Diagnostics non-cycliques — au-delà des cycles, structure statistique du panel
Pourquoi cette page existe. Le pipeline CPV V3 a rejeté la lecture universaliste sinusoïdale-sur-tout des 4 cycles canoniques (BH-FDR sur grille jointe 1 456 cellules) — tout en vindiquant trois cycles substantifs sur les variables que la théorie prédit (Juglar / Kuznets / Kitchin) et recastant Kondratieff comme chronologie de dette Reinhart-Rogoff. Cf. verdict V3 portail et évidence par variable. La question devient : à côté de ces trois cycles vindiqués, quelle structure non-cyclique porte le reste du signal ? La page panoramique Au-delà des cycles — cadres physiques alternatifs recense 21 familles ; la présente page implémente le Tier 1 — 10 diagnostics couvrant 10 des 21 familles, plus une famille de panel-level (G — RMT). Chaque diagnostic est scoré contre un null AR(1) ou phase-scramble pour reproduire la philosophie Gate 1 sur le terrain non-cyclique.
Lien avec V3 : long-memory. Les diagnostics par cellule
ADF · KPSS · GPH d̂ · DFA Hurst
sont la couche de diagnostics structurels par cellule ajoutée en
V3 (R1 referee TSE) : 97-100 % des cellules JST R6 / BoE Millennium
ont |d̂| > 0.1, ce qui motive le dual null AR(1) + ARFIMA(0, d̂, 0)
(détail). Les diagnostics
Tier 1+2 ci-dessous étendent cette couche structurelle aux 10
familles non-cycliques. Le diagnostic hurst_dfa ci-dessous est
conceptuellement aligné avec le diagnostic V3 ĤDFA
mais opère sur les composites z-scorés, tandis que le diagnostic
V3 opère sur les niveaux bruts par cellule.
Lecture de l'encart 🟢🟡🟠🔴. 🟢 = p ≤ 0.01 (diagnostic rejette le null avec haute confiance) · 🟡 = 0.01 < p ≤ 0.05 (rejet standard CPV) · 🟠 = 0.05 < p ≤ 0.10 (marginal) · 🔴 = p > 0.10 (compatible avec le null). Statistique = valeur observée du diagnostic ; on en tire l'orientation de la famille physique.
Pas de découpage 4-cycles dans cette page
Par construction, les diagnostics Tier 1 mesurent des propriétés structurelles globales de chaque série (Hurst, multifractalité, slope 1/f, entropie, ralentissement critique, queues lourdes, ζ(p) de turbulence, diffusion anormale, non-extensivité Tsallis). Réintroduire un axe cycle ∈ {kitchin, juglar, kuznets, kondratieff} reviendrait à recréer le scaffold cyclique précisément falsifié. Pour la lecture cyclique, voir les pages Gate 1.
Synthèse cross-horizon
Pour chaque diagnostic, taux de rejet du null sur l'ensemble (variable × groupe × horizon). Le bloc Tier 1 (11 diagnostics) couvre les familles A, B, C, E, G, I, J, P, R, S, T du panorama ; Tier 2 ajoute D (Lyapunov + BDS) et une variante multi-régime de S.
| Diagnostic |
Famille |
Taux de rejet null |
n cellules |
Références |
hurst_dfa |
C — longue mémoire |
51% |
674 |
Peng et al. 1994; Hurst 1951; Mandelbrot-Van Ness 1968 |
mfdfa_spectrum |
B — multifractalité |
27% |
674 |
Kantelhardt et al. 2002; Bacry-Muzy-Delour 2001 |
spectrum_slope |
A — SOC (1/f^β) |
15% |
674 |
Bak-Tang-Wiesenfeld 1987; Bak 1996 |
hill_tail_exponent |
A — queues de loi de puissance |
41% |
674 |
Hill 1975; Mantegna-Stanley 1999 |
permutation_entropy_complexity |
I — information |
69% |
674 |
Bandt-Pompe 2002; López-Ruiz-Mancini-Calbet 1995 |
critical_slowdown |
E — tipping point |
30% |
674 |
Scheffer et al. 2009; Dakos et al. 2008 |
levy_stable_fit |
J — vols de Lévy |
32% |
674 |
McCulloch 1986; Mantegna-Stanley 1999 |
k41_scaling |
P — cascades K41 |
36% |
674 |
Kolmogorov 1941; Frisch 1995; Ghashghaie et al. 1996 |
msd_log_log |
R — diffusion anormale |
42% |
674 |
Metzler-Klafter 2000; Mantegna-Stanley 1999 |
tsallis_q_gaussian |
T — non-extensivité |
43% |
674 |
Tsallis 1988; Tsallis 2009 |
reflexivity_drift |
S — réflexivité (transversal) |
51% |
674 |
Soros 1987; Akerlof-Shiller 2009; Friston 2010 |
lyapunov_exponent |
D — chaos déterministe (Tier 2) |
19% |
674 |
Rosenstein-Collins-De Luca 1993; Wolf et al. 1985 |
bds_independence |
D — non-linéarité IID (Tier 2) |
88% |
674 |
Brock-Dechert-Scheinkman 1996 |
reflexivity_multi_window |
S — réflexivité multi-régime (Tier 2) |
30% |
674 |
Soros 1987; Akerlof-Shiller 2009; Friston 2010 |
Panel Banque mondiale (1960-2024)
BRICS
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🔴 1.57 |
🔴 1.14 |
🔴 1.73 |
🟡 3.44 |
🟢 0.73 |
🔴 0.11 |
🔴 1.78 |
🟡 1.59 |
🔴 1.17 |
🔴 0.91 |
🟡 0.94 |
🔴 0.04 |
🟢 3.42 |
— — |
CY_GDP |
🔴 0.82 |
🔴 0.63 |
🔴 0.70 |
🟡 2.23 |
🔴 0.99 |
🔴 -0.42 |
🟢 1.14 |
🔴 2.90 |
🔴 0.18 |
🟢 1.58 |
🔴 0.25 |
🔴 0.03 |
🟡 0.61 |
— — |
CY_INF |
🟢 1.55 |
🟡 1.78 |
🔴 1.13 |
🟢 0.73 |
🔴 0.99 |
🔴 0.30 |
🟢 0.50 |
🔴 1.45 |
🔴 0.48 |
🟢 1.76 |
🟠 0.48 |
🟢 0.12 |
🟢 2.28 |
— — |
CY_INV |
🔴 1.42 |
🔴 0.51 |
🟢 2.32 |
🔴 8.41 |
🟠 0.91 |
🔴 0.49 |
🔴 2.00 |
🟢 0.85 |
🔴 0.86 |
🔴 0.77 |
🔴 0.70 |
🔴 0.08 |
🟢 2.91 |
— — |
CY_POP |
🟠 1.75 |
🟠 1.48 |
🔴 1.81 |
🔴 9.60 |
🟢 0.69 |
🔴 -0.81 |
🔴 2.00 |
🟢 1.19 |
🟢 1.46 |
🔴 0.61 |
🔴 0.88 |
🔴 0.02 |
🟢 3.51 |
— — |
CY_PRD |
🟠 1.69 |
🟢 2.59 |
🔴 1.63 |
🔴 14.28 |
🟢 0.73 |
🔴 -0.36 |
🟠 1.35 |
🔴 1.87 |
🟠 1.38 |
🔴 0.85 |
🔴 0.53 |
🟠 0.08 |
🟢 3.27 |
— — |
CY_TRD |
🔴 1.63 |
🟢 2.73 |
🔴 1.85 |
🔴 9.08 |
🔴 0.92 |
🔴 0.14 |
🔴 2.00 |
🟢 0.99 |
🔴 0.91 |
🔴 0.60 |
🟢 1.00 |
🔴 0.05 |
🟡 2.93 |
— — |
CY_UEM |
🔴 1.55 |
— — |
🔴 1.79 |
🔴 3.28 |
🔴 0.87 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.82 |
🔴 0.88 |
— — |
🟢 1.93 |
— — |
BRICS:ARE
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_GDP |
🔴 0.88 |
— — |
🔴 0.92 |
🟢 1.91 |
