feat: add multi-country forecast evaluation pipeline#141
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SGHoekstra wants to merge 2 commits intobancaditalia:mainfrom
Open
feat: add multi-country forecast evaluation pipeline#141SGHoekstra wants to merge 2 commits intobancaditalia:mainfrom
SGHoekstra wants to merge 2 commits intobancaditalia:mainfrom
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Summary
Adds utilities and example scripts for evaluating ABM forecast performance across countries and model variants (base, CANVAS, GrowthRate AR(1)).
src/utils/bias_ttest.jl— one-sample HAC t-test (Newey-West SE) for forecast bias significancesrc/utils/analysis_utils.jl— forecast error aggregation, country discovery, CSV/LaTeX table writerssrc/utils/error_tables.jl— per-country RMSE/bias tables with AR and VAR benchmarks and Diebold-Mariano testssrc/utils/save_all_predictions.jl— addsmodel_factorykwarg andrun_variant_pipelineconvenience wrapperexamples/analysis/tabs/simulate_and_create_tables_multicountry.jl— runs the full pipeline for all calibrated countriesexamples/analysis/tabs/create_tables.jl— single-country table generationexamples/analysis/tabs/aggregate_forecast_results.jl— aggregates per-country CSVs into cross-country summariesexamples/analysis/figs/aggregate_forecast_results.jl— heatmaps of forecast performance across countries