| \n", " | x | \n", "y | \n", "
|---|---|---|
| 0 | \n", "34.606613 | \n", "30.117581 | \n", "
| 1 | \n", "34.773803 | \n", "23.996700 | \n", "
| 2 | \n", "35.455237 | \n", "29.738941 | \n", "
| 3 | \n", "33.886706 | \n", "27.193417 | \n", "
| 4 | \n", "31.837465 | \n", "26.704728 | \n", "
| \n", " | mean | \n", "sd | \n", "hdi_3% | \n", "hdi_97% | \n", "mcse_mean | \n", "mcse_sd | \n", "ess_bulk | \n", "ess_tail | \n", "r_hat | \n", "
|---|---|---|---|---|---|---|---|---|---|
| alpha[x] | \n", "8.607 | \n", "1.765 | \n", "5.380 | \n", "12.076 | \n", "0.029 | \n", "0.020 | \n", "3823.0 | \n", "4602.0 | \n", "1.0 | \n", "
| alpha[y] | \n", "17.094 | \n", "1.778 | \n", "13.750 | \n", "20.431 | \n", "0.027 | \n", "0.019 | \n", "4188.0 | \n", "5182.0 | \n", "1.0 | \n", "
| lag_coefs[x, 1, x] | \n", "1.333 | \n", "0.062 | \n", "1.218 | \n", "1.450 | \n", "0.001 | \n", "0.001 | \n", "5564.0 | \n", "4850.0 | \n", "1.0 | \n", "
| lag_coefs[x, 1, y] | \n", "-0.120 | \n", "0.069 | \n", "-0.247 | \n", "0.011 | \n", "0.001 | \n", "0.001 | \n", "3739.0 | \n", "4503.0 | \n", "1.0 | \n", "
| lag_coefs[x, 2, x] | \n", "-0.711 | \n", "0.097 | \n", "-0.890 | \n", "-0.527 | \n", "0.002 | \n", "0.001 | \n", "3629.0 | \n", "4312.0 | \n", "1.0 | \n", "
| lag_coefs[x, 2, y] | \n", "0.267 | \n", "0.073 | \n", "0.126 | \n", "0.403 | \n", "0.001 | \n", "0.001 | \n", "3408.0 | \n", "4318.0 | \n", "1.0 | \n", "
| lag_coefs[y, 1, x] | \n", "0.838 | \n", "0.061 | \n", "0.718 | \n", "0.948 | \n", "0.001 | \n", "0.001 | \n", "5203.0 | \n", "5345.0 | \n", "1.0 | \n", "
| lag_coefs[y, 1, y] | \n", "-0.800 | \n", "0.069 | \n", "-0.932 | \n", "-0.673 | \n", "0.001 | \n", "0.001 | \n", "3749.0 | \n", "5131.0 | \n", "1.0 | \n", "
| lag_coefs[y, 2, x] | \n", "0.094 | \n", "0.097 | \n", "-0.087 | \n", "0.277 | \n", "0.002 | \n", "0.001 | \n", "3573.0 | \n", "4564.0 | \n", "1.0 | \n", "
| lag_coefs[y, 2, y] | \n", "-0.004 | \n", "0.074 | \n", "-0.145 | \n", "0.133 | \n", "0.001 | \n", "0.001 | \n", "3448.0 | \n", "4484.0 | \n", "1.0 | \n", "
| noise_chol_corr[0, 0] | \n", "1.000 | \n", "0.000 | \n", "1.000 | \n", "1.000 | \n", "0.000 | \n", "0.000 | \n", "8000.0 | \n", "8000.0 | \n", "NaN | \n", "
| noise_chol_corr[0, 1] | \n", "0.021 | \n", "0.072 | \n", "-0.118 | \n", "0.152 | \n", "0.001 | \n", "0.001 | \n", "6826.0 | \n", "5061.0 | \n", "1.0 | \n", "
| noise_chol_corr[1, 0] | \n", "0.021 | \n", "0.072 | \n", "-0.118 | \n", "0.152 | \n", "0.001 | \n", "0.001 | \n", "6826.0 | \n", "5061.0 | \n", "1.0 | \n", "
| noise_chol_corr[1, 1] | \n", "1.000 | \n", "0.000 | \n", "1.000 | \n", "1.000 | \n", "0.000 | \n", "0.000 | \n", "7813.0 | \n", "7824.0 | \n", "1.0 | \n", "
| \n", " | country | \n", "iso2c | \n", "iso3c | \n", "year | \n", "GDP | \n", "CONS | \n", "GFCF | \n", "dl_gdp | \n", "dl_cons | \n", "dl_gfcf | \n", "more_than_10 | \n", "time | \n", "
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | \n", "Australia | \n", "AU | \n", "AUS | \n", "1971 | \n", "4.647670e+11 | \n", "3.113170e+11 | \n", "7.985100e+10 | \n", "0.039217 | \n", "0.040606 | \n", "0.031705 | \n", "True | \n", "1 | \n", "
| 2 | \n", "Australia | \n", "AU | \n", "AUS | \n", "1972 | \n", "4.829350e+11 | \n", "3.229650e+11 | \n", "8.209200e+10 | \n", "0.038346 | \n", "0.036732 | \n", "0.027678 | \n", "True | \n", "2 | \n", "
| 3 | \n", "Australia | \n", "AU | \n", "AUS | \n", "1973 | \n", "4.955840e+11 | \n", "3.371070e+11 | \n", "8.460300e+10 | \n", "0.025855 | \n", "0.042856 | \n", "0.030129 | \n", "True | \n", "3 | \n", "
| 4 | \n", "Australia | \n", "AU | \n", "AUS | \n", "1974 | \n", "5.159300e+11 | \n", "3.556010e+11 | \n", "8.821400e+10 | \n", "0.040234 | \n", "0.053409 | \n", "0.041796 | \n", "True | \n", "4 | \n", "
| 5 | \n", "Australia | \n", "AU | \n", "AUS | \n", "1975 | \n", "5.228210e+11 | \n", "3.759000e+11 | \n", "8.255900e+10 | \n", "0.013268 | \n", "0.055514 | \n", "-0.066252 | \n", "True | \n", "5 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 366 | \n", "United States | \n", "US | \n", "USA | \n", "2016 | \n", "1.850960e+13 | \n", "1.522497e+13 | \n", "3.802207e+12 | \n", "0.016537 | \n", "0.023425 | \n", "0.021058 | \n", "True | \n", "44 | \n", "