🔴 0.99 |
— — |
🟢 0.50 |
— — |
— — |
🟢 1.74 |
🔴 0.37 |
— — |
🟢 0.91 |
— — |
CY_POP |
🟢 2.11 |
🔴 0.75 |
🔴 1.58 |
🔴 4.34 |
🟢 0.43 |
🔴 0.21 |
🔴 2.00 |
🔴 1.99 |
🟢 1.67 |
🔴 0.83 |
🔴 0.39 |
🟢 0.13 |
🟢 3.45 |
— — |
CY_PRD |
🔴 1.35 |
— — |
🟡 2.38 |
🔴 3.94 |
🔴 0.92 |
— — |
🟠 1.53 |
— — |
— — |
🔴 0.93 |
🟠 0.85 |
— — |
🟡 2.86 |
— — |
CY_UEM |
🟠 1.74 |
— — |
🔴 1.20 |
🔴 3.12 |
🟡 0.84 |
— — |
🔴 2.00 |
— — |
— — |
🟡 1.29 |
🔴 0.30 |
— — |
🟢 1.55 |
— — |
BRICS:BRA
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🔴 1.27 |
— — |
🔴 1.13 |
🟠 2.99 |
🟢 0.82 |
🔴 -0.22 |
🔴 2.00 |
— — |
— — |
🟢 1.39 |
🔴 0.40 |
— — |
🟢 2.65 |
— — |
CY_GDP |
🔴 1.12 |
🔴 0.34 |
🔴 0.93 |
🔴 6.54 |
🔴 1.00 |
🔴 -0.83 |
🟠 1.71 |
🔴 1.96 |
🔴 0.27 |
🔴 0.96 |
🟠 0.44 |
🔴 0.03 |
🔴 0.57 |
— — |
CY_INF |
🟡 1.47 |
— — |
🔴 0.96 |
🟢 0.91 |
🔴 0.95 |
— — |
🟢 0.50 |
— — |
— — |
🟢 1.65 |
🟡 0.73 |
— — |
🟢 1.43 |
— — |
CY_INV |
🔴 1.18 |
🔴 0.65 |
🔴 1.45 |
🔴 4.11 |
🔴 0.97 |
🔴 -0.27 |
🔴 2.00 |
🟠 1.57 |
🔴 0.46 |
🔴 0.89 |
🔴 0.51 |
🔴 0.07 |
🔴 1.08 |
— — |
CY_POP |
🟢 2.12 |
🔴 0.67 |
🔴 1.78 |
🔴 6.18 |
🟢 -0.00 |
🔴 -1.00 |
🔴 2.00 |
🔴 1.97 |
🟢 2.01 |
🔴 0.70 |
🟡 1.00 |
🔴 -0.02 |
🟢 3.93 |
— — |
CY_PRD |
🟠 1.75 |
🟡 1.83 |
🔴 1.70 |
🔴 10.14 |
🟢 0.76 |
🔴 -0.13 |
🔴 2.00 |
🔴 2.01 |
🟢 1.54 |
🔴 0.75 |
🟠 0.91 |
🔴 0.04 |
🟢 3.70 |
— — |
CY_TRD |
🔴 1.33 |
🔴 0.50 |
🔴 1.63 |
🟡 2.59 |
🟠 0.91 |
🔴 0.61 |
🔴 2.00 |
🔴 1.89 |
🔴 0.68 |
🔴 0.97 |
🔴 0.73 |
🔴 0.07 |
🟢 2.48 |
— — |
CY_UEM |
🔴 1.85 |
— — |
🔴 2.01 |
🔴 3.53 |
🔴 0.89 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.68 |
🔴 0.33 |
— — |
🔴 1.31 |
— — |
BRICS:CHN
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🟠 1.76 |
— — |
🔴 1.76 |
🔴 4.84 |
🟢 0.80 |
— — |
🔴 1.85 |
— — |
— — |
🔴 0.81 |
🔴 0.88 |
— — |
🟢 2.92 |
— — |
CY_GDP |
🔴 0.77 |
🟢 2.15 |
🔴 0.90 |
🟠 2.77 |
🟡 0.94 |
🔴 -0.83 |
🟢 0.50 |
🔴 2.84 |
🔴 0.09 |
🟢 1.73 |
🔴 0.22 |
🔴 0.04 |
🟢 1.02 |
— — |
CY_INF |
🔴 0.74 |
— — |
🟢 2.20 |
🟡 1.63 |
🔴 0.98 |
— — |
🟢 1.02 |
— — |
— — |
🟢 1.39 |
🔴 0.42 |
— — |
🟢 1.54 |
— — |
CY_INV |
🔴 1.47 |
🟠 1.71 |
🟡 2.05 |
🔴 3.30 |
🟡 0.90 |
🔴 -0.15 |
🔴 1.84 |
🟢 0.10 |
🔴 0.51 |
🟠 1.12 |
🟠 0.76 |
🔴 0.04 |
🟢 2.39 |
— — |
CY_POP |
🟢 2.08 |
🔴 0.55 |
🔴 1.86 |
🔴 5.74 |
🟢 0.48 |
🟡 0.98 |
🔴 2.00 |
🔴 1.91 |
🟢 1.96 |
🔴 0.66 |
🟡 1.00 |
🔴 0.09 |
🟢 3.89 |
— — |
CY_PRD |
🟢 1.95 |
🔴 0.13 |
🔴 1.75 |
🟡 2.87 |
🟢 0.27 |
🟢 1.00 |
🔴 1.94 |
🔴 1.92 |
🟢 1.87 |
🔴 1.08 |
🟡 1.00 |
🔴 0.09 |
🟢 3.93 |
— — |
CY_TRD |
🟡 1.80 |
🟢 3.34 |
🔴 1.91 |
🔴 4.60 |
🔴 0.91 |
🔴 0.23 |
🔴 2.00 |
🟠 1.76 |
🔴 1.24 |
🔴 0.70 |
🟡 1.00 |
🔴 0.06 |
🟡 3.09 |
— — |
CY_UEM |
🟠 1.90 |
— — |
🔴 1.94 |
🔴 2.99 |
🟡 0.81 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.84 |
🟠 0.83 |
— — |
🟢 2.56 |
— — |
BRICS:EGY
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🟡 1.80 |
🔴 0.36 |
🟡 2.14 |
🟠 3.55 |
🟠 0.89 |
🔴 0.32 |
🔴 1.74 |
🟡 1.76 |
🟡 1.33 |
🔴 0.94 |
🔴 0.69 |
🔴 0.04 |
🔴 2.99 |
— — |
CY_GDP |
🔴 1.05 |
🟡 1.36 |
🔴 0.69 |
🔴 3.02 |
🔴 0.98 |
🔴 -0.89 |
🟢 1.27 |
🔴 2.78 |
🔴 0.18 |
🟡 1.21 |
🔴 0.31 |
🔴 0.03 |
🟡 0.67 |
— — |
CY_INF |
🔴 0.95 |
🔴 1.10 |
🔴 1.21 |
🟡 2.67 |
🔴 0.94 |
🔴 -0.37 |
🔴 2.00 |
🟡 1.25 |
🔴 0.43 |
🟠 1.15 |
🔴 0.22 |
🔴 0.05 |
🟢 1.23 |
— — |
CY_INV |
🔴 1.23 |
🟠 1.92 |
🔴 1.85 |
🔴 5.92 |
🟡 0.91 |
🔴 -0.92 |
🟠 1.46 |
🔴 1.95 |
🔴 0.96 |
🔴 0.89 |
🔴 0.50 |
🔴 0.02 |
🟡 2.34 |
— — |
CY_POP |
🟢 2.06 |
🔴 0.38 |
🔴 1.64 |
🟢 1.42 |
🟢 0.52 |
🔴 -0.88 |
🟢 1.09 |
🔴 2.01 |
🟢 1.58 |
🟢 1.53 |
🔴 0.59 |
🔴 0.04 |
🟢 3.61 |
— — |
CY_PRD |
🟢 1.99 |
🔴 0.40 |
🔴 1.76 |
🟠 4.52 |
🟢 0.38 |
🟠 0.85 |
🔴 2.00 |
🔴 1.84 |
🟢 1.81 |
🔴 0.64 |
🟡 1.00 |
🔴 0.05 |
🟢 3.78 |
— — |
CY_TRD |
🔴 1.44 |
🔴 0.88 |
🟡 2.17 |
🔴 3.94 |
🟢 0.84 |
🔴 -0.57 |
🔴 2.00 |
🔴 1.83 |
🔴 0.73 |
🔴 0.90 |
🔴 0.22 |
🔴 0.06 |
🟠 1.79 |
— — |
CY_UEM |
🟡 2.43 |
— — |
🔴 2.02 |
🔴 8.54 |
🔴 0.90 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.69 |
🔴 0.39 |
— — |
🔴 1.32 |
— — |
BRICS:ETH
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🔴 1.72 |
— — |
🔴 1.99 |
🔴 11.62 |
🟡 0.86 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.79 |
🔴 0.56 |
— — |
🟢 3.19 |
— — |
CY_GDP |
🔴 0.74 |
— — |
🔴 0.83 |
🔴 3.17 |
🔴 0.98 |
🔴 0.22 |
🔴 1.92 |
— — |
— — |
🟠 1.17 |
🟢 0.62 |
— — |
🟢 0.90 |
— — |
CY_INF |
🔴 0.99 |
— — |
🔴 0.45 |
🔴 4.90 |
🔴 0.98 |
— — |
🟡 1.41 |
— — |
— — |
🟠 1.16 |
🔴 0.29 |
— — |
🟢 0.70 |
— — |
CY_INV |
🟠 1.82 |
— — |
🟠 2.19 |
🔴 5.13 |
🟢 0.54 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.67 |
🔴 0.64 |
— — |
🟢 3.02 |
— — |
CY_POP |
🟢 2.06 |
🔴 0.15 |
🔴 1.73 |
🟠 4.40 |
🟢 0.09 |
🟡 0.97 |
🔴 2.00 |
🔴 1.91 |
🟢 1.91 |
🔴 0.73 |
🟡 1.00 |
🔴 0.03 |
🟢 3.88 |
— — |
CY_PRD |
🟡 1.85 |
🔴 0.94 |
🔴 1.72 |
🟢 2.49 |
🟢 0.75 |
🟢 0.94 |
🟢 0.50 |
🔴 2.04 |
🟢 1.77 |
🟡 1.23 |
🔴 0.59 |
🟢 0.15 |
🟢 3.84 |
— — |
CY_UEM |
🔴 1.73 |
— — |
🟠 2.27 |
🔴 5.10 |
🟢 0.80 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.65 |
🔴 0.43 |
— — |
🟡 1.86 |
— — |
BRICS:IDN
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_GDP |
🟢 1.23 |
🟢 1.77 |
🟢 1.23 |
🟢 2.00 |
🟡 0.94 |
🔴 -0.08 |
🟡 1.40 |
🔴 1.74 |
🔴 0.13 |
🟢 1.76 |
🟡 0.47 |
🔴 0.03 |
🟡 0.65 |
— — |
CY_INF |
🟢 1.36 |
🟢 1.80 |
🔴 0.57 |
🟢 0.90 |
🔴 0.98 |
🔴 -0.35 |
🟢 0.50 |
🟢 -8.95 |
🟡 -0.08 |
🟢 1.92 |
🟢 0.51 |
🔴 -0.04 |
🟢 1.26 |
— — |
CY_INV |
🔴 1.58 |
🔴 0.50 |
🔴 1.64 |
🔴 3.52 |
🔴 0.94 |
🔴 -0.48 |
🔴 1.98 |
🟡 1.65 |
🔴 1.11 |
🔴 0.86 |
🔴 0.69 |
🔴 0.04 |
🟢 3.01 |
— — |
CY_POP |
🟢 2.11 |
🔴 0.35 |
🔴 1.79 |
🔴 8.35 |
🟢 -0.00 |
🔴 0.27 |
🔴 2.00 |
🔴 1.98 |
🟢 2.05 |
🔴 0.41 |
🟡 1.00 |
🔴 0.03 |
🟢 3.87 |
— — |
CY_PRD |
🟡 1.79 |
🟡 1.81 |
🔴 1.73 |
🟡 3.83 |
