feat(model): KAP YTM PD floor integration, expanded 226-var search, ADF fix (AIC->BIC), Model#2 with 6-test diagnostics

- Replace hardcoded DEFAULT_PD_FLOORS with build_complete_pd_floor_table() (KAP bond YTM)
- Fix ADF test: autolag='AIC' -> 'BIC' for small sample (N=26) robustness
- Expand variable search: 40 -> 226 vars (log/diff/return/lag2), 1.9M combos
- Select Model #2: HOUSING_PRICE + CREDIT_SPREAD_LAG1 + CURRENT_ACCOUNT_R
- Add 6-test diagnostics table to AR1 sheet (ADF/LB/DW/BP/ARCH/Shapiro)
- Add Korean variable names for transformed variables
- Generate report v7 with full diagnostics

config.yaml

@@ -26,23 +26,36 @@ model:
   rho: 0.20
   # 신용등급 체계 (한국 3사 공통)
   rating_grades: ["AAA", "AA", "A", "BBB", "BB", "B", "D"]  # 7x7 (CCC제외, Zt추정용)
-  # 거시 회귀모형 강제 변수 (null이면 stepwise AIC 자동선택)
-  macro_vars: ["USDKRW", "RETAIL_SALES", "INVEST_RATE"]
+  # 거시 회귀모형 설정
+  macro_method: "ar1_macro"    # "ar1_macro" | "stepwise_aic"
+  macro_vars: ["HOUSING_PRICE", "CREDIT_SPREAD_LAG1", "CURRENT_ACCOUNT_R"]
 
 # 시나리오 설정
 scenarios:
   upside:
     name: "호황 (Upside)"
-    z_multiplier: 1.0      # Zt = μ + 1.0σ
-    weight: 0.20            # ECB 방식 확률가중치
+    z_multiplier: 1.0      # Z-직접 fallback용
+    weight: 0.20
+    macro_shocks:           # AR(1) 충격 (σ 배수)
+      HOUSING_PRICE: 1.0        # 주택가격 1σ 상승 (호재)
+      CREDIT_SPREAD_LAG1: -1.0  # 신용스프레드 1σ 하락 (호재)
+      CURRENT_ACCOUNT_R: 1.0    # 경상수지변화율 1σ 상승
   base:
     name: "중립 (Base)"
     z_multiplier: 0.0
     weight: 0.50
+    macro_shocks:
+      HOUSING_PRICE: 0.0
+      CREDIT_SPREAD_LAG1: 0.0
+      CURRENT_ACCOUNT_R: 0.0
   downside:
     name: "불황 (Downside)"
-    z_multiplier: -1.5      # Fed DFAST 역사적 하위 5%
+    z_multiplier: -1.5
     weight: 0.30
+    macro_shocks:
+      HOUSING_PRICE: -1.5        # 주택가격 1.5σ 하락 (악재)
+      CREDIT_SPREAD_LAG1: 1.5    # 신용스프레드 1.5σ 상승 (악재)
+      CURRENT_ACCOUNT_R: -1.5    # 경상수지변화율 1.5σ 하락
 
 # 50년 수렴 메커니즘
 convergence: