
  - skew 1.17
  - kurtosis 2.80
kpss_stationarity
- test Kwiatkowski-Phillips-Schmidt-Shin
- p_value 0.0167
- confidence_level 0.0500
- null_hypothesis Data is level stationary
- reject_null_hypothesis 1
- details
  - test_statistic 0.665
  - n_lags 4
  - critical_values
    
    10% 0.347
    5% 0.463
    2.5% 0.574
    1% 0.739
levene_constant_variance
- test Levene
- p_value 0
- confidence_level 0.0500
- null_hypothesis Variance is constant between 5 groups
- reject_null_hypothesis 1
- details
  - t_statistic 14.36
ljungbox_autocorrelation
- test Ljung-Box
- p_value 0
- confidence_level 0.0500
- null_hypothesis No autocorrelation among specified lag(16)
- reject_null_hypothesis 1
- details
  - acf
    
    1.00
    0.918
    0.821
    0.705
    0.589
    0.478
    0.372
    0.277
    0.187
    0.100
    0.0324
    -0.0195
    -0.0657
    -0.102
    -0.133
    -0.156
    -0.174
  - confidence_interval
    
    [1.0, 1.0]
    [0.5912758046571007, 1.2445971328371188]
    [0.28606348184104435, 1.3566366293051615]
    [0.04873359414204259, 1.36099035602039]
    [-0.14327635275264605, 1.3216949157133806]
    [-0.30323751968677104, 1.2596134102084608]
    [-0.44029884571955874, 1.1838019899841483]
    [-0.5532222882156872, 1.1068013071192566]
    [-0.652377370504995, 1.0272294632229224]
    [-0.7438713463792, 0.9446388974320151]
    [-0.8130999141229027, 0.8779556931575909]
    [-0.8651337936982811, 0.8261872124555222]
    [-0.9113856210505262, 0.7800310811582001]
    [-0.9484209544405885, 0.7440839097881543]
    [-0.9800765281582264, 0.7150587289780737]
    [-1.006054364128704, 0.6934963347540508]
    [-1.0270516754935282, 0.6786216715817528]
  - q_stat
    
    32.93
    60.08
    80.67
    95.51
    105.61
    111.91
    115.52
    117.24
    117.75
    117.80
    117.82
    118.07
    118.69
    119.78
    121.37
    123.45
  - p_values
    
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
omnibus_normality
- test Omnibus
- p_value 0.0175
- confidence_level 0.0500
- null_hypothesis Data is normally distributed
- reject_null_hypothesis 1
- details
  - k2 8.10
binned

6.868805e+10 1.544989e+11 2.403098e+11 3.261206e+11

0 24 3 3 6

pd_percentiles

	theoretical_percentiles	sample_percentiles	reference
0	0.027027	1.0	1.0
1	0.054054	1.0	1.0
2	0.081081	1.0	1.0
3	0.108108	1.0	1.0
4	0.135135	1.0	1.0
5	0.162162	1.0	1.0
6	0.189189	1.0	1.0
7	0.216216	1.0	1.0
8	0.243243	1.0	1.0
9	0.270270	1.0	1.0
10	0.297297	1.0	1.0
11	0.324324	1.0	1.0
12	0.351351	1.0	1.0
13	0.378378	1.0	1.0
14	0.405405	1.0	1.0
15	0.432432	1.0	1.0
16	0.459459	1.0	1.0
17	0.486486	1.0	1.0
18	0.513514	1.0	1.0
19	0.540541	1.0	1.0
20	0.567568	1.0	1.0
21	0.594595	1.0	1.0
22	0.621622	1.0	1.0
23	0.648649	1.0	1.0
24	0.675676	1.0	1.0
25	0.702703	1.0	1.0
26	0.729730	1.0	1.0
27	0.756757	1.0	1.0
28	0.783784	1.0	1.0
29	0.810811	1.0	1.0
30	0.837838	1.0	1.0
31	0.864865	1.0	1.0
32	0.891892	1.0	1.0
33	0.918919	1.0	1.0
34	0.945946	1.0	1.0
35	0.972973	1.0	1.0

pd_quantiles

	theoretical_quantiles	sample_quantiles	reference
0	-1.926403	6.868805e+10	-5.404396e+10
1	-1.606755	7.119030e+10	-1.807168e+10
2	-1.397837	7.258746e+10	5.439409e+09
3	-1.236652	7.479624e+10	2.357863e+10
4	-1.102440	7.677708e+10	3.868245e+10
5	-0.985610	8.023782e+10	5.183016e+10
6	-0.880888	8.077993e+10	6.361530e+10
7	-0.785036	8.370534e+10	7.440222e+10
8	-0.695908	8.428400e+10	8.443244e+10
9	-0.611996	8.605119e+10	9.387567e+10
10	-0.532190	8.638312e+10	1.028568e+11
11	-0.455640	8.998003e+10	1.114715e+11
12	-0.381675	9.095095e+10	1.197954e+11
13	-0.309743	9.331372e+10	1.278904e+11
14	-0.239380	9.571425e+10	1.358088e+11
15	-0.170185	9.646266e+10	1.435958e+11
16	-0.101796	9.751639e+10	1.512921e+11
17	-0.033880	9.761772e+10	1.589352e+11
18	0.033880	9.772918e+10	1.665607e+11
19	0.101796	1.017603e+11	1.742037e+11
20	0.170185	1.099115e+11	1.819000e+11
21	0.239380	1.126877e+11	1.896871e+11
22	0.309743	1.207190e+11	1.976055e+11
23	0.381675	1.376157e+11	2.057005e+11
24	0.455640	1.589638e+11	2.140244e+11
25	0.532190	1.778403e+11	2.226390e+11
26	0.611996	2.127698e+11	2.316202e+11
27	0.695908	2.561727e+11	2.410634e+11
28	0.785036	2.712321e+11	2.510936e+11
29	0.880888	2.923397e+11	2.618806e+11
30	0.985610	3.287812e+11	2.736657e+11
31	1.102440	3.539277e+11	2.868134e+11
32	1.236652	3.825928e+11	3.019172e+11
33	1.397837	4.023901e+11	3.200564e+11
34	1.606755	4.025241e+11	3.435675e+11
35	1.926403	4.119315e+11	3.795398e+11

acf

	lag	correlation	low	up
0	0	1.000000	NaN	NaN
1	1	0.921853	-0.259604	0.259604
2	2	0.831224	-0.426543	0.426543
3	3	0.724514	-0.524470	0.524470
4	4	0.621117	-0.588066	0.588066
5	5	0.522783	-0.630730	0.630730
6	6	0.428172	-0.659287	0.659287
7	7	0.344544	-0.677768	0.677768
8	8	0.265696	-0.689471	0.689471
9	9	0.189771	-0.696337	0.696337
10	10	0.131146	-0.699814	0.699814
11	11	0.087419	-0.701468	0.701468
12	12	0.051222	-0.702202	0.702202
13	13	0.024290	-0.702454	0.702454
14	14	0.005477	-0.702511	0.702511
15	15	-0.009037	-0.702514	0.702514
16	16	-0.019773	-0.702521	0.702521
17	17	-0.036330	-0.702559	0.702559
18	18	-0.046493	-0.702685	0.702685
19	19	-0.057829	-0.702893	0.702893
20	20	-0.068489	-0.703213	0.703213
21	21	-0.077422	-0.703663	0.703663
22	22	-0.082519	-0.704237	0.704237
23	23	-0.082478	-0.704888	0.704888
24	24	-0.090714	-0.705538	0.705538
25	25	-0.100191	-0.706324	0.706324
26	26	-0.115688	-0.707281	0.707281
27	27	-0.130300	-0.708555	0.708555
28	28	-0.141925	-0.710168	0.710168

acf_1d

	lag	correlation	low	up
0	0	1.000000	NaN	NaN
1	1	0.623888	-0.261911	0.261911
2	2	0.534177	-0.349283	0.349283
3	3	0.527652	-0.401431	0.401431
4	4	0.401087	-0.446480	0.446480
5	5	0.388567	-0.470547	0.470547
6	6	0.291963	-0.492066	0.492066
7	7	0.212853	-0.503809	0.503809
8	8	0.143442	-0.509941	0.509941
9	9	0.136922	-0.512701	0.512701
10	10	0.037569	-0.515203	0.515203
11	11	0.012786	-0.515391	0.515391
12	12	-0.012170	-0.515413	0.515413
13	13	-0.075255	-0.515433	0.515433
14	14	-0.014257	-0.516186	0.516186
15	15	-0.066113	-0.516213	0.516213
16	16	-0.061186	-0.516793	0.516793
17	17	-0.018323	-0.517290	0.517290
18	18	-0.006494	-0.517335	0.517335
19	19	-0.105033	-0.517340	0.517340
20	20	-0.108717	-0.518801	0.518801
21	21	-0.033163	-0.520361	0.520361
22	22	-0.042319	-0.520506	0.520506
23	23	-0.025919	-0.520742	0.520742
24	24	-0.080703	-0.520831	0.520831
25	25	-0.075639	-0.521688	0.521688
26	26	-0.048300	-0.522440	0.522440
27	27	-0.106216	-0.522746	0.522746
28	28	-0.112495	-0.524224	0.524224

acf_2d

	lag	correlation	low	up
0	0	1.000000	NaN	NaN
1	1	-0.394117	-0.264281	0.264281
2	2	-0.074935	-0.302560	0.302560
3	3	0.160693	-0.303853	0.303853
4	4	-0.156634	-0.309732	0.309732
5	5	0.123715	-0.315216	0.315216
6	6	-0.038067	-0.318589	0.318589
7	7	-0.018781	-0.318907	0.318907
8	8	-0.057659	-0.318984	0.318984
9	9	0.116722	-0.319711	0.319711
10	10	-0.115463	-0.322674	0.322674
11	11	0.002567	-0.325547	0.325547
12	12	0.047019	-0.325548	0.325548
13	13	-0.172557	-0.326022	0.326022
14	14	0.149159	-0.332340	0.332340
15	15	-0.094415	-0.336983	0.336983
16	16	-0.026330	-0.338826	0.338826
17	17	0.027510	-0.338969	0.338969
18	18	0.149245	-0.339124	0.339124
19	19	-0.125504	-0.343681	0.343681
20	20	-0.100378	-0.346868	0.346868
21	21	0.118645	-0.348890	0.348890
22	22	-0.066311	-0.351697	0.351697
23	23	0.107485	-0.352569	0.352569
24	24	-0.082522	-0.354851	0.354851
25	25	-0.010379	-0.356189	0.356189
26	26	0.112206	-0.356210	0.356210
27	27	-0.072689	-0.358670	0.358670
28	28	0.032422	-0.359697	0.359697