🟢 0.49 |
🟠 0.85 |
🔴 2.00 |
🔴 1.81 |
🟢 1.75 |
🔴 0.83 |
🟡 1.00 |
🔴 0.06 |
🟢 3.83 |
— — |
CY_TRD |
🔴 1.29 |
🔴 0.74 |
🔴 0.91 |
🟠 3.05 |
🔴 0.98 |
🔴 0.01 |
🔴 1.67 |
🟡 0.94 |
🔴 0.61 |
🟢 1.30 |
🔴 0.38 |
🔴 0.03 |
🟢 2.15 |
— — |
CY_UEM |
🔴 1.77 |
— — |
🟠 2.39 |
🔴 2.75 |
🔴 0.89 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.73 |
🔴 0.54 |
— — |
🔴 1.85 |
— — |
BRICS:IND
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🟢 2.11 |
🟢 2.80 |
🔴 1.71 |
🔴 4.87 |
🟢 0.81 |
🔴 0.39 |
🔴 2.00 |
🟢 1.25 |
🟡 1.37 |
🔴 0.70 |
🔴 0.76 |
🟠 0.11 |
🟢 3.45 |
— — |
CY_GDP |
🔴 0.46 |
🟠 1.10 |
🔴 -0.29 |
🟠 2.33 |
🔴 0.99 |
🔴 -0.62 |
🔴 1.87 |
🔴 2.33 |
🔴 -0.07 |
🟢 1.36 |
🟢 0.44 |
🔴 0.03 |
🔴 0.03 |
— — |
CY_INF |
🟠 1.06 |
🟢 2.17 |
🔴 0.62 |
🟡 2.42 |
🔴 0.99 |
🔴 -0.79 |
🔴 2.00 |
🟡 -4.61 |
🔴 0.06 |
🟢 1.57 |
🔴 0.25 |
🔴 0.04 |
🟢 0.77 |
— — |
CY_INV |
🔴 1.40 |
🔴 0.29 |
🔴 1.63 |
🔴 3.59 |
🔴 0.97 |
🔴 0.47 |
🔴 2.00 |
🔴 2.01 |
🔴 0.89 |
🔴 0.72 |
🟠 0.82 |
🔴 0.08 |
🟠 2.38 |
— — |
CY_POP |
🟢 2.09 |
🔴 0.52 |
🔴 1.76 |
🔴 13.49 |
🟢 -0.00 |
🔴 0.08 |
🔴 2.00 |
🔴 1.97 |
🟢 2.00 |
🔴 0.63 |
🟡 1.00 |
🔴 0.02 |
🟢 3.83 |
— — |
CY_PRD |
🟡 1.84 |
🔴 0.59 |
🔴 1.69 |
🟡 3.33 |
🟢 0.54 |
🟢 1.00 |
🔴 2.00 |
🔴 1.89 |
🟢 1.68 |
🔴 1.06 |
🟡 1.00 |
🔴 0.07 |
🟢 3.94 |
— — |
CY_TRD |
🔴 1.65 |
🔴 0.68 |
🔴 1.89 |
🟡 4.10 |
🟡 0.87 |
🔴 0.71 |
🔴 2.00 |
🔴 1.93 |
🔴 1.26 |
🔴 0.58 |
🟡 1.00 |
🔴 0.06 |
🟢 3.61 |
— — |
CY_UEM |
🔴 1.65 |
— — |
🔴 1.92 |
🟢 1.00 |
🔴 0.93 |
— — |
🟡 0.50 |
— — |
— — |
🟡 1.44 |
🔴 0.33 |
— — |
🟢 1.85 |
— — |
BRICS:IRN
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🔴 1.49 |
— — |
🔴 1.60 |
🟠 3.71 |
🟠 0.91 |
— — |
🔴 1.61 |
— — |
— — |
🔴 0.98 |
🔴 0.61 |
— — |
🟢 3.17 |
— — |
CY_GDP |
🔴 0.81 |
🔴 0.73 |
🔴 1.11 |
🟠 2.90 |
🔴 1.00 |
🔴 -0.95 |
🟠 1.63 |
🔴 1.63 |
🔴 0.28 |
🟡 1.21 |
🟠 0.44 |
🔴 0.02 |
🟢 0.85 |
— — |
CY_INF |
🔴 0.95 |
🟢 2.78 |
🔴 1.57 |
🔴 3.01 |
🔴 0.96 |
🔴 0.11 |
🔴 1.74 |
🔴 1.93 |
🔴 0.35 |
🔴 1.00 |
🔴 0.47 |
🔴 0.07 |
🟡 1.21 |
— — |
CY_INV |
🟠 1.36 |
🔴 0.18 |
🔴 1.21 |
🔴 7.26 |
🔴 0.95 |
🔴 -0.84 |
🟠 1.61 |
🔴 1.53 |
🔴 0.42 |
🔴 0.90 |
🔴 0.38 |
🔴 0.05 |
🟢 1.09 |
— — |
CY_POP |
🟢 2.14 |
🔴 0.25 |
🔴 1.77 |
🔴 9.03 |
🟢 -0.00 |
🔴 -1.00 |
🔴 2.00 |
🔴 1.96 |
🟢 2.01 |
🔴 0.56 |
🟡 1.00 |
🔴 -0.01 |
🟢 3.87 |
— — |
CY_PRD |
🟡 1.91 |
🔴 1.12 |
🔴 1.78 |
🔴 4.93 |
🟢 0.74 |
🔴 -0.70 |
🔴 2.00 |
🔴 1.80 |
🟡 1.29 |
🔴 0.86 |
🔴 0.38 |
🔴 0.08 |
🟢 2.99 |
— — |
CY_TRD |
🟠 1.62 |
🔴 0.19 |
🟡 2.04 |
🟡 2.11 |
🟡 0.89 |
🔴 -0.75 |
🔴 1.73 |
🔴 1.80 |
🔴 0.88 |
🟡 1.22 |
🔴 0.44 |
🔴 0.06 |
🟢 2.07 |
— — |
CY_UEM |
🔴 1.54 |
— — |
🔴 1.90 |
🔴 3.35 |
🟢 0.80 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.86 |
🔴 0.27 |
— — |
🔴 0.96 |
— — |
BRICS:RUS
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_GDP |
🔴 0.94 |
— — |
🔴 1.36 |
🔴 2.55 |
🔴 0.96 |
— — |
🔴 2.00 |
— — |
— — |
🔴 1.02 |
🔴 0.42 |
— — |
🔴 0.56 |
— — |
CY_INF |
🔴 1.30 |
— — |
🔴 0.62 |
🟢 1.43 |
🔴 0.94 |
— — |
🟢 0.50 |
— — |
— — |
🟢 1.83 |
🟢 0.81 |
— — |
🟢 2.02 |
— — |
CY_INV |
🔴 1.38 |
— — |
🔴 1.44 |
🟢 1.34 |
🔴 0.96 |
— — |
🟢 1.04 |
— — |
— — |
🟡 1.25 |
🔴 0.34 |
— — |
🟢 1.48 |
— — |
CY_POP |
🟢 2.09 |
🔴 0.13 |
🔴 1.73 |
🟡 2.99 |
🟢 0.40 |
🔴 -0.81 |
🔴 1.54 |
🔴 2.00 |
🟢 1.88 |
🟠 1.09 |
🔴 0.88 |
🔴 -0.01 |
🟢 3.95 |
— — |
CY_PRD |
🟠 1.95 |
— — |
🟠 2.31 |
🔴 5.25 |
🟠 0.84 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.52 |
🟠 1.00 |
— — |
🟢 2.37 |
— — |
CY_TRD |
🔴 0.92 |
— — |
🔴 0.33 |
🟢 1.47 |
🟡 0.91 |
— — |
🟠 1.39 |
— — |
— — |
🟢 1.69 |
🟢 0.67 |
— — |
🟢 1.60 |
— — |
CY_UEM |
🔴 1.82 |
— — |
🟠 2.30 |
🟠 2.23 |
🟡 0.84 |
— — |
🔴 1.46 |
— — |
— — |
🔴 1.04 |
🔴 0.66 |
— — |
🟡 1.79 |
— — |
BRICS:ZAF
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🔴 1.39 |
— — |
🔴 2.11 |
🔴 8.83 |
🟡 0.89 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.36 |
🔴 0.90 |
— — |
🟢 3.10 |
— — |
CY_GDP |
🔴 0.88 |
🔴 0.85 |
🔴 0.98 |
🔴 4.03 |
🔴 0.98 |
🔴 -0.56 |
🔴 2.00 |
🟢 -20.87 |
🔴 0.17 |
🟠 1.16 |
🔴 0.34 |
🔴 0.04 |
🟠 0.46 |
— — |
CY_INF |
🔴 1.28 |
🔴 0.20 |
🟡 1.99 |
🔴 4.94 |
🔴 0.94 |
🔴 -0.45 |
🔴 2.00 |
🟡 1.63 |
🔴 0.89 |
🔴 0.76 |
🔴 0.53 |
🔴 0.05 |
🔴 2.12 |
— — |
CY_INV |
🔴 1.36 |
🔴 0.71 |
🔴 1.54 |
🔴 5.74 |
🔴 0.95 |
🔴 -0.38 |
🔴 2.00 |
🟡 1.69 |
🔴 0.85 |
🔴 0.89 |
🟠 0.81 |
🔴 0.06 |
🟠 2.36 |
— — |
CY_POP |
🟢 2.15 |
🟠 1.52 |
🔴 1.82 |
🔴 47.13 |
🟢 -0.00 |
🔴 0.64 |
🔴 2.00 |
🔴 1.97 |
🟢 2.00 |
🔴 0.38 |
🟡 1.00 |
🔴 0.04 |
🟢 3.83 |
— — |
CY_PRD |
🟢 1.94 |
🔴 0.84 |
🔴 1.83 |
🔴 17.03 |
🟢 0.81 |
🟠 0.72 |
🔴 2.00 |
🔴 1.75 |
🟢 1.47 |
🔴 0.63 |
🔴 0.58 |
🟡 0.11 |
🟢 3.12 |
— — |
CY_TRD |
🔴 1.30 |
🔴 0.78 |
🔴 1.78 |
🔴 3.64 |
🟡 0.89 |
🟠 0.75 |
🔴 2.00 |
🟢 1.19 |
🔴 0.69 |
🔴 0.92 |
🔴 0.48 |
🔴 0.07 |
🟢 2.06 |
— — |
CY_UEM |
🟠 2.01 |
— — |
🔴 1.91 |
🟡 1.56 |
🔴 0.91 |
— — |
🔴 1.88 |
— — |
— — |
🔴 1.07 |
🔴 0.94 |
— — |
🟢 2.70 |
— — |
G20
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🟠 1.77 |
🔴 0.95 |
🔴 1.67 |
🔴 8.94 |
🟢 0.79 |
🔴 -0.41 |
🔴 2.00 |
🟠 1.70 |
🟠 1.31 |
🔴 0.48 |
🟡 0.97 |
🔴 0.08 |
🟢 3.57 |
— — |
CY_GDP |
🔴 0.67 |
🔴 0.58 |
🟡 0.82 |
🔴 2.93 |
🔴 1.00 |
🔴 -0.33 |
🟡 1.38 |
🔴 3.77 |
🔴 -0.05 |
🟢 1.33 |
🟡 0.44 |
🔴 0.02 |
🟢 0.55 |
— — |
CY_INF |
🟡 1.42 |
🔴 0.99 |
🔴 1.25 |
🟢 0.95 |
🟢 0.87 |
🔴 0.44 |
🟢 0.50 |
🔴 1.46 |
🔴 0.44 |
🟢 1.73 |
🟡 0.51 |
🟢 0.18 |
🟢 1.73 |
— — |
CY_INV |
🔴 1.31 |
🔴 0.48 |
🟡 2.03 |
🔴 3.64 |
🟢 0.87 |
🔴 0.15 |
🔴 2.00 |
🟢 1.27 |
🔴 0.60 |
🔴 0.92 |
🔴 0.20 |
🔴 0.05 |
🟢 1.68 |
— — |
CY_POP |
🟢 2.03 |
🔴 0.25 |
🔴 1.64 |
🟢 2.48 |
🟢 0.57 |
🔴 -1.00 |
🔴 2.00 |
🔴 1.79 |
🟢 1.66 |
🔴 0.87 |
🟢 1.00 |
🔴 0.01 |
🟢 3.83 |
— — |
CY_PRD |
🟢 2.11 |
🔴 1.02 |
🔴 1.70 |
🔴 5.55 |
🟢 0.50 |
