statsmodels.tsa.statespace.news.NewsResults.impacts

property NewsResults.impacts

Impacts from news and revisions on all dates / variables of interest

Returns:
impactspd.DataFrame

Index is as MultiIndex consisting of:

  • impact date: the date of the impact on the variable of interest

  • impacted variable: the variable that is being impacted

The columns are:

  • estimate (prev): the previous estimate / forecast of the date / variable of interest.

  • impact of revisions: the impact of all data revisions on the estimate of the date / variable of interest.

  • impact of news: the impact of all news on the estimate of the date / variable of interest.

  • total impact: the total impact of both revisions and news on the estimate of the date / variable of interest.

  • estimate (new): the new estimate / forecast of the date / variable of interest after taking into account the effects of the revisions and news.

Notes

This table decomposes updated forecasts of variables of interest into the overall effect from revisions and news.

This table does not break down the detail by the updated dates / variables. That information can be found in the details_by_impact details_by_update tables.


Last update: May 14, 2024