lag_corr

	original	lag 1A	lag 2A	lag 3A	lag 4A	lag 5A	lag 6A	lag 10A	lag 15A
Year
1960-12-31	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
1961-12-31	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
1962-12-31	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
1963-12-31	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
1964-12-31	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
1965-12-31	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
1966-12-31	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
1967-12-31	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
1968-12-31	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
1969-12-31	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
1970-12-31	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
1971-12-31	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
1972-12-31	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
1973-12-31	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
1974-12-31	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
1975-12-31	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
1976-12-31	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
1977-12-31	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
1978-12-31	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
1979-12-31	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
1980-12-31	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
1981-12-31	7.677708e+10	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
1982-12-31	8.023782e+10	7.677708e+10	NaN	NaN	NaN	NaN	NaN	NaN	NaN
1983-12-31	7.479624e+10	8.023782e+10	7.677708e+10	NaN	NaN	NaN	NaN	NaN	NaN
1984-12-31	6.868805e+10	7.479624e+10	8.023782e+10	7.677708e+10	NaN	NaN	NaN	NaN	NaN
1985-12-31	7.119030e+10	6.868805e+10	7.479624e+10	8.023782e+10	7.677708e+10	NaN	NaN	NaN	NaN
1986-12-31	8.077993e+10	7.119030e+10	6.868805e+10	7.479624e+10	8.023782e+10	7.677708e+10	NaN	NaN	NaN
1987-12-31	8.428400e+10	8.077993e+10	7.119030e+10	6.868805e+10	7.479624e+10	8.023782e+10	7.677708e+10	NaN	NaN
1988-12-31	9.095095e+10	8.428400e+10	8.077993e+10	7.119030e+10	6.868805e+10	7.479624e+10	8.023782e+10	NaN	NaN
1989-12-31	8.998003e+10	9.095095e+10	8.428400e+10	8.077993e+10	7.119030e+10	6.868805e+10	7.479624e+10	NaN	NaN
1990-12-31	9.571425e+10	8.998003e+10	9.095095e+10	8.428400e+10	8.077993e+10	7.119030e+10	6.868805e+10	NaN	NaN
1991-12-31	9.772918e+10	9.571425e+10	8.998003e+10	9.095095e+10	8.428400e+10	8.077993e+10	7.119030e+10	7.677708e+10	NaN
1992-12-31	8.638312e+10	9.772918e+10	9.571425e+10	8.998003e+10	9.095095e+10	8.428400e+10	8.077993e+10	8.023782e+10	NaN
1993-12-31	8.605119e+10	8.638312e+10	9.772918e+10	9.571425e+10	8.998003e+10	9.095095e+10	8.428400e+10	7.479624e+10	NaN
1994-12-31	7.258746e+10	8.605119e+10	8.638312e+10	9.772918e+10	9.571425e+10	8.998003e+10	9.095095e+10	6.868805e+10	NaN
1995-12-31	8.370534e+10	7.258746e+10	8.605119e+10	8.638312e+10	9.772918e+10	9.571425e+10	8.998003e+10	7.119030e+10	NaN
1996-12-31	9.331372e+10	8.370534e+10	7.258746e+10	8.605119e+10	8.638312e+10	9.772918e+10	9.571425e+10	8.077993e+10	7.677708e+10
1997-12-31	9.646266e+10	9.331372e+10	8.370534e+10	7.258746e+10	8.605119e+10	8.638312e+10	9.772918e+10	8.428400e+10	8.023782e+10
1998-12-31	9.751639e+10	9.646266e+10	9.331372e+10	8.370534e+10	7.258746e+10	8.605119e+10	8.638312e+10	9.095095e+10	7.479624e+10
1999-12-31	9.761772e+10	9.751639e+10	9.646266e+10	9.331372e+10	8.370534e+10	7.258746e+10	8.605119e+10	8.998003e+10	6.868805e+10
2000-12-31	1.126877e+11	9.761772e+10	9.751639e+10	9.646266e+10	9.331372e+10	8.370534e+10	7.258746e+10	9.571425e+10	7.119030e+10
2001-12-31	1.017603e+11	1.126877e+11	9.761772e+10	9.751639e+10	9.646266e+10	9.331372e+10	8.370534e+10	9.772918e+10	8.077993e+10
2002-12-31	1.099115e+11	1.017603e+11	1.126877e+11	9.761772e+10	9.751639e+10	9.646266e+10	9.331372e+10	8.638312e+10	8.428400e+10
2003-12-31	1.207190e+11	1.099115e+11	1.017603e+11	1.126877e+11	9.761772e+10	9.751639e+10	9.646266e+10	8.605119e+10	9.095095e+10
2004-12-31	1.376157e+11	1.207190e+11	1.099115e+11	1.017603e+11	1.126877e+11	9.761772e+10	9.751639e+10	7.258746e+10	8.998003e+10
2005-12-31	1.589638e+11	1.376157e+11	1.207190e+11	1.099115e+11	1.017603e+11	1.126877e+11	9.761772e+10	8.370534e+10	9.571425e+10
2006-12-31	1.778403e+11	1.589638e+11	1.376157e+11	1.207190e+11	1.099115e+11	1.017603e+11	1.126877e+11	9.331372e+10	9.772918e+10
2007-12-31	2.127698e+11	1.778403e+11	1.589638e+11	1.376157e+11	1.207190e+11	1.099115e+11	1.017603e+11	9.646266e+10	8.638312e+10
2008-12-31	2.561727e+11	2.127698e+11	1.778403e+11	1.589638e+11	1.376157e+11	1.207190e+11	1.099115e+11	9.751639e+10	8.605119e+10
2009-12-31	2.712321e+11	2.561727e+11	2.127698e+11	1.778403e+11	1.589638e+11	1.376157e+11	1.207190e+11	9.761772e+10	7.258746e+10
2010-12-31	2.923397e+11	2.712321e+11	2.561727e+11	2.127698e+11	1.778403e+11	1.589638e+11	1.376157e+11	1.126877e+11	8.370534e+10
2011-12-31	3.287812e+11	2.923397e+11	2.712321e+11	2.561727e+11	2.127698e+11	1.778403e+11	1.589638e+11	1.017603e+11	9.331372e+10
2012-12-31	3.539277e+11	3.287812e+11	2.923397e+11	2.712321e+11	2.561727e+11	2.127698e+11	1.778403e+11	1.099115e+11	9.646266e+10
2013-12-31	3.825928e+11	3.539277e+11	3.287812e+11	2.923397e+11	2.712321e+11	2.561727e+11	2.127698e+11	1.207190e+11	9.751639e+10
2014-12-31	4.119315e+11	3.825928e+11	3.539277e+11	3.287812e+11	2.923397e+11	2.712321e+11	2.561727e+11	1.376157e+11	9.761772e+10
2015-12-31	4.023901e+11	4.119315e+11	3.825928e+11	3.539277e+11	3.287812e+11	2.923397e+11	2.712321e+11	1.589638e+11	1.126877e+11
2016-12-31	4.025241e+11	4.023901e+11	4.119315e+11	3.825928e+11	3.539277e+11	3.287812e+11	2.923397e+11	1.778403e+11	1.017603e+11

	original	lag 1A	lag 2A	lag 3A	lag 4A	lag 5A	lag 6A	lag 10A	lag 15A
original	1.0	0.993667	0.981681	0.970527	0.955351	0.937486	0.917231	0.855465	0.695338

pacf

	lag	correlation	low	up
0	0	1.000000	NaN	NaN
1	1	0.938315	-0.259604	0.259604
2	2	-0.158779	-0.259604	0.259604
3	3	-0.196525	-0.259604	0.259604
4	4	-0.022887	-0.259604	0.259604
5	5	-0.021515	-0.259604	0.259604
6	6	-0.067259	-0.259604	0.259604
7	7	0.006135	-0.259604	0.259604
8	8	-0.055650	-0.259604	0.259604
9	9	-0.088368	-0.259604	0.259604
10	10	0.089808	-0.259604	0.259604
11	11	0.060303	-0.259604	0.259604
12	12	-0.059132	-0.259604	0.259604
13	13	0.006624	-0.259604	0.259604
14	14	0.029068	-0.259604	0.259604
15	15	-0.035937	-0.259604	0.259604
16	16	-0.006236	-0.259604	0.259604
17	17	-0.111133	-0.259604	0.259604
18	18	0.027979	-0.259604	0.259604
19	19	-0.031302	-0.259604	0.259604
20	20	-0.027770	-0.259604	0.259604
21	21	-0.010286	-0.259604	0.259604
22	22	0.025417	-0.259604	0.259604
23	23	0.035150	-0.259604	0.259604
24	24	-0.165928	-0.259604	0.259604
25	25	-0.043959	-0.259604	0.259604
26	26	-0.123058	-0.259604	0.259604

pacf_1d

	lag	correlation	low	up
0	0	1.000000	NaN	NaN
1	1	0.635231	-0.261911	0.261911
2	2	0.252217	-0.261911	0.261911
3	3	0.240205	-0.261911	0.261911
4	4	-0.053601	-0.261911	0.261911
5	5	0.094590	-0.261911	0.261911
6	6	-0.108144	-0.261911	0.261911
7	7	-0.062475	-0.261911	0.261911
8	8	-0.124908	-0.261911	0.261911
9	9	0.084802	-0.261911	0.261911
10	10	-0.167179	-0.261911	0.261911
11	11	0.030815	-0.261911	0.261911
12	12	-0.062791	-0.261911	0.261911
13	13	-0.030981	-0.261911	0.261911
14	14	0.125250	-0.261911	0.261911
15	15	-0.053213	-0.261911	0.261911
16	16	0.050575	-0.261911	0.261911
17	17	0.076602	-0.261911	0.261911
18	18	0.092499	-0.261911	0.261911
19	19	-0.361755	-0.261911	0.261911
20	20	-0.068916	-0.261911	0.261911
21	21	0.163625	-0.261911	0.261911
22	22	0.126637	-0.261911	0.261911
23	23	-0.075959	-0.261911	0.261911
24	24	-0.184621	-0.261911	0.261911
25	25	0.012643	-0.261911	0.261911
26	26	0.042100	-0.261911	0.261911