| 367 | \n", "United States | \n", "US | \n", "USA | \n", "2017 | \n", "1.892712e+13 | \n", "1.553075e+13 | \n", "3.947418e+12 | \n", "0.022306 | \n", "0.019885 | \n", "0.037480 | \n", "True | \n", "45 | \n", "
| 368 | \n", "United States | \n", "US | \n", "USA | \n", "2018 | \n", "1.947957e+13 | \n", "1.593427e+13 | \n", "4.119951e+12 | \n", "0.028771 | \n", "0.025650 | \n", "0.042780 | \n", "True | \n", "46 | \n", "
| 369 | \n", "United States | \n", "US | \n", "USA | \n", "2019 | \n", "1.992544e+13 | \n", "1.627888e+13 | \n", "4.248643e+12 | \n", "0.022631 | \n", "0.021396 | \n", "0.030758 | \n", "True | \n", "47 | \n", "
| 370 | \n", "United States | \n", "US | \n", "USA | \n", "2020 | \n", "1.924706e+13 | \n", "1.582501e+13 | \n", "4.182801e+12 | \n", "-0.034639 | \n", "-0.028277 | \n", "-0.015619 | \n", "True | \n", "48 | \n", "
370 rows × 12 columns
\n", "| \n", " | country | \n", "iso2c | \n", "iso3c | \n", "year | \n", "GDP | \n", "CONS | \n", "GFCF | \n", "dl_gdp | \n", "dl_cons | \n", "dl_gfcf | \n", "more_than_10 | \n", "time | \n", "
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | \n", "Ireland | \n", "IE | \n", "IRL | \n", "1971 | \n", "3.314234e+10 | \n", "2.897699e+10 | \n", "8.317518e+09 | \n", "0.034110 | \n", "0.043898 | \n", "0.085452 | \n", "True | \n", "1 | \n", "
| 1 | \n", "Ireland | \n", "IE | \n", "IRL | \n", "1972 | \n", "3.529322e+10 | \n", "3.063538e+10 | \n", "8.967782e+09 | \n", "0.062879 | \n", "0.055654 | \n", "0.075274 | \n", "True | \n", "2 | \n", "
| 2 | \n", "Ireland | \n", "IE | \n", "IRL | \n", "1973 | \n", "3.695956e+10 | \n", "3.280221e+10 | \n", "1.041728e+10 | \n", "0.046134 | \n", "0.068340 | \n", "0.149828 | \n", "True | \n", "3 | \n", "
| 3 | \n", "Ireland | \n", "IE | \n", "IRL | \n", "1974 | \n", "3.853412e+10 | \n", "3.381524e+10 | \n", "9.207243e+09 | \n", "0.041720 | \n", "0.030416 | \n", "-0.123476 | \n", "True | \n", "4 | \n", "
| 4 | \n", "Ireland | \n", "IE | \n", "IRL | \n", "1975 | \n", "4.071386e+10 | \n", "3.477232e+10 | \n", "8.874887e+09 | \n", "0.055024 | \n", "0.027910 | \n", "-0.036765 | \n", "True | \n", "5 | \n", "
<xarray.Dataset>\n",
"Dimensions: (chain: 4, draw: 2000, equations: 2, lags: 2,\n",
" cross_vars: 2, noise_chol_dim_0: 3, time: 49,\n",
" betaX_dim_1: 2, noise_chol_corr_dim_0: 2,\n",
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" noise_chol_stds (chain, draw, noise_chol_stds_dim_0) float64 0.042...\n",
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" inference_library_version: 5.0.1| \n", " | dl_gdp | \n", "dl_cons | \n", "
|---|---|---|
| const | \n", "0.034145 | \n", "0.006996 | \n", "
| L1.dl_gdp | \n", "0.324904 | \n", "0.330003 | \n", "
| L1.dl_cons | \n", "0.076629 | \n", "0.305824 | \n", "
| L2.dl_gdp | \n", "0.137721 | \n", "-0.053677 | \n", "
| L2.dl_cons | \n", "-0.278745 | \n", "0.033728 | \n", "
| \n", " | dl_gdp | \n", "dl_cons | \n", "
|---|---|---|
| dl_gdp | \n", "1.000000 | \n", "0.435807 | \n", "
| dl_cons | \n", "0.435807 | \n", "1.000000 | \n", "
| \n", " | mean | \n", "sd | \n", "hdi_3% | \n", "hdi_97% | \n", "mcse_mean | \n", "mcse_sd | \n", "ess_bulk | \n", "ess_tail | \n", "r_hat | \n", "
|---|---|---|---|---|---|---|---|---|---|
| alpha[dl_gdp] | \n", "0.033 | \n", "0.011 | \n", "0.012 | \n", "0.053 | \n", "0.000 | \n", "0.000 | \n", "6683.0 | \n", "5919.0 | \n", "1.0 | \n", "
| alpha[dl_cons] | \n", "0.007 | \n", "0.007 | \n", "-0.007 | \n", "0.020 | \n", "0.000 | \n", "0.000 | \n", "7651.0 | \n", "5999.0 | \n", "1.0 | \n", "
| lag_coefs[dl_gdp, 1, dl_gdp] | \n", "0.321 | \n", "0.170 | \n", "0.008 | \n", "0.642 | \n", "0.002 | \n", "0.002 | \n", "6984.0 | \n", "6198.0 | \n", "1.0 | \n", "
| lag_coefs[dl_gdp, 1, dl_cons] | \n", "0.071 | \n", "0.273 | \n", "-0.447 | \n", "0.582 | \n", "0.003 | \n", "0.003 | \n", "7376.0 | \n", "5466.0 | \n", "1.0 | \n", "
| lag_coefs[dl_gdp, 2, dl_gdp] | \n", "0.133 | \n", "0.190 | \n", "-0.228 | \n", "0.488 | \n", "0.002 | \n", "0.002 | \n", "7471.0 | \n", "6128.0 | \n", "1.0 | \n", "
