4 Commits

Author SHA1 Message Date
Variet Agent
d1ddf06e5d 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
2026-03-12 00:06:23 +09:00
Variet Agent
f35ab389d5 feat(data): add 6 new ECOS variables (건설투자/총고정자본형성/총저축률/국내총투자율/수출입GNI/제조업가동률) to 37-variable pool 2026-03-11 17:13:21 +09:00
Variet Agent
49c7661888 feat(data): expand to 31 macro variables with full fallback
Added 10 new variables:
- FACILITY_INVEST (설비투자지수)
- RETAIL_SALES (소매판매액지수)
- CURRENT_ACCOUNT (경상수지)
- EMPLOYED (취업자수)
- EMPLOYMENT_RATE (고용률)
- OIL_PRICE (두바이유 연평균)
- COINCIDENT (동행종합지수)
- BSI_MANUF (제조업 BSI 전망)
- CONSTRUCTION_DONE (건설기성액)
- SPI (서비스업생산지수)

Total: 31 variables × 26 years (2000-2025)
2026-03-11 07:52:04 +09:00
Variet Agent
92ce84ad96 feat(data): comprehensive ECOS fetcher with 21+ variables, CSV caching
New variables: KOSPI, GOVT_10Y, IMPORT_PRICE, DISHONOR_RATE,
HOUSING_PRICE, HOUSEHOLD_DEBT, IMPORT_AMT, USDKRW, CSI, M2
- CSV cache: data/cache/macro_ecos.csv (no repeated API calls)
- --force to refresh, --no-api for fallback only
- 26 years (2000-2025) fallback data for all variables
2026-03-11 07:45:52 +09:00