pacf_2d

	lag	correlation	low	up
0	0	1.000000	NaN	NaN
1	1	-0.401416	-0.264281	0.264281
2	2	-0.284787	-0.264281	0.264281
3	3	0.020161	-0.264281	0.264281
4	4	-0.123921	-0.264281	0.264281
5	5	0.065489	-0.264281	0.264281
6	6	-0.004326	-0.264281	0.264281
7	7	0.018193	-0.264281	0.264281
8	8	-0.142948	-0.264281	0.264281
9	9	0.093940	-0.264281	0.264281
10	10	-0.110928	-0.264281	0.264281
11	11	-0.050054	-0.264281	0.264281
12	12	-0.055853	-0.264281	0.264281
13	13	-0.218987	-0.264281	0.264281
14	14	-0.037456	-0.264281	0.264281
15	15	-0.146144	-0.264281	0.264281
16	16	-0.118642	-0.264281	0.264281
17	17	-0.159586	-0.264281	0.264281
18	18	0.303888	-0.264281	0.264281
19	19	-0.026220	-0.264281	0.264281
20	20	-0.248527	-0.264281	0.264281
21	21	-0.175599	-0.264281	0.264281
22	22	-0.067180	-0.264281	0.264281
23	23	0.049402	-0.264281	0.264281
24	24	-0.124451	-0.264281	0.264281
25	25	-0.083500	-0.264281	0.264281
26	26	0.105362	-0.264281	0.264281

seasonal_split
stl

lowess

	original	lowess 5%	lowess 10%	lowess 15%
Year
1960-12-31	NaN	NaN	NaN	NaN
1961-12-31	NaN	NaN	NaN	NaN
1962-12-31	NaN	NaN	NaN	NaN
1963-12-31	NaN	NaN	NaN	NaN
1964-12-31	NaN	NaN	NaN	NaN
1965-12-31	NaN	NaN	NaN	NaN
1966-12-31	NaN	NaN	NaN	NaN
1967-12-31	NaN	NaN	NaN	NaN
1968-12-31	NaN	NaN	NaN	NaN
1969-12-31	NaN	NaN	NaN	NaN
1970-12-31	NaN	NaN	NaN	NaN
1971-12-31	NaN	NaN	NaN	NaN
1972-12-31	NaN	NaN	NaN	NaN
1973-12-31	NaN	NaN	NaN	NaN
1974-12-31	NaN	NaN	NaN	NaN
1975-12-31	NaN	NaN	NaN	NaN
1976-12-31	NaN	NaN	NaN	NaN
1977-12-31	NaN	NaN	NaN	NaN
1978-12-31	NaN	NaN	NaN	NaN
1979-12-31	NaN	NaN	NaN	NaN
1980-12-31	NaN	NaN	NaN	NaN
1981-12-31	7.677708e+10	7.677708e+10	7.677708e+10	7.862961e+10
1982-12-31	8.023782e+10	8.023782e+10	8.023782e+10	7.682159e+10
1983-12-31	7.479624e+10	7.479624e+10	7.479624e+10	7.461660e+10
1984-12-31	6.868805e+10	6.868805e+10	6.868805e+10	7.122097e+10
1985-12-31	7.119030e+10	7.119030e+10	7.119030e+10	7.321063e+10
1986-12-31	8.077993e+10	8.077993e+10	8.077993e+10	7.903103e+10
1987-12-31	8.428400e+10	8.428400e+10	8.428400e+10	8.517106e+10
1988-12-31	9.095095e+10	9.095095e+10	9.095095e+10	8.872708e+10
1989-12-31	8.998003e+10	8.998003e+10	8.998003e+10	9.190838e+10
1990-12-31	9.571425e+10	9.571425e+10	9.571425e+10	9.471749e+10
1991-12-31	9.772918e+10	9.772918e+10	9.772918e+10	9.361378e+10
1992-12-31	8.638312e+10	8.638312e+10	8.638312e+10	8.950638e+10
1993-12-31	8.605119e+10	8.605119e+10	8.605119e+10	8.568645e+10
1994-12-31	7.258746e+10	7.258746e+10	7.258746e+10	8.468095e+10
1995-12-31	8.370534e+10	8.370534e+10	8.370534e+10	8.366555e+10
1996-12-31	9.331372e+10	9.331372e+10	9.331372e+10	9.142529e+10
1997-12-31	9.646266e+10	9.646266e+10	9.646266e+10	9.586840e+10
1998-12-31	9.751639e+10	9.751639e+10	9.751639e+10	9.724821e+10
1999-12-31	9.761772e+10	9.761772e+10	9.761772e+10	9.772841e+10
2000-12-31	1.126877e+11	1.126877e+11	1.126877e+11	9.974590e+10
2001-12-31	1.017603e+11	1.017603e+11	1.017603e+11	1.019142e+11
2002-12-31	1.099115e+11	1.099115e+11	1.099115e+11	1.106398e+11
2003-12-31	1.207190e+11	1.207190e+11	1.207190e+11	1.224851e+11
2004-12-31	1.376157e+11	1.376157e+11	1.376157e+11	1.388889e+11
2005-12-31	1.589638e+11	1.589638e+11	1.589638e+11	1.583366e+11
2006-12-31	1.778403e+11	1.778403e+11	1.778403e+11	1.832992e+11
2007-12-31	2.127698e+11	2.127698e+11	2.127698e+11	2.127698e+11
2008-12-31	2.561727e+11	2.561727e+11	2.561727e+11	2.420009e+11
2009-12-31	2.712321e+11	2.712321e+11	2.712321e+11	2.712321e+11
2010-12-31	2.923397e+11	2.923397e+11	2.923397e+11	2.972764e+11
2011-12-31	3.287812e+11	3.287812e+11	3.287812e+11	3.256317e+11
2012-12-31	3.539277e+11	3.539277e+11	3.539277e+11	3.549070e+11
2013-12-31	3.825928e+11	3.825928e+11	3.825928e+11	3.825928e+11
2014-12-31	4.119315e+11	4.119315e+11	4.119315e+11	3.924915e+11
2015-12-31	4.023901e+11	4.023901e+11	4.023901e+11	3.985108e+11
2016-12-31	4.025241e+11	4.025241e+11	4.025241e+11	4.044788e+11

rolling_avg

	original	rolling 3A	rolling 4A	rolling 5A
Year
1960-12-31	NaN	NaN	NaN	NaN
1961-12-31	NaN	NaN	NaN	NaN
1962-12-31	NaN	7.677708e+10	NaN	NaN
1963-12-31	NaN	7.677708e+10	7.677708e+10	NaN
1964-12-31	NaN	7.677708e+10	7.677708e+10	7.677708e+10
1965-12-31	NaN	7.677708e+10	7.677708e+10	7.677708e+10
1966-12-31	NaN	7.677708e+10	7.677708e+10	7.677708e+10
1967-12-31	NaN	7.677708e+10	7.677708e+10	7.677708e+10
1968-12-31	NaN	7.677708e+10	7.677708e+10	7.677708e+10
1969-12-31	NaN	7.677708e+10	7.677708e+10	7.677708e+10
1970-12-31	NaN	7.677708e+10	7.677708e+10	7.677708e+10
1971-12-31	NaN	7.677708e+10	7.677708e+10	7.677708e+10
1972-12-31	NaN	7.677708e+10	7.677708e+10	7.677708e+10
1973-12-31	NaN	7.677708e+10	7.677708e+10	7.677708e+10
1974-12-31	NaN	7.677708e+10	7.677708e+10	7.677708e+10
1975-12-31	NaN	7.677708e+10	7.677708e+10	7.677708e+10
1976-12-31	NaN	7.677708e+10	7.677708e+10	7.677708e+10
1977-12-31	NaN	7.677708e+10	7.677708e+10	7.677708e+10
1978-12-31	NaN	7.677708e+10	7.677708e+10	7.677708e+10
1979-12-31	NaN	7.677708e+10	7.677708e+10	7.677708e+10
1980-12-31	NaN	7.677708e+10	7.677708e+10	7.677708e+10
1981-12-31	7.677708e+10	7.677708e+10	7.677708e+10	7.677708e+10
1982-12-31	8.023782e+10	7.793066e+10	7.764227e+10	7.746923e+10
1983-12-31	7.479624e+10	7.727038e+10	7.714706e+10	7.707306e+10
1984-12-31	6.868805e+10	7.457404e+10	7.512480e+10	7.545526e+10
1985-12-31	7.119030e+10	7.155820e+10	7.372810e+10	7.433790e+10
1986-12-31	8.077993e+10	7.355276e+10	7.386363e+10	7.513847e+10
1987-12-31	8.428400e+10	7.875141e+10	7.623557e+10	7.594770e+10
1988-12-31	9.095095e+10	8.533829e+10	8.180129e+10	7.917865e+10
1989-12-31	8.998003e+10	8.840499e+10	8.649873e+10	8.343704e+10
1990-12-31	9.571425e+10	9.221508e+10	9.023231e+10	8.834183e+10
1991-12-31	9.772918e+10	9.447449e+10	9.359361e+10	9.173168e+10
1992-12-31	8.638312e+10	9.327552e+10	9.245165e+10	9.215151e+10
1993-12-31	8.605119e+10	9.005450e+10	9.146944e+10	9.117156e+10
1994-12-31	7.258746e+10	8.167392e+10	8.568774e+10	8.769304e+10
1995-12-31	8.370534e+10	8.078133e+10	8.218178e+10	8.529126e+10
1996-12-31	9.331372e+10	8.320217e+10	8.391443e+10	8.440817e+10
1997-12-31	9.646266e+10	9.116057e+10	8.651729e+10	8.642407e+10
1998-12-31	9.751639e+10	9.576426e+10	9.274953e+10	8.871711e+10
1999-12-31	9.761772e+10	9.719892e+10	9.622762e+10	9.372317e+10
2000-12-31	1.126877e+11	1.026073e+11	1.010711e+11	9.951964e+10
2001-12-31	1.017603e+11	1.040219e+11	1.023955e+11	1.012089e+11
2002-12-31	1.099115e+11	1.081198e+11	1.054943e+11	1.038987e+11
2003-12-31	1.207190e+11	1.107969e+11	1.112696e+11	1.085392e+11
2004-12-31	1.376157e+11	1.227487e+11	1.175016e+11	1.165388e+11
2005-12-31	1.589638e+11	1.390995e+11	1.318025e+11	1.257940e+11
2006-12-31	1.778403e+11	1.581399e+11	1.487847e+11	1.410101e+11
2007-12-31	2.127698e+11	1.831913e+11	1.717974e+11	1.615817e+11
2008-12-31	2.561727e+11	2.155943e+11	2.014367e+11	1.886725e+11
2009-12-31	2.712321e+11	2.467249e+11	2.295037e+11	2.153957e+11
2010-12-31	2.923397e+11	2.732482e+11	2.581286e+11	2.420709e+11
2011-12-31	3.287812e+11	2.974510e+11	2.871314e+11	2.722591e+11
2012-12-31	3.539277e+11	3.250162e+11	3.115702e+11	3.004907e+11
2013-12-31	3.825928e+11	3.551006e+11	3.394104e+11	3.257747e+11
2014-12-31	4.119315e+11	3.828173e+11	3.693083e+11	3.539146e+11
2015-12-31	4.023901e+11	3.989715e+11	3.877105e+11	3.759247e+11
2016-12-31	4.025241e+11	4.056152e+11	3.998596e+11	3.906732e+11

supsmu

	original	supsmu
Year
1960-12-31	NaN	7.677708e+10
1961-12-31	NaN	7.677708e+10
1962-12-31	NaN	7.677708e+10
1963-12-31	NaN	7.677708e+10
1964-12-31	NaN	7.677708e+10
1965-12-31	NaN	7.677708e+10
1966-12-31	NaN	7.677708e+10
1967-12-31	NaN	7.677708e+10
1968-12-31	NaN	7.677708e+10
1969-12-31	NaN	7.677708e+10
1970-12-31	NaN	7.677708e+10
1971-12-31	NaN	7.677708e+10
1972-12-31	NaN	7.677708e+10
1973-12-31	NaN	7.677708e+10
1974-12-31	NaN	7.696935e+10
1975-12-31	NaN	7.685930e+10
1976-12-31	NaN	7.640991e+10
1977-12-31	NaN	7.609953e+10
1978-12-31	NaN	7.632191e+10
1979-12-31	NaN	7.673896e+10
1980-12-31	NaN	7.752640e+10
1981-12-31	7.677708e+10	7.825990e+10
1982-12-31	8.023782e+10	7.931196e+10
1983-12-31	7.479624e+10	8.047597e+10
1984-12-31	6.868805e+10	8.100964e+10
1985-12-31	7.119030e+10	8.152487e+10
1986-12-31	8.077993e+10	8.129211e+10
1987-12-31	8.428400e+10	8.167701e+10
1988-12-31	9.095095e+10	8.259571e+10
1989-12-31	8.998003e+10	8.368936e+10
1990-12-31	9.571425e+10	8.484154e+10
1991-12-31	9.772918e+10	8.599935e+10
1992-12-31	8.638312e+10	8.780212e+10
1993-12-31	8.605119e+10	8.930012e+10
1994-12-31	7.258746e+10	9.159031e+10
1995-12-31	8.370534e+10	9.434191e+10
1996-12-31	9.331372e+10	9.749945e+10
1997-12-31	9.646266e+10	1.016483e+11
1998-12-31	9.751639e+10	1.064755e+11
1999-12-31	9.761772e+10	1.132972e+11
2000-12-31	1.126877e+11	1.222115e+11
2001-12-31	1.017603e+11	1.318506e+11
2002-12-31	1.099115e+11	1.432926e+11
2003-12-31	1.207190e+11	1.567776e+11
2004-12-31	1.376157e+11	1.724076e+11
2005-12-31	1.589638e+11	1.890125e+11
2006-12-31	1.778403e+11	2.067135e+11
2007-12-31	2.127698e+11	2.237094e+11
2008-12-31	2.561727e+11	2.514841e+11
2009-12-31	2.712321e+11	2.731437e+11
2010-12-31	2.923397e+11	2.948033e+11
2011-12-31	3.287812e+11	3.164629e+11
2012-12-31	3.539277e+11	3.381226e+11
2013-12-31	3.825928e+11	3.597822e+11
2014-12-31	4.119315e+11	3.814418e+11
2015-12-31	4.023901e+11	4.031014e+11
2016-12-31	4.025241e+11	4.247610e+11

ft_acf

	acf(season)	acf1(d=0)	acf10(d=0)	acf1(d=1)	acf10(d=1)	acf1(d=2)	acf10(d=2)
0	0.921853	0.921853	3.150606	0.623888	1.436136	-0.394117	0.258688

ft_adfuller

adfuller(c) adfuller(ct) adfuller(ctt) adfuller(nc)

0 0.532191 0.607375 0.021931 0.988606
ft_cross_pts

crossing_points

0 3
ft_entropy

entropy entropy_acf

0 0.288864 0.302024
ft_kpss

kpss(c) kpss(ct)

0 0.945133 0.309004
ft_pacf

pacf(season) pacf5(d=0) pacf5(d=1) pacf5(d=2)

0 0.921853 0.889442 0.502537 0.246462
ft_stl

trend seasonality acf1(error) acf10(error)

0 0.979994 0.0 NaN NaN
ft_tilewin

instability lumpiness

0 0.149559 0.029652

MIC

df_scaled

Year	1960-12-31	1961-12-31	1962-12-31	1963-12-31	1964-12-31	1965-12-31	1966-12-31	1967-12-31	1968-12-31	1969-12-31	...	2007-12-31	2008-12-31	2009-12-31	2010-12-31	2011-12-31	2012-12-31	2013-12-31	2014-12-31	2015-12-31	2016-12-31
MIC	0.000421	0.0	0.000458	0.001206	0.002736	0.004098	0.00459	0.005041	0.005964	0.007928	...	0.500065	0.602661	0.587873	0.72015	0.853029	0.908572	0.963757	1.0	0.946534	0.950143

1 rows × 57 columns

freq A-DEC
infinite 0
missing 0
period 1

sample

Year	1960-12-31	1961-12-31	1962-12-31	1963-12-31	1964-12-31	2012-12-31	2013-12-31	2014-12-31	2015-12-31	2016-12-31
MIC	3.104375e+11	2.986484e+11	3.114684e+11	3.324210e+11	3.752264e+11	2.573332e+13	2.727818e+13	2.829277e+13	2.679605e+13	2.689707e+13

zeros 0
cov 1.25
iqr 4.92t
kurtosis 1.31
mad 2.47t
maximum 28.29t
mean 6.49t
median 2.99t
minimum 298.65b
q25 1.12t
q50 2.99t
q75 6.04t
skew 1.62
std 8.15t
var 66.36t
adfuller_stationarity
- test Augmented Dickey-Fuller
- p_value 0.999
- confidence_level 0.0500
- null_hypothesis Data has unit root
- reject_null_hypothesis 0
- details
  - test_statistic 2.22
  - n_lags 11
  - n_obs 45
  - critical_values
    
    1% -3.58
    5% -2.93
    10% -2.60
jarque_bera_normality
- test Jarque Bera
- p_value 0
- confidence_level 0.0500
- null_hypothesis Data is normally distributed
- reject_null_hypothesis 1
- details
  - jarque_bera_test_statistic 29.09
  - skew 1.62
  - kurtosis 4.31
kpss_stationarity
- test Kwiatkowski-Phillips-Schmidt-Shin
- p_value 0.0100
- confidence_level 0.0500
- null_hypothesis Data is level stationary
- reject_null_hypothesis 1
- details
  - test_statistic 0.915
  - n_lags 4
  - critical_values
    
    10% 0.347
    5% 0.463
    2.5% 0.574
    1% 0.739
levene_constant_variance
- test Levene
- p_value 0
- confidence_level 0.0500
- null_hypothesis Variance is constant between 5 groups
- reject_null_hypothesis 1
- details
  - t_statistic 15.64
ljungbox_autocorrelation
- test Ljung-Box
- p_value 0
- confidence_level 0.0500
- null_hypothesis No autocorrelation among specified lag(18)
- reject_null_hypothesis 1
- details
  - acf
    
    1.00
    0.932
    0.854
    0.759
    0.659
    0.561
    0.467
    0.386
    0.322
    0.253
    0.198
    0.157
    0.125
    0.100
    0.0816
    0.0661
    0.0499
    0.0323
    0.0157
  - confidence_interval
    
    [1.0, 1.0]
    [0.6721595914039775, 1.191366734645064]
    [0.4242042857419914, 1.2830747872844661]
    [0.22710621955617916, 1.2903742628302401]
    [0.0591737308414404, 1.2595576955537962]
    [-0.08569662700888736, 1.2086468866268252]
    [-0.21230973277836274, 1.1461066855159954]
    [-0.31431253982264384, 1.0866968079826336]
    [-0.3929311142008215, 1.0364878909147506]
    [-0.4714541156769915, 0.9773603030525064]
    [-0.5318806515614499, 0.9287907736020146]
    [-0.5765169992840571, 0.8914050698043856]
    [-0.6112144401833118, 0.8612528905605262]
    [-0.6373371733970336, 0.8379888527518314]
    [-0.6569649668504395, 0.8201990718591737]
    [-0.67311044167937, 0.8052687635874077]
    [-0.6897038803458736, 0.7894713149202567]
    [-0.7074715246992945, 0.7721571031873579]
    [-0.7242379196268686, 0.7555812787130539]
  - q_stat
    
    52.14
    96.69
    132.55
    160.13
    180.52
    194.90
    204.93
    212.03
    216.52
    219.34
    221.15
    222.32
    223.09
    223.61
    223.96
    224.16
    224.25
    224.27
  - p_values
    
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
    0
omnibus_normality
- test Omnibus
- p_value 0.0000173
- confidence_level 0.0500
- null_hypothesis Data is normally distributed
- reject_null_hypothesis 1
- details
  - k2 21.93

binned

	2.986484e+11	2.843569e+12	5.388489e+12	7.933410e+12	1.047833e+13	1.302325e+13	1.556817e+13	1.811309e+13	2.065801e+13	2.320293e+13	2.574785e+13
0	28	10	6	2	1	1	2	1	0	2	4

pd_percentiles

	theoretical_percentiles	sample_percentiles	reference
0	0.017241	1.0	1.0
1	0.034483	1.0	1.0
2	0.051724	1.0	1.0
3	0.068966	1.0	1.0
4	0.086207	1.0	1.0
5	0.103448	1.0	1.0
6	0.120690	1.0	1.0
7	0.137931	1.0	1.0
8	0.155172	1.0	1.0
9	0.172414	1.0	1.0
10	0.189655	1.0	1.0
11	0.206897	1.0	1.0
12	0.224138	1.0	1.0
13	0.241379	1.0	1.0
14	0.258621	1.0	1.0
15	0.275862	1.0	1.0
16	0.293103	1.0	1.0
17	0.310345	1.0	1.0
18	0.327586	1.0	1.0
19	0.344828	1.0	1.0
20	0.362069	1.0	1.0
21	0.379310	1.0	1.0
22	0.396552	1.0	1.0
23	0.413793	1.0	1.0
24	0.431034	1.0	1.0
25	0.448276	1.0	1.0
26	0.465517	1.0	1.0
27	0.482759	1.0	1.0
28	0.500000	1.0	1.0
29	0.517241	1.0	1.0
30	0.534483	1.0	1.0
31	0.551724	1.0	1.0
32	0.568966	1.0	1.0
33	0.586207	1.0	1.0
34	0.603448	1.0	1.0
35	0.620690	1.0	1.0
36	0.637931	1.0	1.0
37	0.655172	1.0	1.0
38	0.672414	1.0	1.0
39	0.689655	1.0	1.0
40	0.706897	1.0	1.0
41	0.724138	1.0	1.0
42	0.741379	1.0	1.0
43	0.758621	1.0	1.0
44	0.775862	1.0	1.0
45	0.793103	1.0	1.0
46	0.810345	1.0	1.0
47	0.827586	1.0	1.0
48	0.844828	1.0	1.0
49	0.862069	1.0	1.0
50	0.879310	1.0	1.0
51	0.896552	1.0	1.0
52	0.913793	1.0	1.0
53	0.931034	1.0	1.0
54	0.948276	1.0	1.0
55	0.965517	1.0	1.0
56	0.982759	1.0	1.0

pd_quantiles

	theoretical_quantiles	sample_quantiles	reference
0	-2.114381	2.986484e+11	-1.073068e+13
1	-1.818646	3.104375e+11	-8.321549e+12
2	-1.628361	3.114684e+11	-6.771447e+12
3	-1.483540	3.324210e+11	-5.591694e+12
4	-1.364489	3.752264e+11	-4.621874e+12
5	-1.262145	4.133760e+11	-3.788158e+12
6	-1.171546	4.271313e+11	-3.050116e+12
7	-1.089662	4.397729e+11	-2.383066e+12
8	-1.014499	4.656097e+11	-1.770768e+12
9	-0.944670	5.205932e+11	-1.201922e+12
10	-0.879168	5.710516e+11	-6.683275e+11
11	-0.817237	6.158379e+11	-1.638230e+11
12	-0.758293	6.887448e+11	3.163518e+11
13	-0.701873	8.729060e+11	7.759629e+11
14	-0.647604	1.118905e+12	1.218052e+12
15	-0.595179	1.236622e+12	1.645119e+12
16	-0.544341	1.342535e+12	2.059255e+12
17	-0.494873	1.509988e+12	2.462232e+12
18	-0.446588	1.635673e+12	2.855573e+12
19	-0.399323	1.949884e+12	3.240607e+12
20	-0.352934	2.283264e+12	3.618504e+12
21	-0.307293	2.403969e+12	3.990310e+12
22	-0.262283	2.445935e+12	4.356972e+12
23	-0.217798	2.446595e+12	4.719353e+12
24	-0.173741	2.463300e+12	5.078254e+12
25	-0.130019	2.579017e+12	5.434429e+12
26	-0.086543	2.691035e+12	5.788589e+12
27	-0.043231	2.764805e+12	6.141421e+12
28	0.000000	2.992285e+12	6.493593e+12
29	0.043231	3.188472e+12	6.845765e+12
30	0.086543	3.590739e+12	7.198597e+12
31	0.130019	3.797576e+12	7.552757e+12
32	0.173741	3.832852e+12	7.908931e+12
33	0.217798	4.055491e+12	8.267833e+12
34	0.262283	4.415240e+12	8.630214e+12
35	0.307293	4.936867e+12	8.996875e+12
36	0.352934	5.375673e+12	9.368681e+12
37	0.399323	5.379215e+12	9.746578e+12
38	0.446588	5.506593e+12	1.013161e+13
39	0.494873	5.689936e+12	1.052495e+13
40	0.544341	5.860477e+12	1.092793e+13
41	0.595179	5.926243e+12	1.134207e+13
42	0.647604	6.043506e+12	1.176913e+13
43	0.701873	6.840046e+12	1.221122e+13
44	0.758293	8.125459e+12	1.267083e+13
45	0.817237	9.685509e+12	1.315101e+13
46	0.879168	1.152062e+13	1.365551e+13
47	0.944670	1.429754e+13	1.418911e+13
48	1.014499	1.675563e+13	1.475795e+13
49	1.089662	1.716963e+13	1.537025e+13
50	1.171546	2.045861e+13	1.603730e+13
51	1.262145	2.417844e+13	1.677534e+13
52	1.364489	2.573332e+13	1.760906e+13
53	1.483540	2.679605e+13	1.857888e+13
54	1.628361	2.689707e+13	1.975863e+13
55	1.818646	2.727818e+13	2.130873e+13
56	2.114381	2.829277e+13	2.371787e+13

acf

	lag	correlation	low	up
0	0	1.000000	NaN	NaN
1	1	0.931763	-0.259604	0.259604
2	2	0.853640	-0.429435	0.429435
3	3	0.758740	-0.531634	0.531634
4	4	0.659366	-0.600192	0.600192
5	5	0.561475	-0.647172	0.647172
6	6	0.466898	-0.679208	0.679208
7	7	0.386192	-0.700505	0.700505
8	8	0.321778	-0.714710	0.714710
9	9	0.252953	-0.724407	0.724407
10	10	0.198455	-0.730336	0.730336
11	11	0.157444	-0.733961	0.733961
12	12	0.125019	-0.736234	0.736234
13	13	0.100326	-0.737663	0.737663
14	14	0.081617	-0.738582	0.738582
15	15	0.066079	-0.739190	0.739190
16	16	0.049884	-0.739588	0.739588
17	17	0.032343	-0.739814	0.739814
18	18	0.015672	-0.739910	0.739910
19	19	-0.002784	-0.739932	0.739932
20	20	-0.022633	-0.739933	0.739933
21	21	-0.041326	-0.739979	0.739979
22	22	-0.058261	-0.740135	0.740135
23	23	-0.073303	-0.740444	0.740444
24	24	-0.087415	-0.740933	0.740933
25	25	-0.100714	-0.741627	0.741627
26	26	-0.114598	-0.742549	0.742549
27	27	-0.127783	-0.743740	0.743740
28	28	-0.139428	-0.745218	0.745218

acf_1d

	lag	correlation	low	up
0	0	1.000000	NaN	NaN
1	1	0.541692	-0.261911	0.261911
2	2	0.392531	-0.329931	0.329931
3	3	0.495008	-0.360546	0.360546
4	4	0.269643	-0.404489	0.404489
5	5	0.142977	-0.416637	0.416637
6	6	0.257884	-0.419989	0.419989
7	7	0.095365	-0.430714	0.430714
8	8	-0.027181	-0.432160	0.432160
9	9	-0.077911	-0.432277	0.432277
10	10	-0.030521	-0.433240	0.433240
11	11	-0.031464	-0.433387	0.433387
12	12	-0.065195	-0.433544	0.433544
13	13	-0.021090	-0.434216	0.434216
14	14	0.005817	-0.434286	0.434286
15	15	0.000005	-0.434291	0.434291
16	16	0.027203	-0.434291	0.434291
17	17	0.040144	-0.434408	0.434408
18	18	-0.021173	-0.434663	0.434663
19	19	-0.052699	-0.434733	0.434733
20	20	-0.039733	-0.435171	0.435171
21	21	-0.049271	-0.435420	0.435420
22	22	-0.051300	-0.435802	0.435802
23	23	-0.049100	-0.436216	0.436216
24	24	-0.073279	-0.436595	0.436595
25	25	-0.079960	-0.437438	0.437438
26	26	-0.067154	-0.438440	0.438440
27	27	-0.070265	-0.439145	0.439145
28	28	-0.074174	-0.439915	0.439915

acf_2d

	lag	correlation	low	up
0	0	1.000000	NaN	NaN
1	1	-0.353169	-0.264281	0.264281
2	2	-0.255762	-0.295411	0.295411
3	3	0.365300	-0.310492	0.310492
4	4	-0.108624	-0.339185	0.339185
5	5	-0.248070	-0.341606	0.341606
6	6	0.304895	-0.353964	0.353964
7	7	-0.078312	-0.371855	0.371855
8	8	-0.051287	-0.373006	0.373006
9	9	-0.108923	-0.373498	0.373498
10	10	0.045138	-0.375710	0.375710
11	11	0.034006	-0.376088	0.376088
12	12	-0.086774	-0.376303	0.376303
13	13	0.015472	-0.377698	0.377698
14	14	0.028903	-0.377742	0.377742
15	15	-0.036876	-0.377897	0.377897
16	16	0.019852	-0.378148	0.378148
17	17	0.076092	-0.378221	0.378221
18	18	-0.031137	-0.379288	0.379288
19	19	-0.044601	-0.379467	0.379467
20	20	0.024175	-0.379833	0.379833
21	21	-0.009778	-0.379940	0.379940
22	22	-0.006297	-0.379958	0.379958
23	23	0.029079	-0.379965	0.379965
24	24	-0.020724	-0.380121	0.380121
25	25	-0.019345	-0.380200	0.380200
26	26	0.018419	-0.380268	0.380268
27	27	0.000827	-0.380331	0.380331
28	28	-0.001894	-0.380331	0.380331