| lag_coefs[dl_gdp, 2, dl_cons] | \n", "-0.235 | \n", "0.269 | \n", "-0.748 | \n", "0.259 | \n", "0.003 | \n", "0.002 | \n", "8085.0 | \n", "5963.0 | \n", "1.0 | \n", "
| lag_coefs[dl_cons, 1, dl_gdp] | \n", "0.331 | \n", "0.106 | \n", "0.133 | \n", "0.528 | \n", "0.001 | \n", "0.001 | \n", "7670.0 | \n", "6360.0 | \n", "1.0 | \n", "
| lag_coefs[dl_cons, 1, dl_cons] | \n", "0.302 | \n", "0.170 | \n", "-0.012 | \n", "0.616 | \n", "0.002 | \n", "0.001 | \n", "7963.0 | \n", "6150.0 | \n", "1.0 | \n", "
| lag_coefs[dl_cons, 2, dl_gdp] | \n", "-0.054 | \n", "0.118 | \n", "-0.279 | \n", "0.163 | \n", "0.001 | \n", "0.001 | \n", "8427.0 | \n", "6296.0 | \n", "1.0 | \n", "
| lag_coefs[dl_cons, 2, dl_cons] | \n", "0.048 | \n", "0.170 | \n", "-0.259 | \n", "0.378 | \n", "0.002 | \n", "0.002 | \n", "8669.0 | \n", "6264.0 | \n", "1.0 | \n", "
| noise_chol_corr[0, 0] | \n", "1.000 | \n", "0.000 | \n", "1.000 | \n", "1.000 | \n", "0.000 | \n", "0.000 | \n", "8000.0 | \n", "8000.0 | \n", "NaN | \n", "
| noise_chol_corr[0, 1] | \n", "0.416 | \n", "0.123 | \n", "0.180 | \n", "0.633 | \n", "0.001 | \n", "0.001 | \n", "9155.0 | \n", "6052.0 | \n", "1.0 | \n", "
| noise_chol_corr[1, 0] | \n", "0.416 | \n", "0.123 | \n", "0.180 | \n", "0.633 | \n", "0.001 | \n", "0.001 | \n", "9155.0 | \n", "6052.0 | \n", "1.0 | \n", "
| noise_chol_corr[1, 1] | \n", "1.000 | \n", "0.000 | \n", "1.000 | \n", "1.000 | \n", "0.000 | \n", "0.000 | \n", "7871.0 | \n", "8000.0 | \n", "1.0 | \n", "
<xarray.Dataset>\n",
"Dimensions: (chain: 4, draw: 2000, equations: 3,\n",
" lags: 2, cross_vars: 3,\n",
" omega_global_dim_0: 6,\n",
" noise_chol_Australia_dim_0: 6,\n",
" noise_chol_Canada_dim_0: 6,\n",
" noise_chol_Chile_dim_0: 6,\n",
" ...\n",
" betaX_United States_dim_1: 3,\n",
" noise_chol_United States_corr_dim_0: 3,\n",
" noise_chol_United States_corr_dim_1: 3,\n",
" noise_chol_United States_stds_dim_0: 3,\n",
" omega_United States_dim_0: 3,\n",
" omega_United States_dim_1: 3)\n",
"Coordinates: (12/73)\n",
" * chain (chain) int64 0 1 2 3\n",
" * draw (draw) int64 0 1 2 ... 1997 1998 1999\n",
" * equations (equations) <U7 'dl_gdp' ... 'dl_gfcf'\n",
" * lags (lags) int64 1 2\n",
" * cross_vars (cross_vars) <U7 'dl_gdp' ... 'dl_g...\n",
" * omega_global_dim_0 (omega_global_dim_0) int64 0 1 2 3 4 5\n",
" ... ...\n",
" * betaX_United States_dim_1 (betaX_United States_dim_1) int64 0...\n",
" * noise_chol_United States_corr_dim_0 (noise_chol_United States_corr_dim_0) int64 ...\n",
" * noise_chol_United States_corr_dim_1 (noise_chol_United States_corr_dim_1) int64 ...\n",
" * noise_chol_United States_stds_dim_0 (noise_chol_United States_stds_dim_0) int64 ...\n",
" * omega_United States_dim_0 (omega_United States_dim_0) int64 0...\n",
" * omega_United States_dim_1 (omega_United States_dim_1) int64 0...\n",
"Data variables: (12/80)\n",
" alpha_hat_location (chain, draw) float64 0.01867 ... 0...\n",
" beta_hat_location (chain, draw) float64 0.03707 ... 0...\n",
" lag_coefs_Australia (chain, draw, equations, lags, cross_vars) float64 ...\n",
" alpha_Australia (chain, draw, equations) float64 0....\n",
" lag_coefs_Canada (chain, draw, equations, lags, cross_vars) float64 ...\n",
" alpha_Canada (chain, draw, equations) float64 0....\n",
" ... ...\n",
" noise_chol_United Kingdom_stds (chain, draw, noise_chol_United Kingdom_stds_dim_0) float64 ...\n",
" omega_United Kingdom (chain, draw, omega_United Kingdom_dim_0, omega_United Kingdom_dim_1) float64 ...\n",
" betaX_United States (chain, draw, betaX_United States_dim_0, betaX_United States_dim_1) float64 ...\n",
" noise_chol_United States_corr (chain, draw, noise_chol_United States_corr_dim_0, noise_chol_United States_corr_dim_1) float64 ...\n",
" noise_chol_United States_stds (chain, draw, noise_chol_United States_stds_dim_0) float64 ...\n",
" omega_United States (chain, draw, omega_United States_dim_0, omega_United States_dim_1) float64 ...\n",
"Attributes:\n",
" created_at: 2023-02-21T19:24:14.259388\n",
" arviz_version: 0.14.0<xarray.Dataset>\n",
"Dimensions: (chain: 4, draw: 2000, obs_Australia_dim_2: 49,\n",
" obs_Australia_dim_3: 3, obs_Canada_dim_2: 22,\n",
" obs_Canada_dim_3: 3, obs_Chile_dim_2: 49,\n",