🔴 -0.62 |
🔴 2.00 |
🔴 1.81 |
🟢 1.62 |
🔴 0.60 |
🟡 1.00 |
🔴 0.02 |
🟢 3.73 |
— — |
CY_TRD |
🔴 1.44 |
🔴 1.35 |
🔴 1.67 |
🔴 15.41 |
🟠 0.90 |
🔴 0.33 |
🔴 2.00 |
🟡 1.60 |
🔴 1.03 |
🔴 0.57 |
🟠 0.88 |
🔴 0.08 |
🟢 3.21 |
— — |
CY_UEM |
🔴 0.76 |
— — |
🔴 1.83 |
🟢 1.54 |
🟢 0.71 |
— — |
🔴 1.58 |
— — |
— — |
🔴 0.97 |
🔴 0.47 |
— — |
🟢 1.32 |
— — |
G20:ARG
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🔴 1.29 |
🔴 1.22 |
🔴 1.19 |
🟡 2.24 |
🔴 0.95 |
🔴 -0.53 |
🔴 2.00 |
🟢 -0.67 |
🔴 0.47 |
🟢 1.40 |
🔴 0.34 |
🔴 0.06 |
🟢 2.02 |
— — |
CY_GDP |
🔴 0.67 |
🔴 0.23 |
🔴 -0.38 |
🔴 6.16 |
🔴 0.99 |
🔴 0.56 |
🔴 2.00 |
🔴 -1.66 |
🔴 0.06 |
🔴 0.76 |
🔴 0.16 |
🟡 0.06 |
🔴 0.24 |
— — |
CY_INV |
🔴 1.25 |
🔴 0.48 |
🔴 1.52 |
🟠 2.64 |
🟠 0.92 |
🔴 -0.55 |
🟠 1.47 |
🔴 1.79 |
🔴 0.59 |
🟠 1.13 |
🟠 0.66 |
🔴 0.04 |
🔴 1.68 |
— — |
CY_POP |
🟢 2.17 |
🔴 0.40 |
🔴 1.74 |
🟡 3.02 |
🟢 -0.00 |
🔴 -1.00 |
🔴 2.00 |
🔴 1.99 |
🟢 1.90 |
🔴 0.82 |
🟡 1.00 |
🔴 -0.03 |
🟢 3.94 |
— — |
CY_PRD |
🔴 1.58 |
🔴 0.92 |
🔴 1.69 |
🔴 10.20 |
🔴 0.94 |
🔴 0.59 |
🔴 2.00 |
🔴 2.18 |
🔴 0.97 |
🔴 0.69 |
🔴 0.82 |
🔴 0.07 |
🟢 2.97 |
— — |
CY_TRD |
🔴 1.43 |
🔴 1.43 |
🔴 1.85 |
🟠 3.13 |
🔴 0.98 |
🔴 0.46 |
🔴 2.00 |
🟢 1.02 |
🔴 0.91 |
🔴 0.76 |
🟠 0.91 |
🔴 0.07 |
🟢 3.12 |
— — |
CY_UEM |
🔴 1.55 |
— — |
🔴 2.13 |
🔴 2.97 |
🟡 0.86 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.88 |
🔴 0.77 |
— — |
🟡 1.67 |
— — |
G20:AUS
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🟢 1.95 |
🟡 1.88 |
🔴 1.87 |
🔴 7.06 |
🟢 0.73 |
🔴 0.53 |
🔴 2.00 |
🟠 1.72 |
🟢 1.73 |
🔴 0.40 |
🟡 1.00 |
🔴 0.06 |
🟢 3.70 |
— — |
CY_GDP |
🔴 0.63 |
🔴 0.69 |
🔴 0.43 |
🔴 4.10 |
🔴 0.96 |
🔴 -0.89 |
🟢 1.32 |
🟡 -0.22 |
🔴 0.10 |
🟠 1.20 |
🔴 0.28 |
🔴 0.02 |
🟠 0.35 |
— — |
CY_INF |
🔴 1.24 |
🔴 1.08 |
🟡 1.91 |
🟠 2.47 |
🔴 0.96 |
🔴 -0.70 |
🔴 1.88 |
🔴 1.85 |
🔴 0.76 |
🟡 1.15 |
🔴 0.60 |
🔴 0.07 |
🟡 2.02 |
— — |
CY_INV |
🔴 1.15 |
🔴 0.88 |
🔴 1.59 |
🔴 8.53 |
🔴 0.96 |
🔴 -0.82 |
🔴 1.62 |
🟡 1.48 |
🔴 0.61 |
🔴 0.85 |
🟠 0.69 |
🔴 0.02 |
🟢 1.91 |
— — |
CY_POP |
🟢 2.16 |
🔴 1.07 |
🔴 1.50 |
🟡 2.79 |
🟢 0.56 |
🔴 0.05 |
🟢 0.50 |
🔴 1.91 |
🟢 1.67 |
🟢 1.25 |
🔴 0.52 |
🟢 0.11 |
🟢 3.90 |
— — |
CY_PRD |
🟢 2.09 |
🔴 0.47 |
🔴 1.81 |
🔴 16.45 |
🟢 0.47 |
🔴 0.56 |
🔴 2.00 |
🔴 1.97 |
🟢 1.86 |
🔴 0.49 |
🟡 0.97 |
🔴 0.01 |
🟢 3.80 |
— — |
CY_TRD |
🔴 1.15 |
🔴 0.93 |
🔴 1.66 |
🔴 7.28 |
🔴 0.94 |
🔴 0.01 |
🔴 2.00 |
🟠 1.55 |
🔴 0.80 |
🔴 0.49 |
🟡 1.00 |
🔴 0.04 |
🟢 3.11 |
— — |
CY_UEM |
🔴 1.56 |
— — |
🔴 2.08 |
🔴 3.20 |
🟢 0.81 |
— — |
🟠 1.31 |
— — |
— — |
🔴 1.04 |
🔴 0.65 |
— — |
🟢 2.03 |
— — |
G20:BRA
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🔴 1.27 |
— — |
🔴 1.13 |
🟠 2.99 |
🟢 0.82 |
🔴 -0.22 |
🔴 2.00 |
— — |
— — |
🟢 1.39 |
🔴 0.40 |
— — |
🟢 2.65 |
— — |
CY_GDP |
🔴 1.12 |
🔴 0.34 |
🔴 0.93 |
🔴 6.54 |
🔴 1.00 |
🔴 -0.83 |
🟠 1.71 |
🔴 1.96 |
🔴 0.27 |
🔴 0.96 |
🟠 0.44 |
🔴 0.03 |
🔴 0.57 |
— — |
CY_INF |
🟡 1.47 |
— — |
🔴 0.96 |
🟢 0.91 |
🔴 0.95 |
— — |
🟢 0.50 |
— — |
— — |
🟢 1.65 |
🟡 0.73 |
— — |
🟢 1.43 |
— — |
CY_INV |
🔴 1.18 |
🔴 0.65 |
🔴 1.45 |
🔴 4.11 |
🔴 0.97 |
🔴 -0.27 |
🔴 2.00 |
🟠 1.57 |
🔴 0.46 |
🔴 0.89 |
🔴 0.51 |
🔴 0.07 |
🔴 1.08 |
— — |
CY_POP |
🟢 2.12 |
🔴 0.67 |
🔴 1.78 |
🔴 6.18 |
🟢 -0.00 |
🔴 -1.00 |
🔴 2.00 |
🔴 1.97 |
🟢 2.01 |
🔴 0.70 |
🟡 1.00 |
🔴 -0.02 |
🟢 3.93 |
— — |
CY_PRD |
🟠 1.75 |
🟡 1.83 |
🔴 1.70 |
🔴 10.14 |
🟢 0.76 |
🔴 -0.13 |
🔴 2.00 |
🔴 2.01 |
🟢 1.54 |
🔴 0.75 |
🟠 0.91 |
🔴 0.04 |
🟢 3.70 |
— — |
CY_TRD |
🔴 1.33 |
🔴 0.50 |
🔴 1.63 |
🟡 2.59 |
🟠 0.91 |
🔴 0.61 |
🔴 2.00 |
🔴 1.89 |
🔴 0.68 |
🔴 0.97 |
🔴 0.73 |
🔴 0.07 |
🟢 2.48 |
— — |
CY_UEM |
🔴 1.85 |
— — |
🔴 2.01 |
🔴 3.53 |
🔴 0.89 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.68 |
🔴 0.33 |
— — |
🔴 1.31 |
— — |
G20:CAN
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🟢 2.32 |
— — |
🔴 1.81 |
🔴 4.51 |
🟢 0.69 |
— — |
🔴 1.69 |
— — |
— — |
🔴 0.86 |
🔴 0.88 |
— — |
🟢 3.16 |
— — |
CY_GDP |
🔴 0.78 |
🔴 0.69 |
🟢 1.10 |
🟡 2.50 |
🔴 0.99 |
🔴 -0.50 |
🟢 1.39 |
🔴 5.60 |
🔴 0.03 |
🟢 1.32 |
🟡 0.41 |
🔴 0.04 |
🔴 0.22 |
— — |
CY_INF |
🔴 1.32 |
🔴 0.52 |
🔴 1.76 |
🟢 2.01 |
🔴 0.97 |
🔴 -0.61 |
🟡 1.35 |
🔴 1.67 |
🔴 0.79 |
🟡 1.19 |
🟠 0.69 |
🟠 0.09 |
🟡 2.20 |
— — |
CY_INV |
🔴 1.32 |
🔴 0.30 |
🔴 1.40 |
🔴 4.90 |
🟡 0.92 |
🔴 -0.29 |
🔴 2.00 |
🟡 1.03 |
🔴 0.58 |
🔴 0.84 |
🔴 0.19 |
🔴 0.07 |
🟡 1.66 |
— — |
CY_POP |
🟢 2.15 |
🟠 1.67 |
🔴 1.64 |
🟠 3.59 |
🟢 0.22 |
🔴 0.35 |
🔴 2.00 |
🔴 2.06 |
🟢 1.58 |
🔴 0.96 |
🟡 1.00 |
🔴 0.01 |
🟢 3.84 |
— — |
CY_PRD |
🟢 1.96 |
🔴 0.11 |
🔴 1.83 |
🔴 6.53 |
🟢 0.54 |
🔴 0.03 |
🔴 2.00 |
🟠 1.73 |
🟢 1.60 |
🔴 0.56 |
🟠 0.91 |
🔴 0.00 |
🟢 3.69 |
— — |
CY_TRD |
🔴 1.50 |
🔴 0.26 |
🔴 1.68 |
🔴 8.89 |
🟠 0.92 |
🔴 -0.12 |
🔴 2.00 |
🔴 2.03 |
🟡 1.24 |
🔴 0.66 |
🟢 1.00 |
🔴 0.04 |
🟢 3.11 |
— — |
CY_UEM |
🔴 1.01 |
— — |
🔴 1.83 |
🔴 3.55 |
🟢 0.84 |
— — |
🔴 1.60 |
— — |
— — |
🔴 0.95 |
🔴 0.43 |
— — |
🟢 1.53 |
— — |
G20:CHN
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🟠 1.76 |
— — |
🔴 1.76 |
🔴 4.84 |
🟢 0.80 |
— — |
🔴 1.85 |
— — |
— — |
🔴 0.81 |
🔴 0.88 |
— — |
🟢 2.92 |
— — |
CY_GDP |
🔴 0.77 |
🟢 2.15 |
🔴 0.90 |
🟠 2.77 |
🟡 0.94 |
🔴 -0.83 |
🟢 0.50 |
🔴 2.84 |
🔴 0.09 |
🟢 1.73 |
🔴 0.22 |
🔴 0.04 |
🟢 1.02 |
— — |
CY_INF |
🔴 0.74 |
— — |
🟢 2.20 |
🟡 1.63 |
🔴 0.98 |
— — |
🟢 1.02 |
— — |
— — |
🟢 1.39 |
🔴 0.42 |
— — |
🟢 1.54 |
— — |
CY_INV |
🔴 1.47 |
🟠 1.71 |
🟡 2.05 |
🔴 3.30 |
🟡 0.90 |
🔴 -0.15 |
🔴 1.84 |
🟢 0.10 |
🔴 0.51 |
🟠 1.12 |
🟠 0.76 |
🔴 0.04 |
🟢 2.39 |
— — |
CY_POP |
🟢 2.08 |
🔴 0.55 |
🔴 1.86 |
🔴 5.74 |
🟢 0.48 |
🟡 0.98 |
🔴 2.00 |
🔴 1.91 |
🟢 1.96 |
🔴 0.66 |
🟡 1.00 |
🔴 0.09 |
🟢 3.89 |
— — |
CY_PRD |
🟢 1.95 |
🔴 0.13 |
🔴 1.75 |
🟡 2.87 |
🟢 0.27 |
🟢 1.00 |
🔴 1.94 |
🔴 1.92 |
🟢 1.87 |
