Variet Agent
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d1ddf06e5d
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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
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2026-03-12 00:06:23 +09:00 |
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