" obs_Chile_dim_3: 3, obs_Ireland_dim_2: 49,\n",
" obs_Ireland_dim_3: 3, obs_New Zealand_dim_2: 41,\n",
" obs_New Zealand_dim_3: 3,\n",
" obs_South Africa_dim_2: 49,\n",
" obs_South Africa_dim_3: 3,\n",
" obs_United Kingdom_dim_2: 49,\n",
" obs_United Kingdom_dim_3: 3,\n",
" obs_United States_dim_2: 46,\n",
" obs_United States_dim_3: 3)\n",
"Coordinates: (12/18)\n",
" * chain (chain) int64 0 1 2 3\n",
" * draw (draw) int64 0 1 2 3 4 ... 1996 1997 1998 1999\n",
" * obs_Australia_dim_2 (obs_Australia_dim_2) int64 0 1 2 3 ... 46 47 48\n",
" * obs_Australia_dim_3 (obs_Australia_dim_3) int64 0 1 2\n",
" * obs_Canada_dim_2 (obs_Canada_dim_2) int64 0 1 2 3 4 ... 18 19 20 21\n",
" * obs_Canada_dim_3 (obs_Canada_dim_3) int64 0 1 2\n",
" ... ...\n",
" * obs_South Africa_dim_2 (obs_South Africa_dim_2) int64 0 1 2 ... 46 47 48\n",
" * obs_South Africa_dim_3 (obs_South Africa_dim_3) int64 0 1 2\n",
" * obs_United Kingdom_dim_2 (obs_United Kingdom_dim_2) int64 0 1 2 ... 47 48\n",
" * obs_United Kingdom_dim_3 (obs_United Kingdom_dim_3) int64 0 1 2\n",
" * obs_United States_dim_2 (obs_United States_dim_2) int64 0 1 2 ... 43 44 45\n",
" * obs_United States_dim_3 (obs_United States_dim_3) int64 0 1 2\n",
"Data variables:\n",
" obs_Australia (chain, draw, obs_Australia_dim_2, obs_Australia_dim_3) float64 ...\n",
" obs_Canada (chain, draw, obs_Canada_dim_2, obs_Canada_dim_3) float64 ...\n",
" obs_Chile (chain, draw, obs_Chile_dim_2, obs_Chile_dim_3) float64 ...\n",
" obs_Ireland (chain, draw, obs_Ireland_dim_2, obs_Ireland_dim_3) float64 ...\n",
" obs_New Zealand (chain, draw, obs_New Zealand_dim_2, obs_New Zealand_dim_3) float64 ...\n",
" obs_South Africa (chain, draw, obs_South Africa_dim_2, obs_South Africa_dim_3) float64 ...\n",
" obs_United Kingdom (chain, draw, obs_United Kingdom_dim_2, obs_United Kingdom_dim_3) float64 ...\n",
" obs_United States (chain, draw, obs_United States_dim_2, obs_United States_dim_3) float64 ...\n",
"Attributes:\n",
" created_at: 2023-02-21T19:31:34.868405\n",
" arviz_version: 0.14.0\n",
" inference_library: pymc\n",
" inference_library_version: 5.0.1<xarray.Dataset>\n",
"Dimensions: (chain: 4, draw: 2000)\n",
"Coordinates:\n",
" * chain (chain) int64 0 1 2 3\n",
" * draw (draw) int64 0 1 2 3 4 5 ... 1994 1995 1996 1997 1998 1999\n",
"Data variables:\n",
" lp (chain, draw) float64 -2.64e+03 -2.628e+03 ... -2.604e+03\n",
" diverging (chain, draw) bool False False False ... False False False\n",
" energy (chain, draw) float64 -2.532e+03 -2.521e+03 ... -2.494e+03\n",
" tree_depth (chain, draw) int64 6 6 6 6 6 6 7 7 7 ... 6 6 6 5 6 6 6 6 6\n",
" n_steps (chain, draw) int64 63 63 63 63 63 63 ... 31 63 63 63 63 63\n",
" acceptance_rate (chain, draw) float64 0.8533 0.9783 ... 0.9693 0.9407\n",
"Attributes:\n",
" created_at: 2023-02-21T19:24:14.274886\n",
" arviz_version: 0.14.0<xarray.Dataset>\n",
"Dimensions: (chain: 1, draw: 500,\n",
" omega_global_dim_0: 6,\n",
" betaX_Canada_dim_0: 22,\n",
" betaX_Canada_dim_1: 3,\n",
" noise_chol_South Africa_dim_0: 6,\n",
" omega_New Zealand_dim_0: 3,\n",
" ...\n",
" noise_chol_New Zealand_corr_dim_0: 3,\n",
" noise_chol_New Zealand_corr_dim_1: 3,\n",
" noise_chol_United States_corr_dim_0: 3,\n",
" noise_chol_United States_corr_dim_1: 3,\n",
" noise_chol_Chile_dim_0: 6,\n",
" noise_chol_Ireland_stds_dim_0: 3)\n",
"Coordinates: (12/73)\n",
" * chain (chain) int64 0\n",
" * draw (draw) int64 0 1 2 3 ... 497 498 499\n",
" * omega_global_dim_0 (omega_global_dim_0) int64 0 1 2 3 4 5\n",
" * betaX_Canada_dim_0 (betaX_Canada_dim_0) int64 0 1 ... 21\n",
" * betaX_Canada_dim_1 (betaX_Canada_dim_1) int64 0 1 2\n",
" * noise_chol_South Africa_dim_0 (noise_chol_South Africa_dim_0) int64 ...\n",
" ... ...\n",
" * noise_chol_New Zealand_corr_dim_0 (noise_chol_New Zealand_corr_dim_0) int64 ...\n",
" * noise_chol_New Zealand_corr_dim_1 (noise_chol_New Zealand_corr_dim_1) int64 ...\n",
" * noise_chol_United States_corr_dim_0 (noise_chol_United States_corr_dim_0) int64 ...\n",
" * noise_chol_United States_corr_dim_1 (noise_chol_United States_corr_dim_1) int64 ...\n",
" * noise_chol_Chile_dim_0 (noise_chol_Chile_dim_0) int64 0 ... 5\n",