🔴 1.08 |
🟡 1.00 |
🔴 0.09 |
🟢 3.93 |
— — |
CY_TRD |
🟡 1.80 |
🟢 3.34 |
🔴 1.91 |
🔴 4.60 |
🔴 0.91 |
🔴 0.23 |
🔴 2.00 |
🟠 1.76 |
🔴 1.24 |
🔴 0.70 |
🟡 1.00 |
🔴 0.06 |
🟡 3.09 |
— — |
CY_UEM |
🟠 1.90 |
— — |
🔴 1.94 |
🔴 2.99 |
🟡 0.81 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.84 |
🟠 0.83 |
— — |
🟢 2.56 |
— — |
G20:DEU
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_GDP |
🔴 0.68 |
🔴 0.64 |
🔴 0.43 |
🔴 2.86 |
🟢 0.90 |
🔴 0.12 |
🔴 2.00 |
🔴 3.45 |
🔴 -0.03 |
🟡 1.25 |
🟡 0.47 |
🔴 0.03 |
🟢 0.47 |
— — |
CY_INF |
🔴 1.19 |
🔴 0.70 |
🟡 1.85 |
🔴 4.06 |
🟡 0.90 |
🔴 -0.59 |
🔴 1.61 |
🔴 1.49 |
🔴 0.42 |
🔴 0.96 |
🔴 0.51 |
🔴 0.05 |
🟠 1.38 |
— — |
CY_INV |
🔴 1.46 |
— — |
🔴 1.61 |
🟠 2.62 |
🔴 0.95 |
— — |
🔴 1.77 |
— — |
— — |
🟡 1.17 |
🟡 0.86 |
— — |
🟢 2.46 |
— — |
CY_POP |
🟢 2.15 |
🔴 1.41 |
🔴 1.41 |
🟡 2.34 |
🟢 -0.00 |
🔴 0.02 |
🟢 0.50 |
🔴 2.07 |
🟢 1.41 |
🟢 1.50 |
🟢 1.00 |
🔴 0.00 |
🟢 3.92 |
— — |
CY_PRD |
🟢 2.03 |
🔴 0.85 |
🔴 1.81 |
🔴 12.90 |
🟢 0.56 |
🔴 -0.83 |
🔴 2.00 |
🟡 1.68 |
🟢 1.69 |
🔴 0.55 |
🟡 0.97 |
🔴 0.00 |
🟢 3.64 |
— — |
CY_TRD |
🔴 1.49 |
— — |
🔴 2.00 |
🔴 10.22 |
🟡 0.87 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.44 |
🟡 1.00 |
— — |
🟢 3.14 |
— — |
CY_UEM |
🟡 2.17 |
— — |
🟢 2.88 |
🔴 8.19 |
🟡 0.80 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.50 |
🔴 0.83 |
— — |
🔴 1.99 |
— — |
G20:FRA
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_GDP |
🔴 0.71 |
🟡 1.37 |
🔴 0.46 |
🔴 3.61 |
🔴 0.98 |
🔴 -0.14 |
🔴 2.00 |
🔴 3.52 |
🔴 -0.02 |
🟢 1.47 |
🟡 0.56 |
🔴 0.04 |
🟢 1.60 |
— — |
CY_INF |
🔴 1.40 |
🔴 0.60 |
🔴 1.83 |
🟠 3.04 |
🟠 0.92 |
🔴 -0.45 |
🟠 1.46 |
🟠 1.66 |
🔴 0.95 |
🟠 1.14 |
🟡 0.91 |
🔴 0.06 |
🟠 2.42 |
— — |
CY_INV |
🔴 1.33 |
🔴 0.18 |
🔴 1.71 |
🔴 8.35 |
🔴 0.95 |
🔴 -0.76 |
🔴 2.00 |
🟢 1.43 |
🔴 0.82 |
🔴 0.73 |
🔴 0.78 |
🔴 0.05 |
🟠 2.46 |
— — |
CY_POP |
🟢 2.27 |
🟠 1.96 |
🔴 1.67 |
🟢 1.70 |
🟢 0.24 |
🔴 -0.41 |
🟡 1.38 |
🔴 2.02 |
🟢 1.59 |
🟢 1.26 |
🟡 1.00 |
🔴 0.00 |
🟢 3.88 |
— — |
CY_PRD |
🟢 1.99 |
🔴 0.10 |
🔴 1.75 |
🔴 5.74 |
🟢 0.40 |
🔴 -0.74 |
🔴 2.00 |
🟡 1.47 |
🟢 1.67 |
🔴 0.61 |
🟡 1.00 |
🔴 -0.01 |
🟢 3.81 |
— — |
CY_TRD |
🔴 1.52 |
🟠 1.54 |
🔴 1.85 |
🔴 11.45 |
🟢 0.84 |
🔴 0.16 |
🔴 2.00 |
🟢 1.17 |
🔴 0.96 |
🔴 0.74 |
🔴 0.85 |
🔴 0.05 |
🟢 3.09 |
— — |
CY_UEM |
🔴 1.50 |
— — |
🟠 2.36 |
🔴 4.99 |
🔴 0.89 |
— — |
🔴 1.74 |
— — |
— — |
🔴 0.79 |
🔴 0.42 |
— — |
🟠 1.56 |
— — |
G20:GBR
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🟡 1.79 |
🟠 1.78 |
🟡 2.06 |
🔴 4.90 |
🟢 0.79 |
🔴 0.04 |
🔴 2.00 |
🟢 1.60 |
🟡 1.39 |
🔴 0.51 |
🟠 0.91 |
🔴 0.09 |
🟢 3.44 |
— — |
CY_GDP |
🔴 0.65 |
🟡 1.71 |
🔴 -0.06 |
🟡 2.15 |
🔴 0.99 |
🔴 -0.11 |
🟢 1.28 |
🔴 3.80 |
🔴 -0.09 |
🟢 1.62 |
🔴 0.16 |
🔴 0.05 |
🟡 0.47 |
— — |
CY_INF |
🔴 1.26 |
🔴 0.84 |
🔴 1.58 |
🟢 1.22 |
🟡 0.92 |
🔴 -0.64 |
🟡 1.28 |
🔴 2.04 |
🔴 0.70 |
🟢 1.49 |
🟡 0.75 |
🔴 0.04 |
🟡 2.19 |
— — |
CY_INV |
🔴 1.26 |
— — |
🔴 1.88 |
🔴 4.68 |
🔴 0.97 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.87 |
🟡 0.89 |
— — |
🟢 2.46 |
— — |
CY_POP |
🟢 2.06 |
🔴 0.14 |
🔴 1.94 |
🟡 3.77 |
🟢 0.46 |
🟡 0.94 |
🔴 2.00 |
🔴 1.98 |
🟢 1.77 |
🔴 0.75 |
🟡 0.91 |
🔴 0.08 |
🟢 3.71 |
— — |
CY_PRD |
🟢 1.96 |
🔴 0.49 |
🔴 1.80 |
🔴 22.31 |
🟢 0.51 |
🔴 0.23 |
🔴 2.00 |
🟢 1.41 |
🟢 1.54 |
🔴 0.39 |
🟡 0.97 |
🔴 0.02 |
🟢 3.77 |
— — |
CY_TRD |
🔴 1.17 |
— — |
🔴 1.70 |
🔴 4.50 |
🔴 0.94 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.87 |
🔴 0.50 |
— — |
🟢 1.69 |
— — |
CY_UEM |
🔴 1.35 |
— — |
🔴 2.16 |
🔴 3.41 |
🟡 0.83 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.74 |
🔴 0.39 |
— — |
🟢 1.87 |
— — |
G20:IDN
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_GDP |
🟢 1.23 |
🟢 1.77 |
🟢 1.23 |
🟢 2.00 |
🟡 0.94 |
🔴 -0.08 |
🟡 1.40 |
🔴 1.74 |
🔴 0.13 |
🟢 1.76 |
🟡 0.47 |
🔴 0.03 |
🟡 0.65 |
— — |
CY_INF |
🟢 1.36 |
🟢 1.80 |
🔴 0.57 |
🟢 0.90 |
🔴 0.98 |
🔴 -0.35 |
🟢 0.50 |
🟢 -8.95 |
🟡 -0.08 |
🟢 1.92 |
🟢 0.51 |
🔴 -0.04 |
🟢 1.26 |
— — |
CY_INV |
🔴 1.58 |
🔴 0.50 |
🔴 1.64 |
🔴 3.52 |
🔴 0.94 |
🔴 -0.48 |
🔴 1.98 |
🟡 1.65 |
🔴 1.11 |
🔴 0.86 |
🔴 0.69 |
🔴 0.04 |
🟢 3.01 |
— — |
CY_POP |
🟢 2.11 |
🔴 0.35 |
🔴 1.79 |
🔴 8.35 |
🟢 -0.00 |
🔴 0.27 |
🔴 2.00 |
🔴 1.98 |
🟢 2.05 |
🔴 0.41 |
🟡 1.00 |
🔴 0.03 |
🟢 3.87 |
— — |
CY_PRD |
🟡 1.79 |
🟡 1.81 |
🔴 1.73 |
🟡 3.83 |
🟢 0.49 |
🟠 0.85 |
🔴 2.00 |
🔴 1.81 |
🟢 1.75 |
🔴 0.83 |
🟡 1.00 |
🔴 0.06 |
🟢 3.83 |
— — |
CY_TRD |
🔴 1.29 |
🔴 0.74 |
🔴 0.91 |
🟠 3.05 |
🔴 0.98 |
🔴 0.01 |
🔴 1.67 |
🟡 0.94 |
🔴 0.61 |
🟢 1.30 |
🔴 0.38 |
🔴 0.03 |
🟢 2.15 |
— — |
CY_UEM |
🔴 1.77 |
— — |
🟠 2.39 |
🔴 2.75 |
🔴 0.89 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.73 |
🔴 0.54 |
— — |
🔴 1.85 |
— — |
G20:IND
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🟢 2.11 |
🟢 2.80 |
🔴 1.71 |
🔴 4.87 |
🟢 0.81 |
🔴 0.39 |
🔴 2.00 |
🟢 1.25 |
🟡 1.37 |
🔴 0.70 |
🔴 0.76 |
🟠 0.11 |
🟢 3.45 |
— — |
CY_GDP |
🔴 0.46 |
🟠 1.10 |
🔴 -0.29 |
🟠 2.33 |
🔴 0.99 |
🔴 -0.62 |
🔴 1.87 |
🔴 2.33 |
🔴 -0.07 |
🟢 1.36 |
🟢 0.44 |
🔴 0.03 |
🔴 0.03 |
— — |
CY_INF |
🟠 1.06 |
🟢 2.17 |
🔴 0.62 |
🟡 2.42 |
🔴 0.99 |
🔴 -0.79 |
🔴 2.00 |
🟡 -4.61 |
🔴 0.06 |
🟢 1.57 |
🔴 0.25 |
🔴 0.04 |
🟢 0.77 |
— — |
CY_INV |
🔴 1.40 |
🔴 0.29 |
🔴 1.63 |
🔴 3.59 |
🔴 0.97 |
🔴 0.47 |
🔴 2.00 |
🔴 2.01 |
🔴 0.89 |
🔴 0.72 |
🟠 0.82 |
🔴 0.08 |
🟠 2.38 |
— — |
CY_POP |
🟢 2.09 |
🔴 0.52 |
🔴 1.76 |
🔴 13.49 |
🟢 -0.00 |
🔴 0.08 |
🔴 2.00 |
🔴 1.97 |
🟢 2.00 |
🔴 0.63 |
🟡 1.00 |
🔴 0.02 |
🟢 3.83 |
— — |
CY_PRD |
🟡 1.84 |
🔴 0.59 |
🔴 1.69 |
🟡 3.33 |
🟢 0.54 |
🟢 1.00 |
🔴 2.00 |
🔴 1.89 |
🟢 1.68 |
🔴 1.06 |
🟡 1.00 |
🔴 0.07 |
🟢 3.94 |
— — |
CY_TRD |
🔴 1.65 |
🔴 0.68 |
🔴 1.89 |
🟡 4.10 |
🟡 0.87 |
🔴 0.71 |
🔴 2.00 |
🔴 1.93 |
🔴 1.26 |
🔴 0.58 |
🟡 1.00 |