lag_corr

	original	lag 1A	lag 2A	lag 3A	lag 4A	lag 5A	lag 6A	lag 10A	lag 15A
Year
1960-12-31	3.104375e+11	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN
1961-12-31	2.986484e+11	3.104375e+11	NaN	NaN	NaN	NaN	NaN	NaN	NaN
1962-12-31	3.114684e+11	2.986484e+11	3.104375e+11	NaN	NaN	NaN	NaN	NaN	NaN
1963-12-31	3.324210e+11	3.114684e+11	2.986484e+11	3.104375e+11	NaN	NaN	NaN	NaN	NaN
1964-12-31	3.752264e+11	3.324210e+11	3.114684e+11	2.986484e+11	3.104375e+11	NaN	NaN	NaN	NaN
1965-12-31	4.133760e+11	3.752264e+11	3.324210e+11	3.114684e+11	2.986484e+11	3.104375e+11	NaN	NaN	NaN
1966-12-31	4.271313e+11	4.133760e+11	3.752264e+11	3.324210e+11	3.114684e+11	2.986484e+11	3.104375e+11	NaN	NaN
1967-12-31	4.397729e+11	4.271313e+11	4.133760e+11	3.752264e+11	3.324210e+11	3.114684e+11	2.986484e+11	NaN	NaN
1968-12-31	4.656097e+11	4.397729e+11	4.271313e+11	4.133760e+11	3.752264e+11	3.324210e+11	3.114684e+11	NaN	NaN
1969-12-31	5.205932e+11	4.656097e+11	4.397729e+11	4.271313e+11	4.133760e+11	3.752264e+11	3.324210e+11	NaN	NaN
1970-12-31	5.710516e+11	5.205932e+11	4.656097e+11	4.397729e+11	4.271313e+11	4.133760e+11	3.752264e+11	3.104375e+11	NaN
1971-12-31	6.158379e+11	5.710516e+11	5.205932e+11	4.656097e+11	4.397729e+11	4.271313e+11	4.133760e+11	2.986484e+11	NaN
1972-12-31	6.887448e+11	6.158379e+11	5.710516e+11	5.205932e+11	4.656097e+11	4.397729e+11	4.271313e+11	3.114684e+11	NaN
1973-12-31	8.729060e+11	6.887448e+11	6.158379e+11	5.710516e+11	5.205932e+11	4.656097e+11	4.397729e+11	3.324210e+11	NaN
1974-12-31	1.118905e+12	8.729060e+11	6.887448e+11	6.158379e+11	5.710516e+11	5.205932e+11	4.656097e+11	3.752264e+11	NaN
1975-12-31	1.236622e+12	1.118905e+12	8.729060e+11	6.887448e+11	6.158379e+11	5.710516e+11	5.205932e+11	4.133760e+11	3.104375e+11
1976-12-31	1.342535e+12	1.236622e+12	1.118905e+12	8.729060e+11	6.887448e+11	6.158379e+11	5.710516e+11	4.271313e+11	2.986484e+11
1977-12-31	1.509988e+12	1.342535e+12	1.236622e+12	1.118905e+12	8.729060e+11	6.887448e+11	6.158379e+11	4.397729e+11	3.114684e+11
1978-12-31	1.635673e+12	1.509988e+12	1.342535e+12	1.236622e+12	1.118905e+12	8.729060e+11	6.887448e+11	4.656097e+11	3.324210e+11
1979-12-31	1.949884e+12	1.635673e+12	1.509988e+12	1.342535e+12	1.236622e+12	1.118905e+12	8.729060e+11	5.205932e+11	3.752264e+11
1980-12-31	2.283264e+12	1.949884e+12	1.635673e+12	1.509988e+12	1.342535e+12	1.236622e+12	1.118905e+12	5.710516e+11	4.133760e+11
1981-12-31	2.463300e+12	2.283264e+12	1.949884e+12	1.635673e+12	1.509988e+12	1.342535e+12	1.236622e+12	6.158379e+11	4.271313e+11
1982-12-31	2.445935e+12	2.463300e+12	2.283264e+12	1.949884e+12	1.635673e+12	1.509988e+12	1.342535e+12	6.887448e+11	4.397729e+11
1983-12-31	2.403969e+12	2.445935e+12	2.463300e+12	2.283264e+12	1.949884e+12	1.635673e+12	1.509988e+12	8.729060e+11	4.656097e+11
1984-12-31	2.446595e+12	2.403969e+12	2.445935e+12	2.463300e+12	2.283264e+12	1.949884e+12	1.635673e+12	1.118905e+12	5.205932e+11
1985-12-31	2.579017e+12	2.446595e+12	2.403969e+12	2.445935e+12	2.463300e+12	2.283264e+12	1.949884e+12	1.236622e+12	5.710516e+11
1986-12-31	2.691035e+12	2.579017e+12	2.446595e+12	2.403969e+12	2.445935e+12	2.463300e+12	2.283264e+12	1.342535e+12	6.158379e+11
1987-12-31	2.764805e+12	2.691035e+12	2.579017e+12	2.446595e+12	2.403969e+12	2.445935e+12	2.463300e+12	1.509988e+12	6.887448e+11
1988-12-31	2.992285e+12	2.764805e+12	2.691035e+12	2.579017e+12	2.446595e+12	2.403969e+12	2.445935e+12	1.635673e+12	8.729060e+11
1989-12-31	3.188472e+12	2.992285e+12	2.764805e+12	2.691035e+12	2.579017e+12	2.446595e+12	2.403969e+12	1.949884e+12	1.118905e+12
1990-12-31	3.590739e+12	3.188472e+12	2.992285e+12	2.764805e+12	2.691035e+12	2.579017e+12	2.446595e+12	2.283264e+12	1.236622e+12
1991-12-31	3.832852e+12	3.590739e+12	3.188472e+12	2.992285e+12	2.764805e+12	2.691035e+12	2.579017e+12	2.463300e+12	1.342535e+12
1992-12-31	3.797576e+12	3.832852e+12	3.590739e+12	3.188472e+12	2.992285e+12	2.764805e+12	2.691035e+12	2.445935e+12	1.509988e+12
1993-12-31	4.055491e+12	3.797576e+12	3.832852e+12	3.590739e+12	3.188472e+12	2.992285e+12	2.764805e+12	2.403969e+12	1.635673e+12
1994-12-31	4.415240e+12	4.055491e+12	3.797576e+12	3.832852e+12	3.590739e+12	3.188472e+12	2.992285e+12	2.446595e+12	1.949884e+12
1995-12-31	4.936867e+12	4.415240e+12	4.055491e+12	3.797576e+12	3.832852e+12	3.590739e+12	3.188472e+12	2.579017e+12	2.283264e+12
1996-12-31	5.379215e+12	4.936867e+12	4.415240e+12	4.055491e+12	3.797576e+12	3.832852e+12	3.590739e+12	2.691035e+12	2.463300e+12
1997-12-31	5.689936e+12	5.379215e+12	4.936867e+12	4.415240e+12	4.055491e+12	3.797576e+12	3.832852e+12	2.764805e+12	2.445935e+12
1998-12-31	5.506593e+12	5.689936e+12	5.379215e+12	4.936867e+12	4.415240e+12	4.055491e+12	3.797576e+12	2.992285e+12	2.403969e+12
1999-12-31	5.375673e+12	5.506593e+12	5.689936e+12	5.379215e+12	4.936867e+12	4.415240e+12	4.055491e+12	3.188472e+12	2.446595e+12
2000-12-31	5.860477e+12	5.375673e+12	5.506593e+12	5.689936e+12	5.379215e+12	4.936867e+12	4.415240e+12	3.590739e+12	2.579017e+12
2001-12-31	5.926243e+12	5.860477e+12	5.375673e+12	5.506593e+12	5.689936e+12	5.379215e+12	4.936867e+12	3.832852e+12	2.691035e+12
2002-12-31	6.043506e+12	5.926243e+12	5.860477e+12	5.375673e+12	5.506593e+12	5.689936e+12	5.379215e+12	3.797576e+12	2.764805e+12
2003-12-31	6.840046e+12	6.043506e+12	5.926243e+12	5.860477e+12	5.375673e+12	5.506593e+12	5.689936e+12	4.055491e+12	2.992285e+12
2004-12-31	8.125459e+12	6.840046e+12	6.043506e+12	5.926243e+12	5.860477e+12	5.375673e+12	5.506593e+12	4.415240e+12	3.188472e+12
2005-12-31	9.685509e+12	8.125459e+12	6.840046e+12	6.043506e+12	5.926243e+12	5.860477e+12	5.375673e+12	4.936867e+12	3.590739e+12
2006-12-31	1.152062e+13	9.685509e+12	8.125459e+12	6.840046e+12	6.043506e+12	5.926243e+12	5.860477e+12	5.379215e+12	3.832852e+12
2007-12-31	1.429754e+13	1.152062e+13	9.685509e+12	8.125459e+12	6.840046e+12	6.043506e+12	5.926243e+12	5.689936e+12	3.797576e+12
2008-12-31	1.716963e+13	1.429754e+13	1.152062e+13	9.685509e+12	8.125459e+12	6.840046e+12	6.043506e+12	5.506593e+12	4.055491e+12
2009-12-31	1.675563e+13	1.716963e+13	1.429754e+13	1.152062e+13	9.685509e+12	8.125459e+12	6.840046e+12	5.375673e+12	4.415240e+12
2010-12-31	2.045861e+13	1.675563e+13	1.716963e+13	1.429754e+13	1.152062e+13	9.685509e+12	8.125459e+12	5.860477e+12	4.936867e+12
2011-12-31	2.417844e+13	2.045861e+13	1.675563e+13	1.716963e+13	1.429754e+13	1.152062e+13	9.685509e+12	5.926243e+12	5.379215e+12
2012-12-31	2.573332e+13	2.417844e+13	2.045861e+13	1.675563e+13	1.716963e+13	1.429754e+13	1.152062e+13	6.043506e+12	5.689936e+12
2013-12-31	2.727818e+13	2.573332e+13	2.417844e+13	2.045861e+13	1.675563e+13	1.716963e+13	1.429754e+13	6.840046e+12	5.506593e+12
2014-12-31	2.829277e+13	2.727818e+13	2.573332e+13	2.417844e+13	2.045861e+13	1.675563e+13	1.716963e+13	8.125459e+12	5.375673e+12
2015-12-31	2.679605e+13	2.829277e+13	2.727818e+13	2.573332e+13	2.417844e+13	2.045861e+13	1.675563e+13	9.685509e+12	5.860477e+12
2016-12-31	2.689707e+13	2.679605e+13	2.829277e+13	2.727818e+13	2.573332e+13	2.417844e+13	2.045861e+13	1.152062e+13	5.926243e+12

	original	lag 1A	lag 2A	lag 3A	lag 4A	lag 5A	lag 6A	lag 10A	lag 15A
original	1.0	0.994552	0.984055	0.974095	0.962008	0.951621	0.948985	0.926285	0.944181

pacf

	lag	correlation	low	up
0	0	1.000000	NaN	NaN
1	1	0.948402	-0.259604	0.259604
2	2	-0.147064	-0.259604	0.259604
3	3	-0.224241	-0.259604	0.259604
4	4	-0.093903	-0.259604	0.259604
5	5	-0.029585	-0.259604	0.259604
6	6	-0.037420	-0.259604	0.259604
7	7	0.067863	-0.259604	0.259604
8	8	0.089926	-0.259604	0.259604
9	9	-0.204704	-0.259604	0.259604
10	10	0.046458	-0.259604	0.259604
11	11	0.114485	-0.259604	0.259604
12	12	-0.007031	-0.259604	0.259604
13	13	-0.013418	-0.259604	0.259604
14	14	0.026659	-0.259604	0.259604
15	15	-0.056187	-0.259604	0.259604
16	16	-0.104526	-0.259604	0.259604
17	17	0.019967	-0.259604	0.259604
18	18	0.003073	-0.259604	0.259604
19	19	-0.091776	-0.259604	0.259604
20	20	-0.036950	-0.259604	0.259604
21	21	0.016868	-0.259604	0.259604
22	22	-0.032455	-0.259604	0.259604
23	23	-0.022580	-0.259604	0.259604
24	24	-0.001787	-0.259604	0.259604
25	25	-0.065161	-0.259604	0.259604
26	26	-0.118705	-0.259604	0.259604