" * noise_chol_Ireland_stds_dim_0 (noise_chol_Ireland_stds_dim_0) int64 ...\n",
"Data variables: (12/80)\n",
" omega_global (chain, draw, omega_global_dim_0) float64 ...\n",
" betaX_Canada (chain, draw, betaX_Canada_dim_0, betaX_Canada_dim_1) float64 ...\n",
" noise_chol_South Africa (chain, draw, noise_chol_South Africa_dim_0) float64 ...\n",
" omega_New Zealand (chain, draw, omega_New Zealand_dim_0, omega_New Zealand_dim_1) float64 ...\n",
" lag_coefs_United States (chain, draw, equations, lags, cross_vars) float64 ...\n",
" betaX_United States (chain, draw, betaX_United States_dim_0, betaX_United States_dim_1) float64 ...\n",
" ... ...\n",
" noise_chol_Chile (chain, draw, noise_chol_Chile_dim_0) float64 ...\n",
" z_scale_alpha_United States (chain, draw) float64 0.2131 ... 0....\n",
" noise_chol_Ireland_stds (chain, draw, noise_chol_Ireland_stds_dim_0) float64 ...\n",
" beta_hat_location (chain, draw) float64 -0.1648 ... 0...\n",
" rho (chain, draw) float64 0.4541 ... 0....\n",
" z_scale_alpha_Canada (chain, draw) float64 0.06378 ... 0...\n",
"Attributes:\n",
" created_at: 2023-02-21T19:22:35.383920\n",
" arviz_version: 0.14.0\n",
" inference_library: pymc\n",
" inference_library_version: 5.0.1<xarray.Dataset>\n",
"Dimensions: (chain: 1, draw: 500, obs_Ireland_dim_0: 49,\n",
" obs_Ireland_dim_1: 3,\n",
" obs_South Africa_dim_0: 49,\n",
" obs_South Africa_dim_1: 3,\n",
" obs_United States_dim_0: 46,\n",
" obs_United States_dim_1: 3, obs_Chile_dim_0: 49,\n",
" obs_Chile_dim_1: 3, obs_Canada_dim_0: 22,\n",
" obs_Canada_dim_1: 3, obs_New Zealand_dim_0: 41,\n",
" obs_New Zealand_dim_1: 3,\n",
" obs_United Kingdom_dim_0: 49,\n",
" obs_United Kingdom_dim_1: 3,\n",
" obs_Australia_dim_0: 49, obs_Australia_dim_1: 3)\n",
"Coordinates: (12/18)\n",
" * chain (chain) int64 0\n",
" * draw (draw) int64 0 1 2 3 4 5 ... 495 496 497 498 499\n",
" * obs_Ireland_dim_0 (obs_Ireland_dim_0) int64 0 1 2 3 ... 45 46 47 48\n",
" * obs_Ireland_dim_1 (obs_Ireland_dim_1) int64 0 1 2\n",
" * obs_South Africa_dim_0 (obs_South Africa_dim_0) int64 0 1 2 ... 46 47 48\n",
" * obs_South Africa_dim_1 (obs_South Africa_dim_1) int64 0 1 2\n",
" ... ...\n",
" * obs_New Zealand_dim_0 (obs_New Zealand_dim_0) int64 0 1 2 3 ... 38 39 40\n",
" * obs_New Zealand_dim_1 (obs_New Zealand_dim_1) int64 0 1 2\n",
" * obs_United Kingdom_dim_0 (obs_United Kingdom_dim_0) int64 0 1 2 ... 47 48\n",
" * obs_United Kingdom_dim_1 (obs_United Kingdom_dim_1) int64 0 1 2\n",
" * obs_Australia_dim_0 (obs_Australia_dim_0) int64 0 1 2 3 ... 46 47 48\n",
" * obs_Australia_dim_1 (obs_Australia_dim_1) int64 0 1 2\n",
"Data variables:\n",
" obs_Ireland (chain, draw, obs_Ireland_dim_0, obs_Ireland_dim_1) float64 ...\n",
" obs_South Africa (chain, draw, obs_South Africa_dim_0, obs_South Africa_dim_1) float64 ...\n",
" obs_United States (chain, draw, obs_United States_dim_0, obs_United States_dim_1) float64 ...\n",
" obs_Chile (chain, draw, obs_Chile_dim_0, obs_Chile_dim_1) float64 ...\n",
" obs_Canada (chain, draw, obs_Canada_dim_0, obs_Canada_dim_1) float64 ...\n",
" obs_New Zealand (chain, draw, obs_New Zealand_dim_0, obs_New Zealand_dim_1) float64 ...\n",
" obs_United Kingdom (chain, draw, obs_United Kingdom_dim_0, obs_United Kingdom_dim_1) float64 ...\n",
" obs_Australia (chain, draw, obs_Australia_dim_0, obs_Australia_dim_1) float64 ...\n",
"Attributes:\n",
" created_at: 2023-02-21T19:22:35.399482\n",
" arviz_version: 0.14.0\n",
" inference_library: pymc\n",
" inference_library_version: 5.0.1<xarray.Dataset>\n",
"Dimensions: (obs_Australia_dim_0: 49, obs_Australia_dim_1: 3,\n",
" obs_Canada_dim_0: 22, obs_Canada_dim_1: 3,\n",
" obs_Chile_dim_0: 49, obs_Chile_dim_1: 3,\n",
" obs_Ireland_dim_0: 49, obs_Ireland_dim_1: 3,\n",
" obs_New Zealand_dim_0: 41,\n",
" obs_New Zealand_dim_1: 3,\n",
" obs_South Africa_dim_0: 49,\n",
" obs_South Africa_dim_1: 3,\n",
" obs_United Kingdom_dim_0: 49,\n",
" obs_United Kingdom_dim_1: 3,\n",
" obs_United States_dim_0: 46,\n",
" obs_United States_dim_1: 3)\n",
"Coordinates: (12/16)\n",
" * obs_Australia_dim_0 (obs_Australia_dim_0) int64 0 1 2 3 ... 46 47 48\n",