🔴 0.06 |
🟢 3.61 |
— — |
CY_UEM |
🔴 1.65 |
— — |
🔴 1.92 |
🟢 1.00 |
🔴 0.93 |
— — |
🟡 0.50 |
— — |
— — |
🟡 1.44 |
🔴 0.33 |
— — |
🟢 1.85 |
— — |
G20:ITA
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_GDP |
🔴 0.61 |
🟠 1.25 |
🔴 0.43 |
🔴 2.96 |
🟢 0.90 |
🔴 -0.12 |
🟡 1.45 |
🔴 3.81 |
🟠 -0.06 |
🟢 1.33 |
🟢 0.62 |
🔴 0.04 |
🟢 1.18 |
— — |
CY_INF |
🔴 1.34 |
🔴 1.79 |
🟠 2.02 |
🔴 3.77 |
🔴 0.94 |
🔴 -0.67 |
🟡 1.18 |
🟠 1.73 |
🔴 0.92 |
🟡 1.16 |
🔴 0.66 |
🔴 0.05 |
🟠 2.43 |
— — |
CY_INV |
🔴 1.05 |
— — |
🔴 1.49 |
🔴 5.16 |
🔴 0.96 |
— — |
🔴 1.86 |
— — |
— — |
🔴 1.03 |
🟡 0.71 |
— — |
🟡 1.85 |
— — |
CY_POP |
🟢 2.17 |
🟠 1.90 |
🔴 1.66 |
🟢 1.84 |
🟢 0.46 |
🔴 -0.09 |
🟢 0.50 |
🔴 2.03 |
🟢 1.73 |
🟡 1.21 |
🟠 0.85 |
🔴 0.03 |
🟢 3.90 |
— — |
CY_PRD |
🟢 2.05 |
🔴 0.13 |
🔴 1.72 |
🔴 4.63 |
🟢 0.49 |
🔴 -0.97 |
🔴 2.00 |
🟡 1.45 |
🟢 1.58 |
🔴 0.65 |
🟡 0.97 |
🔴 0.00 |
🟢 3.79 |
— — |
CY_TRD |
🔴 1.46 |
— — |
🔴 1.78 |
🔴 3.54 |
🔴 0.93 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.91 |
🟡 0.93 |
— — |
🟢 2.41 |
— — |
CY_UEM |
🟡 2.10 |
— — |
🔴 1.46 |
🔴 4.71 |
🟢 0.76 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.59 |
🔴 0.21 |
— — |
🟡 1.61 |
— — |
G20:JPN
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🟠 1.85 |
— — |
🔴 1.68 |
🔴 8.27 |
🟢 0.85 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.68 |
🔴 0.63 |
— — |
🟢 2.90 |
— — |
CY_GDP |
🔴 0.82 |
🟠 1.32 |
🔴 0.85 |
🟡 2.46 |
🔴 0.98 |
🔴 -0.63 |
🟡 1.43 |
🟢 -0.87 |
🔴 0.16 |
🟠 1.10 |
🟢 0.84 |
🔴 0.02 |
🟢 1.57 |
— — |
CY_INF |
🔴 1.18 |
🔴 1.23 |
🔴 1.53 |
🟢 1.82 |
🟡 0.92 |
🔴 -0.62 |
🔴 2.00 |
🔴 1.90 |
🔴 0.45 |
🟢 1.69 |
🟢 0.79 |
🔴 0.06 |
🟢 2.51 |
— — |
CY_INV |
🔴 1.73 |
— — |
🔴 1.63 |
🟡 2.63 |
🟠 0.89 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.83 |
🟡 0.96 |
— — |
🟢 3.05 |
— — |
CY_POP |
🟢 2.12 |
🔴 0.73 |
🔴 1.74 |
🔴 8.22 |
🟢 -0.00 |
🔴 0.49 |
🔴 2.00 |
🔴 1.91 |
🟢 1.82 |
🔴 0.68 |
🟡 1.00 |
🔴 -0.01 |
🟢 3.78 |
— — |
CY_PRD |
🟢 2.10 |
🔴 0.27 |
🔴 1.76 |
🟠 3.60 |
🟢 0.57 |
🔴 -0.93 |
🔴 2.00 |
🔴 1.91 |
🟢 1.73 |
🔴 0.62 |
🟡 0.97 |
🔴 0.01 |
🟢 3.83 |
— — |
CY_TRD |
🔴 1.41 |
— — |
🔴 1.61 |
🟠 3.02 |
🟠 0.91 |
— — |
🔴 2.00 |
— — |
— — |
🟠 1.02 |
🔴 0.64 |
— — |
🟢 2.26 |
— — |
CY_UEM |
🔴 1.26 |
— — |
🟢 3.02 |
🔴 4.02 |
🟢 0.73 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.51 |
🔴 0.32 |
— — |
🔴 1.88 |
— — |
G20:KOR
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🟢 2.11 |
🟡 1.86 |
🔴 1.79 |
🟡 4.00 |
🟢 0.84 |
🔴 0.68 |
🔴 2.00 |
🟢 1.51 |
🟢 1.45 |
🔴 0.57 |
🟠 0.91 |
🔴 0.05 |
🟢 3.73 |
— — |
CY_GDP |
🔴 0.72 |
🔴 0.85 |
🔴 0.70 |
🔴 4.69 |
🔴 0.99 |
🔴 -0.12 |
🔴 2.00 |
🟠 0.27 |
🔴 0.15 |
🔴 0.93 |
🟡 0.69 |
🔴 0.04 |
🟢 0.95 |
— — |
CY_INF |
🔴 1.03 |
🔴 0.48 |
🔴 1.36 |
🟢 1.57 |
🔴 0.96 |
🔴 -0.73 |
🔴 1.68 |
🟡 1.20 |
🔴 0.20 |
🟢 1.28 |
🟢 0.75 |
🔴 0.04 |
🟢 2.25 |
— — |
CY_INV |
🔴 1.50 |
🔴 0.22 |
🔴 1.65 |
🟠 2.26 |
🟡 0.90 |
🔴 -0.65 |
🟢 0.50 |
🔴 1.78 |
🔴 0.81 |
🟡 1.26 |
🔴 0.44 |
🔴 0.02 |
🟢 2.62 |
— — |
CY_POP |
🟢 2.19 |
🔴 0.17 |
🔴 1.82 |
🔴 5.53 |
🟢 0.33 |
🔴 -0.95 |
🔴 2.00 |
🔴 1.96 |
🟢 2.01 |
🔴 0.69 |
🟡 1.00 |
🔴 -0.06 |
🟢 3.90 |
— — |
CY_PRD |
🟢 2.04 |
🔴 0.98 |
🔴 1.79 |
🔴 5.44 |
🟢 0.23 |
🟠 0.87 |
🔴 2.00 |
🔴 1.86 |
🟢 1.93 |
🔴 0.56 |
🟡 1.00 |
🔴 0.04 |
🟢 3.84 |
— — |
CY_TRD |
🟡 1.73 |
🔴 0.55 |
🔴 1.59 |
🔴 8.72 |
🟡 0.89 |
🔴 0.20 |
🟡 1.36 |
🔴 1.69 |
🔴 1.00 |
🔴 0.92 |
🔴 0.66 |
🔴 0.08 |
🟢 2.92 |
— — |
CY_UEM |
🔴 0.92 |
— — |
🔴 1.30 |
🟡 1.66 |
🟠 0.90 |
— — |
🔴 1.59 |
— — |
— — |
🟢 1.59 |
🔴 0.35 |
— — |
🟢 1.36 |
— — |
G20:MEX
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_GDP |
🔴 0.85 |
🔴 0.14 |
🔴 0.62 |
🔴 2.98 |
🔴 0.98 |
🔴 -0.49 |
🟢 1.33 |
🟢 -21.44 |
🔴 0.06 |
🟡 1.23 |
🟡 0.44 |
🔴 0.04 |
🟢 0.62 |
— — |
CY_INF |
🔴 1.40 |
🔴 0.18 |
🟡 2.20 |
🟢 0.86 |
🔴 0.95 |
🔴 -0.59 |
🟢 0.50 |
🟡 1.12 |
🔴 0.70 |
🟢 1.62 |
🔴 0.41 |
🔴 0.02 |
🟢 1.90 |
— — |
CY_INV |
🔴 1.18 |
🔴 0.19 |
🔴 1.47 |
🔴 6.18 |
🟡 0.92 |
🔴 -0.87 |
🔴 2.00 |
🟡 1.56 |
🔴 0.49 |
🔴 0.84 |
🔴 0.41 |
🔴 0.05 |
🟢 1.54 |
— — |
CY_POP |
🟢 2.14 |
🔴 1.14 |
🔴 1.74 |
🟠 3.79 |
🟢 -0.00 |
🔴 -1.00 |
🔴 2.00 |
🔴 2.00 |
🟢 1.94 |
🔴 0.79 |
🟡 1.00 |
🔴 -0.03 |
🟢 3.97 |
— — |
CY_PRD |
🔴 1.68 |
🔴 0.26 |
🔴 1.77 |
🟡 3.28 |
🟢 0.67 |
🔴 -0.81 |
🔴 2.00 |
🔴 1.86 |
🟠 1.26 |
🔴 0.81 |
🟠 0.91 |
🔴 0.04 |
🟢 3.39 |
— — |
CY_TRD |
🔴 1.64 |
🔴 1.09 |
🔴 1.90 |
🔴 6.57 |
🔴 0.91 |
🟡 0.94 |
🔴 2.00 |
🟢 1.40 |
🔴 1.13 |
🔴 0.67 |
🟡 0.91 |
🔴 0.07 |
🟢 3.36 |
— — |
CY_UEM |
🔴 1.44 |
— — |
🔴 1.62 |
🔴 4.66 |
🟢 0.84 |
— — |
🔴 2.00 |
— — |
— — |
🟡 1.20 |
🔴 0.32 |
— — |
🟡 1.10 |
— — |
G20:RUS
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_GDP |
🔴 0.94 |
— — |
🔴 1.36 |
🔴 2.55 |
🔴 0.96 |
— — |
🔴 2.00 |
— — |
— — |
🔴 1.02 |
🔴 0.42 |
— — |
🔴 0.56 |
— — |
CY_INF |
🔴 1.30 |
— — |
🔴 0.62 |
🟢 1.43 |
🔴 0.94 |
— — |
🟢 0.50 |
— — |
— — |
🟢 1.83 |
🟢 0.81 |
— — |
🟢 2.02 |
— — |
CY_INV |
🔴 1.38 |
— — |
🔴 1.44 |
🟢 1.34 |
🔴 0.96 |
— — |
🟢 1.04 |
— — |
— — |
🟡 1.25 |
🔴 0.34 |
— — |
🟢 1.48 |
— — |
CY_POP |
🟢 2.09 |
🔴 0.13 |
🔴 1.73 |
🟡 2.99 |
🟢 0.40 |
🔴 -0.81 |
🔴 1.54 |
🔴 2.00 |
🟢 1.88 |
🟠 1.09 |
🔴 0.88 |
🔴 -0.01 |
🟢 3.95 |
— — |
CY_PRD |
🟠 1.95 |
— — |
🟠 2.31 |
🔴 5.25 |
🟠 0.84 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.52 |
🟠 1.00 |
— — |
🟢 2.37 |
— — |
CY_TRD |
🔴 0.92 |
— — |
🔴 0.33 |
🟢 1.47 |
🟡 0.91 |
— — |
🟠 1.39 |
— — |
— — |
🟢 1.69 |
🟢 0.67 |
— — |
🟢 1.60 |
— — |
CY_UEM |
🔴 1.82 |
— — |
🟠 2.30 |
🟠 2.23 |
🟡 0.84 |
— — |
🔴 1.46 |
— — |
— — |
🔴 1.04 |
🔴 0.66 |
— — |
🟡 1.79 |
— — |
G20:SAU
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🔴 1.22 |
— — |
🔴 1.85 |
🟡 2.88 |