pacf_1d

	lag	correlation	low	up
0	0	1.000000	NaN	NaN
1	1	0.551541	-0.261911	0.261911
2	2	0.147846	-0.261911	0.261911
3	3	0.367566	-0.261911	0.261911
4	4	-0.203183	-0.261911	0.261911
5	5	-0.073814	-0.261911	0.261911
6	6	0.154373	-0.261911	0.261911
7	7	-0.153752	-0.261911	0.261911
8	8	-0.088068	-0.261911	0.261911
9	9	-0.292216	-0.261911	0.261911
10	10	0.254231	-0.261911	0.261911
11	11	0.107575	-0.261911	0.261911
12	12	-0.048974	-0.261911	0.261911
13	13	0.002408	-0.261911	0.261911
14	14	0.010924	-0.261911	0.261911
15	15	0.252636	-0.261911	0.261911
16	16	-0.141753	-0.261911	0.261911
17	17	-0.109774	-0.261911	0.261911
18	18	-0.230448	-0.261911	0.261911
19	19	-0.003694	-0.261911	0.261911
20	20	0.101473	-0.261911	0.261911
21	21	-0.122229	-0.261911	0.261911
22	22	0.088815	-0.261911	0.261911
23	23	-0.062987	-0.261911	0.261911
24	24	0.153958	-0.261911	0.261911
25	25	-0.052553	-0.261911	0.261911
26	26	-0.094535	-0.261911	0.261911

pacf_2d

	lag	correlation	low	up
0	0	1.000000	NaN	NaN
1	1	-0.359709	-0.264281	0.264281
2	2	-0.453479	-0.264281	0.264281
3	3	0.122168	-0.264281	0.264281
4	4	0.005867	-0.264281	0.264281
5	5	-0.209626	-0.264281	0.264281
6	6	0.085567	-0.264281	0.264281
7	7	-0.028353	-0.264281	0.264281
8	8	0.161587	-0.264281	0.264281
9	9	-0.364415	-0.264281	0.264281
10	10	-0.180617	-0.264281	0.264281
11	11	-0.048716	-0.264281	0.264281
12	12	-0.097212	-0.264281	0.264281
13	13	-0.070590	-0.264281	0.264281
14	14	-0.302430	-0.264281	0.264281
15	15	0.067554	-0.264281	0.264281
16	16	-0.010409	-0.264281	0.264281
17	17	0.146546	-0.264281	0.264281
18	18	-0.060997	-0.264281	0.264281
19	19	-0.181750	-0.264281	0.264281
20	20	-0.008939	-0.264281	0.264281
21	21	-0.242767	-0.264281	0.264281
22	22	-0.033087	-0.264281	0.264281
23	23	-0.259696	-0.264281	0.264281
24	24	-0.085451	-0.264281	0.264281
25	25	-0.086412	-0.264281	0.264281
26	26	-0.087105	-0.264281	0.264281

seasonal_split
stl

lowess

	original	lowess 5%	lowess 10%	lowess 15%
Year
1960-12-31	3.104375e+11	3.104375e+11	3.047808e+11	2.902450e+11
1961-12-31	2.986484e+11	2.986484e+11	3.085553e+11	3.080747e+11
1962-12-31	3.114684e+11	3.114684e+11	3.136455e+11	3.271754e+11
1963-12-31	3.324210e+11	3.324210e+11	3.389076e+11	3.467699e+11
1964-12-31	3.752264e+11	3.752264e+11	3.739526e+11	3.720538e+11
1965-12-31	4.133760e+11	4.133760e+11	4.060443e+11	3.984006e+11
1966-12-31	4.271313e+11	4.271313e+11	4.268230e+11	4.249150e+11
1967-12-31	4.397729e+11	4.397729e+11	4.434558e+11	4.531605e+11
1968-12-31	4.656097e+11	4.656097e+11	4.745052e+11	4.853700e+11
1969-12-31	5.205932e+11	5.205932e+11	5.193478e+11	5.247168e+11
1970-12-31	5.710516e+11	5.710516e+11	5.694527e+11	5.790102e+11
1971-12-31	6.158379e+11	6.158379e+11	6.158379e+11	6.611311e+11
1972-12-31	6.887448e+11	6.887448e+11	7.443719e+11	7.746214e+11
1973-12-31	8.729060e+11	8.729060e+11	8.729060e+11	9.091381e+11
1974-12-31	1.118905e+12	1.118905e+12	1.054764e+12	1.058097e+12
1975-12-31	1.236622e+12	1.236622e+12	1.236622e+12	1.215026e+12
1976-12-31	1.342535e+12	1.342535e+12	1.367170e+12	1.371685e+12
1977-12-31	1.509988e+12	1.509988e+12	1.509988e+12	1.541679e+12
1978-12-31	1.635673e+12	1.635673e+12	1.729936e+12	1.741310e+12
1979-12-31	1.949884e+12	1.949884e+12	1.949884e+12	1.952970e+12
1980-12-31	2.283264e+12	2.283264e+12	2.283264e+12	2.133921e+12
1981-12-31	2.463300e+12	2.463300e+12	2.364599e+12	2.280623e+12
1982-12-31	2.445935e+12	2.445935e+12	2.445935e+12	2.389614e+12
1983-12-31	2.403969e+12	2.403969e+12	2.405926e+12	2.457964e+12
1984-12-31	2.446595e+12	2.446595e+12	2.491175e+12	2.512130e+12
1985-12-31	2.579017e+12	2.579017e+12	2.578990e+12	2.588541e+12
1986-12-31	2.691035e+12	2.691035e+12	2.691035e+12	2.700981e+12
1987-12-31	2.764805e+12	2.764805e+12	2.841660e+12	2.852364e+12
1988-12-31	2.992285e+12	2.992285e+12	2.992285e+12	3.045590e+12
1989-12-31	3.188472e+12	3.188472e+12	3.291512e+12	3.266976e+12
1990-12-31	3.590739e+12	3.590739e+12	3.590739e+12	3.488033e+12
1991-12-31	3.832852e+12	3.832852e+12	3.753433e+12	3.707231e+12
1992-12-31	3.797576e+12	3.797576e+12	3.881520e+12	3.951099e+12
1993-12-31	4.055491e+12	4.055491e+12	4.055491e+12	4.207533e+12
1994-12-31	4.415240e+12	4.415240e+12	4.496179e+12	4.502232e+12
1995-12-31	4.936867e+12	4.936867e+12	4.936867e+12	4.797156e+12
1996-12-31	5.379215e+12	5.379215e+12	5.379215e+12	5.053820e+12
1997-12-31	5.689936e+12	5.689936e+12	5.442904e+12	5.293209e+12
1998-12-31	5.506593e+12	5.506593e+12	5.506593e+12	5.499899e+12
1999-12-31	5.375673e+12	5.375673e+12	5.683535e+12	5.663147e+12
2000-12-31	5.860477e+12	5.860477e+12	5.860477e+12	5.800297e+12
2001-12-31	5.926243e+12	5.926243e+12	5.926243e+12	5.934506e+12
2002-12-31	6.043506e+12	6.043506e+12	6.383145e+12	6.596746e+12
2003-12-31	6.840046e+12	6.840046e+12	6.840046e+12	7.661893e+12
2004-12-31	8.125459e+12	8.125459e+12	8.262778e+12	8.821140e+12
2005-12-31	9.685509e+12	9.685509e+12	9.685509e+12	1.009311e+13
2006-12-31	1.152062e+13	1.152062e+13	1.199152e+13	1.182957e+13
2007-12-31	1.429754e+13	1.429754e+13	1.429754e+13	1.415668e+13
2008-12-31	1.716963e+13	1.716963e+13	1.716963e+13	1.671198e+13
2009-12-31	1.675563e+13	1.675563e+13	1.675563e+13	1.920787e+13
2010-12-31	2.045861e+13	2.045861e+13	2.045861e+13	2.170822e+13
2011-12-31	2.417844e+13	2.417844e+13	2.309596e+13	2.417844e+13
2012-12-31	2.573332e+13	2.573332e+13	2.573332e+13	2.483284e+13
2013-12-31	2.727818e+13	2.727818e+13	2.701305e+13	2.548725e+13
2014-12-31	2.829277e+13	2.829277e+13	2.829277e+13	2.614165e+13
2015-12-31	2.679605e+13	2.679605e+13	2.679605e+13	2.679605e+13
2016-12-31	2.689707e+13	2.689707e+13	2.689707e+13	2.745045e+13