" * obs_Australia_dim_1 (obs_Australia_dim_1) int64 0 1 2\n",
" * obs_Canada_dim_0 (obs_Canada_dim_0) int64 0 1 2 3 4 ... 18 19 20 21\n",
" * obs_Canada_dim_1 (obs_Canada_dim_1) int64 0 1 2\n",
" * obs_Chile_dim_0 (obs_Chile_dim_0) int64 0 1 2 3 4 ... 45 46 47 48\n",
" * obs_Chile_dim_1 (obs_Chile_dim_1) int64 0 1 2\n",
" ... ...\n",
" * obs_South Africa_dim_0 (obs_South Africa_dim_0) int64 0 1 2 ... 46 47 48\n",
" * obs_South Africa_dim_1 (obs_South Africa_dim_1) int64 0 1 2\n",
" * obs_United Kingdom_dim_0 (obs_United Kingdom_dim_0) int64 0 1 2 ... 47 48\n",
" * obs_United Kingdom_dim_1 (obs_United Kingdom_dim_1) int64 0 1 2\n",
" * obs_United States_dim_0 (obs_United States_dim_0) int64 0 1 2 ... 43 44 45\n",
" * obs_United States_dim_1 (obs_United States_dim_1) int64 0 1 2\n",
"Data variables:\n",
" obs_Australia (obs_Australia_dim_0, obs_Australia_dim_1) float64 ...\n",
" obs_Canada (obs_Canada_dim_0, obs_Canada_dim_1) float64 0....\n",
" obs_Chile (obs_Chile_dim_0, obs_Chile_dim_1) float64 -0.0...\n",
" obs_Ireland (obs_Ireland_dim_0, obs_Ireland_dim_1) float64 ...\n",
" obs_New Zealand (obs_New Zealand_dim_0, obs_New Zealand_dim_1) float64 ...\n",
" obs_South Africa (obs_South Africa_dim_0, obs_South Africa_dim_1) float64 ...\n",
" obs_United Kingdom (obs_United Kingdom_dim_0, obs_United Kingdom_dim_1) float64 ...\n",
" obs_United States (obs_United States_dim_0, obs_United States_dim_1) float64 ...\n",
"Attributes:\n",
" created_at: 2023-02-21T19:22:35.401625\n",
" arviz_version: 0.14.0\n",
" inference_library: pymc\n",
" inference_library_version: 5.0.1| \n", " | mean | \n", "sd | \n", "hdi_3% | \n", "hdi_97% | \n", "mcse_mean | \n", "mcse_sd | \n", "ess_bulk | \n", "ess_tail | \n", "r_hat | \n", "
|---|---|---|---|---|---|---|---|---|---|
| rho | \n", "0.974 | \n", "0.006 | \n", "0.962 | \n", "0.984 | \n", "0.000 | \n", "0.000 | \n", "749.0 | \n", "1354.0 | \n", "1.00 | \n", "
| alpha_hat_location | \n", "0.022 | \n", "0.002 | \n", "0.018 | \n", "0.026 | \n", "0.000 | \n", "0.000 | \n", "1642.0 | \n", "3651.0 | \n", "1.00 | \n", "
| alpha_hat_scale | \n", "0.047 | \n", "0.012 | \n", "0.027 | \n", "0.069 | \n", "0.000 | \n", "0.000 | \n", "2933.0 | \n", "1097.0 | \n", "1.00 | \n", "
| beta_hat_location | \n", "0.029 | \n", "0.009 | \n", "0.014 | \n", "0.046 | \n", "0.000 | \n", "0.000 | \n", "855.0 | \n", "2218.0 | \n", "1.00 | \n", "
| beta_hat_scale | \n", "0.186 | \n", "0.064 | \n", "0.077 | \n", "0.305 | \n", "0.003 | \n", "0.002 | \n", "312.0 | \n", "647.0 | \n", "1.01 | \n", "
| z_scale_alpha_Ireland | \n", "0.264 | \n", "0.147 | \n", "0.070 | \n", "0.508 | \n", "0.002 | \n", "0.002 | \n", "2074.0 | \n", "854.0 | \n", "1.00 | \n", "
| z_scale_alpha_United States | \n", "0.132 | \n", "0.066 | \n", "0.045 | \n", "0.245 | \n", "0.001 | \n", "0.001 | \n", "8457.0 | \n", "5680.0 | \n", "1.00 | \n", "
| z_scale_beta_Ireland | \n", "0.508 | \n", "0.326 | \n", "0.096 | \n", "1.067 | \n", "0.014 | \n", "0.010 | \n", "592.0 | \n", "1294.0 | \n", "1.00 | \n", "
| z_scale_beta_United States | \n", "0.213 | \n", "0.125 | \n", "0.050 | \n", "0.445 | \n", "0.005 | \n", "0.003 | \n", "646.0 | \n", "1423.0 | \n", "1.00 | \n", "
| alpha_Ireland[dl_gdp] | \n", "0.035 | \n", "0.008 | \n", "0.020 | \n", "0.048 | \n", "0.000 | \n", "0.000 | \n", "3446.0 | \n", "4001.0 | \n", "1.00 | \n", "
| alpha_Ireland[dl_cons] | \n", "0.014 | \n", "0.006 | \n", "0.003 | \n", "0.024 | \n", "0.000 | \n", "0.000 | \n", "1597.0 | \n", "4464.0 | \n", "1.00 | \n", "
| alpha_Ireland[dl_gfcf] | \n", "0.024 | \n", "0.011 | \n", "0.002 | \n", "0.046 | \n", "0.000 | \n", "0.000 | \n", "6768.0 | \n", "5217.0 | \n", "1.00 | \n", "
| alpha_United States[dl_gdp] | \n", "0.021 | \n", "0.003 | \n", "0.015 | \n", "0.026 | \n", "0.000 | \n", "0.000 | \n", "2322.0 | \n", "3773.0 | \n", "1.00 | \n", "
| alpha_United States[dl_cons] | \n", "0.020 | \n", "0.003 | \n", "0.015 | \n", "0.025 | \n", "0.000 | \n", "0.000 | \n", "2164.0 | \n", "3321.0 | \n", "1.00 | \n", "
| alpha_United States[dl_gfcf] | \n", "0.024 | \n", "0.005 | \n", "0.015 | \n", "0.034 | \n", "0.000 | \n", "0.000 | \n", "4455.0 | \n", "5176.0 | \n", "1.00 | \n", "