🔴 0.90 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.85 |
🔴 0.86 |
— — |
🟢 3.09 |
— — |
CY_GDP |
🔴 1.02 |
🟡 1.31 |
🔴 0.61 |
🟢 1.95 |
🔴 0.98 |
🔴 -0.75 |
🔴 1.73 |
🔴 1.38 |
🔴 0.20 |
🟢 1.73 |
🟡 0.44 |
🔴 0.02 |
🟢 0.99 |
— — |
CY_INF |
🟠 1.48 |
— — |
🟢 2.05 |
🟢 1.13 |
🔴 0.97 |
🔴 -0.64 |
🟢 0.50 |
— — |
— — |
🟢 1.72 |
🔴 0.17 |
— — |
🟡 1.51 |
— — |
CY_INV |
🟢 1.22 |
— — |
🔴 0.41 |
🟠 2.48 |
🟡 0.93 |
— — |
🔴 2.00 |
— — |
— — |
🟢 1.76 |
🔴 0.23 |
— — |
🟢 1.13 |
— — |
CY_POP |
🟢 2.19 |
🔴 0.05 |
🔴 1.78 |
🟠 3.54 |
🟢 -0.00 |
🔴 -1.00 |
🔴 2.00 |
🔴 2.00 |
🟢 1.96 |
🔴 0.94 |
🟡 1.00 |
🔴 -0.05 |
🟢 3.96 |
— — |
CY_PRD |
🟡 1.85 |
🔴 0.46 |
🟢 2.31 |
🔴 7.03 |
🟡 0.88 |
🔴 -0.81 |
🟡 0.50 |
🟠 1.73 |
🟢 1.45 |
🟡 1.16 |
🔴 0.60 |
🔴 0.01 |
🟡 3.32 |
— — |
CY_TRD |
🟢 1.70 |
— — |
🔴 0.96 |
🔴 4.41 |
🔴 0.96 |
— — |
🔴 2.00 |
— — |
— — |
🟠 1.11 |
🔴 0.38 |
— — |
🟢 1.83 |
— — |
CY_UEM |
🔴 1.88 |
— — |
🔴 0.91 |
🟠 2.23 |
🟡 0.84 |
— — |
🟢 1.06 |
— — |
— — |
🟠 1.11 |
🔴 0.30 |
— — |
🟢 1.67 |
— — |
G20:TUR
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_GDP |
🟠 0.81 |
🔴 0.14 |
🔴 -0.27 |
🔴 3.06 |
🔴 0.99 |
🟡 0.68 |
🟡 1.40 |
🟠 -8.05 |
🔴 0.02 |
🔴 1.09 |
🔴 0.19 |
🔴 0.05 |
🔴 0.06 |
— — |
CY_INF |
🔴 1.35 |
🟡 2.26 |
🔴 1.68 |
🟠 2.82 |
🔴 0.96 |
🔴 0.63 |
🔴 2.00 |
🟡 1.43 |
🔴 0.87 |
🔴 0.79 |
🔴 0.22 |
🔴 0.06 |
🟢 2.75 |
— — |
CY_INV |
🔴 1.09 |
🔴 1.62 |
🔴 1.97 |
🔴 8.81 |
🔴 0.97 |
🔴 -0.29 |
🔴 2.00 |
🟠 1.72 |
🔴 0.63 |
🔴 0.64 |
🟠 0.81 |
🔴 0.03 |
🟢 2.38 |
— — |
CY_POP |
🟢 2.20 |
🟢 2.48 |
🔴 1.81 |
🔴 45.02 |
🟢 0.20 |
🔴 0.22 |
🔴 2.00 |
🔴 1.76 |
🟢 1.89 |
🔴 0.67 |
🟡 1.00 |
🔴 0.02 |
🟢 3.83 |
— — |
CY_PRD |
🟡 1.86 |
🔴 0.43 |
🔴 1.73 |
🟡 2.92 |
🟢 0.63 |
🟡 0.98 |
🔴 2.00 |
🔴 1.78 |
🟢 1.60 |
🔴 0.99 |
🟡 1.00 |
🔴 0.04 |
🟢 3.77 |
— — |
CY_TRD |
🔴 1.43 |
🔴 0.77 |
🔴 1.95 |
🔴 5.89 |
🟠 0.91 |
🔴 -0.23 |
🔴 2.00 |
🟡 1.68 |
🔴 0.89 |
🔴 0.67 |
🟠 0.91 |
🔴 0.05 |
🟢 3.13 |
— — |
CY_UEM |
🟡 2.08 |
— — |
🟠 2.13 |
🔴 2.48 |
🟢 0.79 |
— — |
🔴 1.68 |
— — |
— — |
🔴 0.94 |
🔴 0.54 |
— — |
🟡 1.30 |
— — |
G20:USA
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🔴 1.68 |
🟠 1.56 |
🔴 1.70 |
🔴 7.20 |
🟢 0.84 |
🔴 0.39 |
🔴 2.00 |
🟡 1.50 |
🔴 1.17 |
🔴 0.40 |
🟡 0.97 |
🔴 0.07 |
🟢 3.57 |
— — |
CY_GDP |
🔴 0.77 |
🔴 0.94 |
🔴 0.67 |
🔴 4.12 |
🔴 0.99 |
🔴 -0.75 |
🟠 1.50 |
🟢 -9.95 |
🔴 0.02 |
🔴 1.08 |
🟡 0.41 |
🔴 0.03 |
🟡 0.36 |
— — |
CY_INF |
🔴 1.28 |
🔴 0.43 |
🟡 1.95 |
🟢 2.14 |
🟡 0.93 |
🔴 -0.65 |
🟢 1.25 |
🔴 2.03 |
🔴 0.58 |
🟢 1.38 |
🔴 0.54 |
🔴 0.04 |
🟡 1.60 |
— — |
CY_INV |
🔴 1.27 |
— — |
🔴 1.64 |
🔴 3.02 |
🟢 0.87 |
— — |
🔴 1.82 |
— — |
— — |
🟠 1.08 |
🔴 0.31 |
— — |
🔴 1.19 |
— — |
CY_POP |
🟢 2.16 |
🟡 2.25 |
🔴 1.73 |
🔴 5.45 |
🟢 0.32 |
🔴 0.23 |
🔴 2.00 |
🔴 1.98 |
🟢 1.85 |
🔴 0.42 |
🟡 1.00 |
🔴 0.04 |
🟢 3.81 |
— — |
CY_PRD |
🟢 1.99 |
🔴 1.36 |
🔴 1.74 |
🔴 8.78 |
🟢 0.56 |
🔴 0.27 |
🔴 2.00 |
🟠 1.68 |
🟢 1.70 |
🔴 0.56 |
🟡 1.00 |
🔴 0.02 |
🟢 3.77 |
— — |
CY_TRD |
🔴 1.73 |
— — |
🔴 1.82 |
🔴 5.92 |
🟢 0.85 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.78 |
🟡 0.93 |
— — |
🟢 2.61 |
— — |
CY_UEM |
🔴 1.12 |
— — |
🔴 1.43 |
🔴 2.77 |
🟢 0.66 |
— — |
🔴 1.79 |
— — |
— — |
🔴 0.95 |
🔴 0.28 |
— — |
🟢 1.39 |
— — |
G20:ZAF
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🔴 1.39 |
— — |
🔴 2.11 |
🔴 8.83 |
🟡 0.89 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.36 |
🔴 0.90 |
— — |
🟢 3.10 |
— — |
CY_GDP |
🔴 0.88 |
🔴 0.85 |
🔴 0.98 |
🔴 4.03 |
🔴 0.98 |
🔴 -0.56 |
🔴 2.00 |
🟢 -20.87 |
🔴 0.17 |
🟠 1.16 |
🔴 0.34 |
🔴 0.04 |
🟠 0.46 |
— — |
CY_INF |
🔴 1.28 |
🔴 0.20 |
🟡 1.99 |
🔴 4.94 |
🔴 0.94 |
🔴 -0.45 |
🔴 2.00 |
🟡 1.63 |
🔴 0.89 |
🔴 0.76 |
🔴 0.53 |
🔴 0.05 |
🔴 2.12 |
— — |
CY_INV |
🔴 1.36 |
🔴 0.71 |
🔴 1.54 |
🔴 5.74 |
🔴 0.95 |
🔴 -0.38 |
🔴 2.00 |
🟡 1.69 |
🔴 0.85 |
🔴 0.89 |
🟠 0.81 |
🔴 0.06 |
🟠 2.36 |
— — |
CY_POP |
🟢 2.15 |
🟠 1.52 |
🔴 1.82 |
🔴 47.13 |
🟢 -0.00 |
🔴 0.64 |
🔴 2.00 |
🔴 1.97 |
🟢 2.00 |
🔴 0.38 |
🟡 1.00 |
🔴 0.04 |
🟢 3.83 |
— — |
CY_PRD |
🟢 1.94 |
🔴 0.84 |
🔴 1.83 |
🔴 17.03 |
🟢 0.81 |
🟠 0.72 |
🔴 2.00 |
🔴 1.75 |
🟢 1.47 |
🔴 0.63 |
🔴 0.58 |
🟡 0.11 |
🟢 3.12 |
— — |
CY_TRD |
🔴 1.30 |
🔴 0.78 |
🔴 1.78 |
🔴 3.64 |
🟡 0.89 |
🟠 0.75 |
🔴 2.00 |
🟢 1.19 |
🔴 0.69 |
🔴 0.92 |
🔴 0.48 |
🔴 0.07 |
🟢 2.06 |
— — |
CY_UEM |
🟠 2.01 |
— — |
🔴 1.91 |
🟡 1.56 |
🔴 0.91 |
— — |
🔴 1.88 |
— — |
— — |
🔴 1.07 |
🔴 0.94 |
— — |
🟢 2.70 |
— — |
G7
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🟠 1.69 |
🔴 0.85 |
🔴 1.62 |
🔴 10.35 |
🟢 0.79 |
🔴 -0.41 |
🔴 2.00 |
🟡 1.63 |
🔴 1.21 |
🔴 0.44 |
🟡 1.00 |
🔴 0.04 |
🟢 3.54 |
— — |
CY_GDP |
🔴 0.70 |
🔴 0.94 |
🟡 1.10 |
🔴 3.71 |
🔴 0.98 |
🔴 -0.20 |
🔴 1.70 |
🔴 4.99 |
🔴 -0.02 |
🟢 1.32 |
🟢 0.66 |
🔴 0.02 |
🟢 0.84 |
— — |
CY_INF |
🔴 1.35 |
🔴 0.30 |
🟡 1.95 |
🟡 2.23 |
🔴 0.96 |
🔴 -0.58 |
🟡 1.34 |
🔴 1.74 |
🔴 0.71 |
🟢 1.34 |
🟠 0.66 |
🔴 0.07 |
🟢 2.27 |
— — |
CY_INV |
🔴 1.26 |
🟡 2.48 |
🔴 1.45 |
🔴 6.60 |
🟠 0.90 |
🔴 0.52 |
🔴 2.00 |
🟢 1.13 |
🔴 0.59 |
🔴 0.72 |
🟡 0.97 |
🔴 0.05 |
🟡 2.41 |
— — |
CY_POP |
🟢 2.11 |
🔴 0.58 |
🔴 1.76 |
🔴 4.53 |
🟢 0.44 |
🔴 0.43 |
🔴 2.00 |
🔴 1.97 |
🟢 1.83 |
🔴 0.62 |
🟡 1.00 |
🔴 -0.01 |
🟢 3.79 |
— — |
CY_PRD |
🟢 2.05 |
🔴 0.71 |
🔴 1.74 |
🔴 9.34 |
🟢 0.52 |
🔴 0.34 |
🔴 2.00 |
🟡 1.66 |
🟢 1.67 |
🔴 0.57 |
🟡 1.00 |
🔴 0.02 |
🟢 3.80 |
— — |
CY_TRD |
🔴 1.38 |
🔴 0.31 |
🔴 1.55 |
🔴 7.76 |
🔴 0.92 |
🔴 0.37 |
🔴 2.00 |
🟢 0.12 |
🔴 0.64 |
🔴 0.73 |
🔴 0.79 |
🟡 0.11 |
🟢 2.97 |
— — |
CY_UEM |
🔴 0.77 |
— — |
🔴 1.66 |
🔴 2.90 |
🟢 0.79 |
— — |
🔴 1.47 |
— — |
— — |
🔴 0.92 |
🔴 0.47 |
— — |
🟢 1.33 |
— — |
G7:CAN
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🟢 2.32 |
— — |
🔴 1.81 |
🔴 4.51 |
🟢 0.69 |
— — |
🔴 1.69 |
— — |
— — |
🔴 0.86 |
🔴 0.88 |
— — |
🟢 3.16 |