rolling_avg

	original	rolling 3A	rolling 4A	rolling 5A
Year
1960-12-31	3.104375e+11	NaN	NaN	NaN
1961-12-31	2.986484e+11	NaN	NaN	NaN
1962-12-31	3.114684e+11	3.068514e+11	NaN	NaN
1963-12-31	3.324210e+11	3.141793e+11	3.132438e+11	NaN
1964-12-31	3.752264e+11	3.397053e+11	3.294410e+11	3.256403e+11
1965-12-31	4.133760e+11	3.736745e+11	3.581229e+11	3.462280e+11
1966-12-31	4.271313e+11	4.052445e+11	3.870387e+11	3.719246e+11
1967-12-31	4.397729e+11	4.267601e+11	4.138766e+11	3.975855e+11
1968-12-31	4.656097e+11	4.441713e+11	4.364725e+11	4.242233e+11
1969-12-31	5.205932e+11	4.753253e+11	4.632768e+11	4.532966e+11
1970-12-31	5.710516e+11	5.190848e+11	4.992569e+11	4.848317e+11
1971-12-31	6.158379e+11	5.691609e+11	5.432731e+11	5.225731e+11
1972-12-31	6.887448e+11	6.252114e+11	5.990569e+11	5.723674e+11
1973-12-31	8.729060e+11	7.258296e+11	6.871351e+11	6.538267e+11
1974-12-31	1.118905e+12	8.935187e+11	8.240985e+11	7.734891e+11
1975-12-31	1.236622e+12	1.076144e+12	9.792946e+11	9.066032e+11
1976-12-31	1.342535e+12	1.232687e+12	1.142742e+12	1.051943e+12
1977-12-31	1.509988e+12	1.363048e+12	1.302013e+12	1.216191e+12
1978-12-31	1.635673e+12	1.496065e+12	1.431205e+12	1.368745e+12
1979-12-31	1.949884e+12	1.698515e+12	1.609520e+12	1.534940e+12
1980-12-31	2.283264e+12	1.956273e+12	1.844702e+12	1.744269e+12
1981-12-31	2.463300e+12	2.232149e+12	2.083030e+12	1.968422e+12
1982-12-31	2.445935e+12	2.397500e+12	2.285596e+12	2.155611e+12
1983-12-31	2.403969e+12	2.437735e+12	2.399117e+12	2.309270e+12
1984-12-31	2.446595e+12	2.432166e+12	2.439950e+12	2.408613e+12
1985-12-31	2.579017e+12	2.476527e+12	2.468879e+12	2.467763e+12
1986-12-31	2.691035e+12	2.572216e+12	2.530154e+12	2.513310e+12
1987-12-31	2.764805e+12	2.678286e+12	2.620363e+12	2.577084e+12
1988-12-31	2.992285e+12	2.816042e+12	2.756785e+12	2.694747e+12
1989-12-31	3.188472e+12	2.981854e+12	2.909149e+12	2.843123e+12
1990-12-31	3.590739e+12	3.257166e+12	3.134076e+12	3.045467e+12
1991-12-31	3.832852e+12	3.537354e+12	3.401087e+12	3.273831e+12
1992-12-31	3.797576e+12	3.740389e+12	3.602410e+12	3.480385e+12
1993-12-31	4.055491e+12	3.895306e+12	3.819164e+12	3.693026e+12
1994-12-31	4.415240e+12	4.089436e+12	4.025290e+12	3.938380e+12
1995-12-31	4.936867e+12	4.469199e+12	4.301293e+12	4.207605e+12
1996-12-31	5.379215e+12	4.910441e+12	4.696703e+12	4.516878e+12
1997-12-31	5.689936e+12	5.335339e+12	5.105315e+12	4.895350e+12
1998-12-31	5.506593e+12	5.525248e+12	5.378153e+12	5.185570e+12
1999-12-31	5.375673e+12	5.524067e+12	5.487854e+12	5.377657e+12
2000-12-31	5.860477e+12	5.580914e+12	5.608170e+12	5.562379e+12
2001-12-31	5.926243e+12	5.720798e+12	5.667247e+12	5.671784e+12
2002-12-31	6.043506e+12	5.943409e+12	5.801475e+12	5.742499e+12
2003-12-31	6.840046e+12	6.269932e+12	6.167568e+12	6.009189e+12
2004-12-31	8.125459e+12	7.003004e+12	6.733814e+12	6.559146e+12
2005-12-31	9.685509e+12	8.217005e+12	7.673630e+12	7.324153e+12
2006-12-31	1.152062e+13	9.777197e+12	9.042909e+12	8.443029e+12
2007-12-31	1.429754e+13	1.183456e+13	1.090728e+13	1.009383e+13
2008-12-31	1.716963e+13	1.432926e+13	1.316832e+13	1.215975e+13
2009-12-31	1.675563e+13	1.607426e+13	1.493585e+13	1.388578e+13
2010-12-31	2.045861e+13	1.812795e+13	1.717035e+13	1.604040e+13
2011-12-31	2.417844e+13	2.046422e+13	1.964057e+13	1.857197e+13
2012-12-31	2.573332e+13	2.345679e+13	2.178150e+13	2.085912e+13
2013-12-31	2.727818e+13	2.572998e+13	2.441214e+13	2.288083e+13
2014-12-31	2.829277e+13	2.710142e+13	2.637068e+13	2.518826e+13
2015-12-31	2.679605e+13	2.745567e+13	2.702508e+13	2.645575e+13
2016-12-31	2.689707e+13	2.732863e+13	2.731602e+13	2.699948e+13

supsmu

	original	supsmu
Year
1960-12-31	3.104375e+11	9.236879e+10
1961-12-31	2.986484e+11	1.589612e+11
1962-12-31	3.114684e+11	2.255536e+11
1963-12-31	3.324210e+11	2.921460e+11
1964-12-31	3.752264e+11	3.587384e+11
1965-12-31	4.133760e+11	4.253308e+11
1966-12-31	4.271313e+11	4.919232e+11
1967-12-31	4.397729e+11	5.585156e+11
1968-12-31	4.656097e+11	6.251080e+11
1969-12-31	5.205932e+11	6.584042e+11
1970-12-31	5.710516e+11	7.320284e+11
1971-12-31	6.158379e+11	8.237637e+11
1972-12-31	6.887448e+11	9.333079e+11
1973-12-31	8.729060e+11	1.051690e+12
1974-12-31	1.118905e+12	1.166729e+12
1975-12-31	1.236622e+12	1.277318e+12
1976-12-31	1.342535e+12	1.389510e+12
1977-12-31	1.509988e+12	1.508357e+12
1978-12-31	1.635673e+12	1.631992e+12
1979-12-31	1.949884e+12	1.756670e+12
1980-12-31	2.283264e+12	1.891183e+12
1981-12-31	2.463300e+12	2.034108e+12
1982-12-31	2.445935e+12	2.195329e+12
1983-12-31	2.403969e+12	2.359771e+12
1984-12-31	2.446595e+12	2.508586e+12
1985-12-31	2.579017e+12	2.665190e+12
1986-12-31	2.691035e+12	2.835896e+12
1987-12-31	2.764805e+12	3.026278e+12
1988-12-31	2.992285e+12	3.234252e+12
1989-12-31	3.188472e+12	3.442033e+12
1990-12-31	3.590739e+12	3.621107e+12
1991-12-31	3.832852e+12	3.782905e+12
1992-12-31	3.797576e+12	3.972602e+12
1993-12-31	4.055491e+12	4.168284e+12
1994-12-31	4.415240e+12	4.368112e+12
1995-12-31	4.936867e+12	4.604836e+12
1996-12-31	5.379215e+12	4.906749e+12
1997-12-31	5.689936e+12	5.291232e+12
1998-12-31	5.506593e+12	5.765029e+12
1999-12-31	5.375673e+12	6.382199e+12
2000-12-31	5.860477e+12	7.136582e+12
2001-12-31	5.926243e+12	7.854514e+12
2002-12-31	6.043506e+12	8.780126e+12
2003-12-31	6.840046e+12	9.898068e+12
2004-12-31	8.125459e+12	1.108241e+13
2005-12-31	9.685509e+12	1.232359e+13
2006-12-31	1.152062e+13	1.359656e+13
2007-12-31	1.429754e+13	1.476913e+13
2008-12-31	1.716963e+13	1.676197e+13
2009-12-31	1.675563e+13	1.837095e+13
2010-12-31	2.045861e+13	1.997992e+13
2011-12-31	2.417844e+13	2.158890e+13
2012-12-31	2.573332e+13	2.319787e+13
2013-12-31	2.727818e+13	2.480685e+13
2014-12-31	2.829277e+13	2.641582e+13
2015-12-31	2.679605e+13	2.802480e+13
2016-12-31	2.689707e+13	2.963377e+13

ft_acf

	acf(season)	acf1(d=0)	acf10(d=0)	acf1(d=1)	acf10(d=1)	acf1(d=2)	acf10(d=2)
0	0.931763	0.931763	3.496637	0.541692	0.869032	-0.353169	0.51255

ft_adfuller

adfuller(c) adfuller(ct) adfuller(ctt) adfuller(nc)

0 0.998899 1.0 0.861024 0.999132
ft_cross_pts

crossing_points

0 1
ft_entropy

entropy entropy_acf

0 0.234647 0.299739
ft_kpss

kpss(c) kpss(ct)

0 1.105947 0.300658
ft_pacf

pacf(season) pacf5(d=0) pacf5(d=1) pacf5(d=2)

0 0.931763 0.914479 0.468886 0.361251
ft_stl

trend seasonality acf1(error) acf10(error)

0 0.979729 0.0 0.751063 1.331971
ft_tilewin

instability lumpiness

0 0.229451 0.01719

The results of each profiling function are stored under the frame and series attributes, depending on whether the function works at DataFrame (looks at multiple series together) or Series (looks at a single time series) level. * frame is a flat dictionary indexed by the profiling function name * series is a 2-level deep dictionary, first indexed by the series (column) name, then by profiling function

[7]:

profile.result.frame.keys()

[7]:

dict_keys(['df_scaled', 'dt_end', 'dt_start', 'freq', 'length', 'n_series', 'period', 'sz_total', 'corr_kendall', 'corr_pearson', 'corr_spearman', 'granger_causality'])

[8]:

profile.result.series.keys()

[8]:

dict_keys(['HIC', 'LIC', 'MIC'])

[9]:

profile.result.series['HIC'].keys()

[9]:

dict_keys(['df_scaled', 'freq', 'infinite', 'missing', 'period', 'sample', 'zeros', 'cov', 'iqr', 'kurtosis', 'mad', 'maximum', 'mean', 'median', 'minimum', 'q25', 'q50', 'q75', 'skew', 'std', 'var', 'adfuller_stationarity', 'jarque_bera_normality', 'kpss_stationarity', 'levene_constant_variance', 'ljungbox_autocorrelation', 'omnibus_normality', 'binned', 'pd_percentiles', 'pd_quantiles', 'acf', 'acf_1d', 'acf_2d', 'lag_corr', 'pacf', 'pacf_1d', 'pacf_2d', 'seasonal_split', 'stl', 'lowess', 'rolling_avg', 'supsmu', 'ft_acf', 'ft_adfuller', 'ft_cross_pts', 'ft_entropy', 'ft_kpss', 'ft_pacf', 'ft_stl', 'ft_tilewin'])

[10]:

profile.result.frame['sz_total']

[10]:

[11]:

profile.result.frame['corr_kendall']

[11]:

Country Code	HIC	LIC	MIC
Country Code
HIC	1.000000	0.822222	0.974937
LIC	0.822222	1.000000	0.850794
MIC	0.974937	0.850794	1.000000

[12]:

profile.result.series['HIC']['acf']

[12]:

	lag	correlation	low	up
0	0	1.000000	NaN	NaN
1	1	0.957570	-0.259604	0.259604
2	2	0.913139	-0.437020	0.437020
3	3	0.861119	-0.550796	0.550796
4	4	0.806779	-0.635078	0.635078
5	5	0.749857	-0.700755	0.700755
6	6	0.690739	-0.752892	0.752892
7	7	0.635864	-0.794454	0.794454
8	8	0.582698	-0.828042	0.828042
9	9	0.521152	-0.855231	0.855231
10	10	0.462314	-0.876372	0.876372
11	11	0.409163	-0.892657	0.892657
12	12	0.358433	-0.905209	0.905209
13	13	0.309462	-0.914724	0.914724
14	14	0.265482	-0.921752	0.921752
15	15	0.226739	-0.926891	0.926891
16	16	0.188433	-0.930622	0.930622
17	17	0.146979	-0.933190	0.933190
18	18	0.104668	-0.934748	0.934748
19	19	0.063821	-0.935538	0.935538
20	20	0.022420	-0.935831	0.935831
21	21	-0.020427	-0.935868	0.935868
22	22	-0.064305	-0.935898	0.935898
23	23	-0.104727	-0.936195	0.936195
24	24	-0.142796	-0.936985	0.936985
25	25	-0.181616	-0.938450	0.938450
26	26	-0.218202	-0.940816	0.940816
27	27	-0.251363	-0.944220	0.944220
28	28	-0.279306	-0.948719	0.948719