| omega_global_corr[0, 0] | \n", "1.000 | \n", "0.000 | \n", "1.000 | \n", "1.000 | \n", "0.000 | \n", "0.000 | \n", "8000.0 | \n", "8000.0 | \n", "NaN | \n", "
| omega_global_corr[0, 1] | \n", "0.980 | \n", "0.019 | \n", "0.944 | \n", "1.000 | \n", "0.000 | \n", "0.000 | \n", "2393.0 | \n", "2273.0 | \n", "1.00 | \n", "
| omega_global_corr[0, 2] | \n", "0.916 | \n", "0.033 | \n", "0.854 | \n", "0.977 | \n", "0.001 | \n", "0.001 | \n", "915.0 | \n", "763.0 | \n", "1.00 | \n", "
| omega_global_corr[1, 0] | \n", "0.980 | \n", "0.019 | \n", "0.944 | \n", "1.000 | \n", "0.000 | \n", "0.000 | \n", "2393.0 | \n", "2273.0 | \n", "1.00 | \n", "
| omega_global_corr[1, 1] | \n", "1.000 | \n", "0.000 | \n", "1.000 | \n", "1.000 | \n", "0.000 | \n", "0.000 | \n", "7937.0 | \n", "7898.0 | \n", "1.00 | \n", "
| omega_global_corr[1, 2] | \n", "0.879 | \n", "0.045 | \n", "0.794 | \n", "0.960 | \n", "0.001 | \n", "0.001 | \n", "1345.0 | \n", "3018.0 | \n", "1.00 | \n", "
| omega_global_corr[2, 0] | \n", "0.916 | \n", "0.033 | \n", "0.854 | \n", "0.977 | \n", "0.001 | \n", "0.001 | \n", "915.0 | \n", "763.0 | \n", "1.00 | \n", "
| omega_global_corr[2, 1] | \n", "0.879 | \n", "0.045 | \n", "0.794 | \n", "0.960 | \n", "0.001 | \n", "0.001 | \n", "1345.0 | \n", "3018.0 | \n", "1.00 | \n", "
| omega_global_corr[2, 2] | \n", "1.000 | \n", "0.000 | \n", "1.000 | \n", "1.000 | \n", "0.000 | \n", "0.000 | \n", "8042.0 | \n", "7890.0 | \n", "1.00 | \n", "
| lag_coefs_Ireland[dl_gdp, 1, dl_gdp] | \n", "0.012 | \n", "0.080 | \n", "-0.151 | \n", "0.160 | \n", "0.001 | \n", "0.001 | \n", "5559.0 | \n", "3646.0 | \n", "1.00 | \n", "
| lag_coefs_Ireland[dl_gdp, 1, dl_cons] | \n", "0.007 | \n", "0.086 | \n", "-0.161 | \n", "0.174 | \n", "0.001 | \n", "0.002 | \n", "4661.0 | \n", "3294.0 | \n", "1.00 | \n", "
| lag_coefs_Ireland[dl_gdp, 1, dl_gfcf] | \n", "0.057 | \n", "0.037 | \n", "-0.009 | \n", "0.128 | \n", "0.001 | \n", "0.000 | \n", "4699.0 | \n", "4249.0 | \n", "1.00 | \n", "
| lag_coefs_Ireland[dl_gdp, 2, dl_gdp] | \n", "-0.005 | \n", "0.087 | \n", "-0.176 | \n", "0.152 | \n", "0.002 | \n", "0.002 | \n", "3099.0 | \n", "2447.0 | \n", "1.00 | \n", "
| lag_coefs_Ireland[dl_gdp, 2, dl_cons] | \n", "0.003 | \n", "0.088 | \n", "-0.171 | \n", "0.171 | \n", "0.001 | \n", "0.001 | \n", "4239.0 | \n", "2997.0 | \n", "1.00 | \n", "
| lag_coefs_Ireland[dl_gdp, 2, dl_gfcf] | \n", "0.104 | \n", "0.041 | \n", "0.027 | \n", "0.180 | \n", "0.001 | \n", "0.001 | \n", "1785.0 | \n", "4172.0 | \n", "1.00 | \n", "
| lag_coefs_Ireland[dl_cons, 1, dl_gdp] | \n", "0.132 | \n", "0.081 | \n", "-0.000 | \n", "0.287 | \n", "0.002 | \n", "0.002 | \n", "1109.0 | \n", "1022.0 | \n", "1.00 | \n", "
| lag_coefs_Ireland[dl_cons, 1, dl_cons] | \n", "0.158 | \n", "0.110 | \n", "-0.004 | \n", "0.376 | \n", "0.003 | \n", "0.002 | \n", "1227.0 | \n", "2390.0 | \n", "1.00 | \n", "
| lag_coefs_Ireland[dl_cons, 1, dl_gfcf] | \n", "-0.031 | \n", "0.028 | \n", "-0.082 | \n", "0.023 | \n", "0.001 | \n", "0.000 | \n", "1756.0 | \n", "4031.0 | \n", "1.00 | \n", "
| lag_coefs_Ireland[dl_cons, 2, dl_gdp] | \n", "0.018 | \n", "0.069 | \n", "-0.120 | \n", "0.147 | \n", "0.001 | \n", "0.001 | \n", "5040.0 | \n", "3039.0 | \n", "1.00 | \n", "
| lag_coefs_Ireland[dl_cons, 2, dl_cons] | \n", "0.048 | \n", "0.073 | \n", "-0.095 | \n", "0.189 | \n", "0.001 | \n", "0.001 | \n", "5765.0 | \n", "3448.0 | \n", "1.00 | \n", "
| lag_coefs_Ireland[dl_cons, 2, dl_gfcf] | \n", "0.071 | \n", "0.025 | \n", "0.021 | \n", "0.116 | \n", "0.000 | \n", "0.000 | \n", "5169.0 | \n", "5742.0 | \n", "1.00 | \n", "
| lag_coefs_Ireland[dl_gfcf, 1, dl_gdp] | \n", "0.091 | \n", "0.118 | \n", "-0.094 | \n", "0.332 | \n", "0.003 | \n", "0.002 | \n", "2232.0 | \n", "1385.0 | \n", "1.00 | \n", "
| lag_coefs_Ireland[dl_gfcf, 1, dl_cons] | \n", "0.058 | \n", "0.099 | \n", "-0.136 | \n", "0.254 | \n", "0.002 | \n", "0.002 | \n", "5377.0 | \n", "2440.0 | \n", "1.00 | \n", "
| lag_coefs_Ireland[dl_gfcf, 1, dl_gfcf] | \n", "0.064 | \n", "0.076 | \n", "-0.076 | \n", "0.216 | \n", "0.001 | \n", "0.001 | \n", "4693.0 | \n", "3703.0 | \n", "1.00 | \n", "
| lag_coefs_Ireland[dl_gfcf, 2, dl_gdp] | \n", "0.050 | \n", "0.092 | \n", "-0.121 | \n", "0.232 | \n", "0.001 | \n", "0.001 | \n", "6475.0 | \n", "3196.0 | \n", "1.00 | \n", "
| lag_coefs_Ireland[dl_gfcf, 2, dl_cons] | \n", "0.024 | \n", "0.096 | \n", "-0.154 | \n", "0.221 | \n", "0.001 | \n", "0.002 | \n", "5052.0 | \n", "3012.0 | \n", "1.00 | \n", "
| lag_coefs_Ireland[dl_gfcf, 2, dl_gfcf] | \n", "-0.048 | \n", "0.093 | \n", "-0.239 | \n", "0.102 | \n", "0.002 | \n", "0.002 | \n", "1904.0 | \n", "2237.0 | \n", "1.00 | \n", "
| lag_coefs_United States[dl_gdp, 1, dl_gdp] | \n", "0.033 | \n", "0.044 | \n", "-0.043 | \n", "0.122 | \n", "0.001 | \n", "0.001 | \n", "2364.0 | \n", "1396.0 | \n", "1.00 | \n", "
| lag_coefs_United States[dl_gdp, 1, dl_cons] | \n", "0.031 | \n", "0.042 | \n", "-0.044 | \n", "0.119 | \n", "0.001 | \n", "0.001 | \n", "3946.0 | \n", "2353.0 | \n", "1.00 | \n", "
| lag_coefs_United States[dl_gdp, 1, dl_gfcf] | \n", "-0.008 | \n", "0.031 | \n", "-0.072 | \n", "0.043 | \n", "0.001 | \n", "0.001 | \n", "1330.0 | \n", "2254.0 | \n", "1.00 | \n", "
| lag_coefs_United States[dl_gdp, 2, dl_gdp] | \n", "0.036 | \n", "0.042 | \n", "-0.037 | \n", "0.121 | \n", "0.001 | \n", "0.001 | \n", "3903.0 | \n", "2216.0 | \n", "1.00 | \n", "
| lag_coefs_United States[dl_gdp, 2, dl_cons] | \n", "0.048 | \n", "0.047 | \n", "-0.033 | \n", "0.141 | \n", "0.001 | \n", "0.001 | \n", "1335.0 | \n", "1481.0 | \n", "1.00 | \n", "
| lag_coefs_United States[dl_gdp, 2, dl_gfcf] | \n", "0.027 | \n", "0.028 | \n", "-0.027 | \n", "0.076 | \n", "0.000 | \n", "0.000 | \n", "3760.0 | \n", "1877.0 | \n", "1.00 | \n", "
| lag_coefs_United States[dl_cons, 1, dl_gdp] | \n", "0.024 | \n", "0.041 | \n", "-0.060 | \n", "0.102 | \n", "0.001 | \n", "0.001 | \n", "5468.0 | \n", "2430.0 | \n", "1.00 | \n", "
| lag_coefs_United States[dl_cons, 1, dl_cons] | \n", "0.044 | \n", "0.047 | \n", "-0.031 | \n", "0.141 | \n", "0.001 | \n", "0.001 | \n", "1768.0 | \n", "1738.0 | \n", "1.00 | \n", "
| lag_coefs_United States[dl_cons, 1, dl_gfcf] | \n", "0.007 | \n", "0.031 | \n", "-0.053 | \n", "0.060 | \n", "0.001 | \n", "0.001 | \n", "1909.0 | \n", "2312.0 | \n", "1.00 | \n", "
| lag_coefs_United States[dl_cons, 2, dl_gdp] | \n", "0.039 | \n", "0.044 | \n", "-0.033 | \n", "0.131 | \n", "0.001 | \n", "0.001 | \n", "2644.0 | \n", "1843.0 | \n", "1.00 | \n", "
| lag_coefs_United States[dl_cons, 2, dl_cons] | \n", "0.036 | \n", "0.042 | \n", "-0.040 | \n", "0.116 | \n", "0.001 | \n", "0.001 | \n", "4171.0 | \n", "1978.0 | \n", "1.00 | \n", "
| lag_coefs_United States[dl_cons, 2, dl_gfcf] | \n", "0.031 | \n", "0.027 | \n", "-0.018 | \n", "0.084 | \n", "0.000 | \n", "0.000 | \n", "4192.0 | \n", "2149.0 | \n", "1.00 | \n", "
| lag_coefs_United States[dl_gfcf, 1, dl_gdp] | \n", "0.039 | \n", "0.045 | \n", "-0.045 | \n", "0.129 | \n", "0.001 | \n", "0.001 | \n", "3809.0 | \n", "1798.0 | \n", "1.00 | \n", "
| lag_coefs_United States[dl_gfcf, 1, dl_cons] | \n", "0.034 | \n", "0.045 | \n", "-0.046 | \n", "0.125 | \n", "0.001 | \n", "0.001 | \n", "4896.0 | \n", "2476.0 | \n", "1.00 | \n", "
| lag_coefs_United States[dl_gfcf, 1, dl_gfcf] | \n", "0.075 | \n", "0.057 | \n", "-0.005 | \n", "0.189 | \n", "0.002 | \n", "0.002 | \n", "746.0 | \n", "1317.0 | \n", "1.00 | \n", "
| lag_coefs_United States[dl_gfcf, 2, dl_gdp] | \n", "0.016 | \n", "0.047 | \n", "-0.078 | \n", "0.102 | \n", "0.001 | \n", "0.001 | \n", "4171.0 | \n", "1975.0 | \n", "1.00 | \n", "
| lag_coefs_United States[dl_gfcf, 2, dl_cons] | \n", "0.018 | \n", "0.047 | \n", "-0.078 | \n", "0.104 | \n", "0.001 | \n", "0.001 | \n", "4508.0 | \n", "1892.0 | \n", "1.00 | \n", "
| lag_coefs_United States[dl_gfcf, 2, dl_gfcf] | \n", "0.015 | \n", "0.043 | \n", "-0.072 | \n", "0.091 | \n", "0.001 | \n", "0.001 | \n", "2937.0 | \n", "2034.0 | \n", "1.00 | \n", "
| \n", " | GDP | \n", "CONS | \n", "GFCF | \n", "
|---|---|---|---|
| GDP | \n", "1.000 | \n", "0.980 | \n", "0.916 | \n", "
| CONS | \n", "0.980 | \n", "1.000 | \n", "0.879 | \n", "
| GFCF | \n", "0.916 | \n", "0.879 | \n", "1.000 | \n", "