— — |
CY_GDP |
🔴 0.78 |
🔴 0.69 |
🟢 1.10 |
🟡 2.50 |
🔴 0.99 |
🔴 -0.50 |
🟢 1.39 |
🔴 5.60 |
🔴 0.03 |
🟢 1.32 |
🟡 0.41 |
🔴 0.04 |
🔴 0.22 |
— — |
CY_INF |
🔴 1.32 |
🔴 0.52 |
🔴 1.76 |
🟢 2.01 |
🔴 0.97 |
🔴 -0.61 |
🟡 1.35 |
🔴 1.67 |
🔴 0.79 |
🟡 1.19 |
🟠 0.69 |
🟠 0.09 |
🟡 2.20 |
— — |
CY_INV |
🔴 1.32 |
🔴 0.30 |
🔴 1.40 |
🔴 4.90 |
🟡 0.92 |
🔴 -0.29 |
🔴 2.00 |
🟡 1.03 |
🔴 0.58 |
🔴 0.84 |
🔴 0.19 |
🔴 0.07 |
🟡 1.66 |
— — |
CY_POP |
🟢 2.15 |
🟠 1.67 |
🔴 1.64 |
🟠 3.59 |
🟢 0.22 |
🔴 0.35 |
🔴 2.00 |
🔴 2.06 |
🟢 1.58 |
🔴 0.96 |
🟡 1.00 |
🔴 0.01 |
🟢 3.84 |
— — |
CY_PRD |
🟢 1.96 |
🔴 0.11 |
🔴 1.83 |
🔴 6.53 |
🟢 0.54 |
🔴 0.03 |
🔴 2.00 |
🟠 1.73 |
🟢 1.60 |
🔴 0.56 |
🟠 0.91 |
🔴 0.00 |
🟢 3.69 |
— — |
CY_TRD |
🔴 1.50 |
🔴 0.26 |
🔴 1.68 |
🔴 8.89 |
🟠 0.92 |
🔴 -0.12 |
🔴 2.00 |
🔴 2.03 |
🟡 1.24 |
🔴 0.66 |
🟢 1.00 |
🔴 0.04 |
🟢 3.11 |
— — |
CY_UEM |
🔴 1.01 |
— — |
🔴 1.83 |
🔴 3.55 |
🟢 0.84 |
— — |
🔴 1.60 |
— — |
— — |
🔴 0.95 |
🔴 0.43 |
— — |
🟢 1.53 |
— — |
G7:DEU
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_GDP |
🔴 0.68 |
🔴 0.64 |
🔴 0.43 |
🔴 2.86 |
🟢 0.90 |
🔴 0.12 |
🔴 2.00 |
🔴 3.45 |
🔴 -0.03 |
🟡 1.25 |
🟡 0.47 |
🔴 0.03 |
🟢 0.47 |
— — |
CY_INF |
🔴 1.19 |
🔴 0.70 |
🟡 1.85 |
🔴 4.06 |
🟡 0.90 |
🔴 -0.59 |
🔴 1.61 |
🔴 1.49 |
🔴 0.42 |
🔴 0.96 |
🔴 0.51 |
🔴 0.05 |
🟠 1.38 |
— — |
CY_INV |
🔴 1.46 |
— — |
🔴 1.61 |
🟠 2.62 |
🔴 0.95 |
— — |
🔴 1.77 |
— — |
— — |
🟡 1.17 |
🟡 0.86 |
— — |
🟢 2.46 |
— — |
CY_POP |
🟢 2.15 |
🔴 1.41 |
🔴 1.41 |
🟡 2.34 |
🟢 -0.00 |
🔴 0.02 |
🟢 0.50 |
🔴 2.07 |
🟢 1.41 |
🟢 1.50 |
🟢 1.00 |
🔴 0.00 |
🟢 3.92 |
— — |
CY_PRD |
🟢 2.03 |
🔴 0.85 |
🔴 1.81 |
🔴 12.90 |
🟢 0.56 |
🔴 -0.83 |
🔴 2.00 |
🟡 1.68 |
🟢 1.69 |
🔴 0.55 |
🟡 0.97 |
🔴 0.00 |
🟢 3.64 |
— — |
CY_TRD |
🔴 1.49 |
— — |
🔴 2.00 |
🔴 10.22 |
🟡 0.87 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.44 |
🟡 1.00 |
— — |
🟢 3.14 |
— — |
CY_UEM |
🟡 2.17 |
— — |
🟢 2.88 |
🔴 8.19 |
🟡 0.80 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.50 |
🔴 0.83 |
— — |
🔴 1.99 |
— — |
G7:FRA
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_GDP |
🔴 0.71 |
🟡 1.37 |
🔴 0.46 |
🔴 3.61 |
🔴 0.98 |
🔴 -0.14 |
🔴 2.00 |
🔴 3.52 |
🔴 -0.02 |
🟢 1.47 |
🟡 0.56 |
🔴 0.04 |
🟢 1.60 |
— — |
CY_INF |
🔴 1.40 |
🔴 0.60 |
🔴 1.83 |
🟠 3.04 |
🟠 0.92 |
🔴 -0.45 |
🟠 1.46 |
🟠 1.66 |
🔴 0.95 |
🟠 1.14 |
🟡 0.91 |
🔴 0.06 |
🟠 2.42 |
— — |
CY_INV |
🔴 1.33 |
🔴 0.18 |
🔴 1.71 |
🔴 8.35 |
🔴 0.95 |
🔴 -0.76 |
🔴 2.00 |
🟢 1.43 |
🔴 0.82 |
🔴 0.73 |
🔴 0.78 |
🔴 0.05 |
🟠 2.46 |
— — |
CY_POP |
🟢 2.27 |
🟠 1.96 |
🔴 1.67 |
🟢 1.70 |
🟢 0.24 |
🔴 -0.41 |
🟡 1.38 |
🔴 2.02 |
🟢 1.59 |
🟢 1.26 |
🟡 1.00 |
🔴 0.00 |
🟢 3.88 |
— — |
CY_PRD |
🟢 1.99 |
🔴 0.10 |
🔴 1.75 |
🔴 5.74 |
🟢 0.40 |
🔴 -0.74 |
🔴 2.00 |
🟡 1.47 |
🟢 1.67 |
🔴 0.61 |
🟡 1.00 |
🔴 -0.01 |
🟢 3.81 |
— — |
CY_TRD |
🔴 1.52 |
🟠 1.54 |
🔴 1.85 |
🔴 11.45 |
🟢 0.84 |
🔴 0.16 |
🔴 2.00 |
🟢 1.17 |
🔴 0.96 |
🔴 0.74 |
🔴 0.85 |
🔴 0.05 |
🟢 3.09 |
— — |
CY_UEM |
🔴 1.50 |
— — |
🟠 2.36 |
🔴 4.99 |
🔴 0.89 |
— — |
🔴 1.74 |
— — |
— — |
🔴 0.79 |
🔴 0.42 |
— — |
🟠 1.56 |
— — |
G7:GBR
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🟡 1.79 |
🟠 1.78 |
🟡 2.06 |
🔴 4.90 |
🟢 0.79 |
🔴 0.04 |
🔴 2.00 |
🟢 1.60 |
🟡 1.39 |
🔴 0.51 |
🟠 0.91 |
🔴 0.09 |
🟢 3.44 |
— — |
CY_GDP |
🔴 0.65 |
🟡 1.71 |
🔴 -0.06 |
🟡 2.15 |
🔴 0.99 |
🔴 -0.11 |
🟢 1.28 |
🔴 3.80 |
🔴 -0.09 |
🟢 1.62 |
🔴 0.16 |
🔴 0.05 |
🟡 0.47 |
— — |
CY_INF |
🔴 1.26 |
🔴 0.84 |
🔴 1.58 |
🟢 1.22 |
🟡 0.92 |
🔴 -0.64 |
🟡 1.28 |
🔴 2.04 |
🔴 0.70 |
🟢 1.49 |
🟡 0.75 |
🔴 0.04 |
🟡 2.19 |
— — |
CY_INV |
🔴 1.26 |
— — |
🔴 1.88 |
🔴 4.68 |
🔴 0.97 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.87 |
🟡 0.89 |
— — |
🟢 2.46 |
— — |
CY_POP |
🟢 2.06 |
🔴 0.14 |
🔴 1.94 |
🟡 3.77 |
🟢 0.46 |
🟡 0.94 |
🔴 2.00 |
🔴 1.98 |
🟢 1.77 |
🔴 0.75 |
🟡 0.91 |
🔴 0.08 |
🟢 3.71 |
— — |
CY_PRD |
🟢 1.96 |
🔴 0.49 |
🔴 1.80 |
🔴 22.31 |
🟢 0.51 |
🔴 0.23 |
🔴 2.00 |
🟢 1.41 |
🟢 1.54 |
🔴 0.39 |
🟡 0.97 |
🔴 0.02 |
🟢 3.77 |
— — |
CY_TRD |
🔴 1.17 |
— — |
🔴 1.70 |
🔴 4.50 |
🔴 0.94 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.87 |
🔴 0.50 |
— — |
🟢 1.69 |
— — |
CY_UEM |
🔴 1.35 |
— — |
🔴 2.16 |
🔴 3.41 |
🟡 0.83 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.74 |
🔴 0.39 |
— — |
🟢 1.87 |
— — |
G7:ITA
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_GDP |
🔴 0.61 |
🟠 1.25 |
🔴 0.43 |
🔴 2.96 |
🟢 0.90 |
🔴 -0.12 |
🟡 1.45 |
🔴 3.81 |
🟠 -0.06 |
🟢 1.33 |
🟢 0.62 |
🔴 0.04 |
🟢 1.18 |
— — |
CY_INF |
🔴 1.34 |
🔴 1.79 |
🟠 2.02 |
🔴 3.77 |
🔴 0.94 |
🔴 -0.67 |
🟡 1.18 |
🟠 1.73 |
🔴 0.92 |
🟡 1.16 |
🔴 0.66 |
🔴 0.05 |
🟠 2.43 |
— — |
CY_INV |
🔴 1.05 |
— — |
🔴 1.49 |
🔴 5.16 |
🔴 0.96 |
— — |
🔴 1.86 |
— — |
— — |
🔴 1.03 |
🟡 0.71 |
— — |
🟡 1.85 |
— — |
CY_POP |
🟢 2.17 |
🟠 1.90 |
🔴 1.66 |
🟢 1.84 |
🟢 0.46 |
🔴 -0.09 |
🟢 0.50 |
🔴 2.03 |
🟢 1.73 |
🟡 1.21 |
🟠 0.85 |
🔴 0.03 |
🟢 3.90 |
— — |
CY_PRD |
🟢 2.05 |
🔴 0.13 |
🔴 1.72 |
🔴 4.63 |
🟢 0.49 |
🔴 -0.97 |
🔴 2.00 |
🟡 1.45 |
🟢 1.58 |
🔴 0.65 |
🟡 0.97 |
🔴 0.00 |
🟢 3.79 |
— — |
CY_TRD |
🔴 1.46 |
— — |
🔴 1.78 |
🔴 3.54 |
🔴 0.93 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.91 |
🟡 0.93 |
— — |
🟢 2.41 |
— — |
CY_UEM |
🟡 2.10 |
— — |
🔴 1.46 |
🔴 4.71 |
🟢 0.76 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.59 |
🔴 0.21 |
— — |
🟡 1.61 |
— — |
G7:JPN
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🟠 1.85 |
— — |
🔴 1.68 |
🔴 8.27 |
🟢 0.85 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.68 |
🔴 0.63 |
— — |
🟢 2.90 |
— — |
CY_GDP |
🔴 0.82 |
🟠 1.32 |
🔴 0.85 |
🟡 2.46 |
🔴 0.98 |
🔴 -0.63 |
🟡 1.43 |
🟢 -0.87 |
🔴 0.16 |
🟠 1.10 |
🟢 0.84 |
🔴 0.02 |
🟢 1.57 |
— — |
CY_INF |
🔴 1.18 |
🔴 1.23 |
🔴 1.53 |
🟢 1.82 |
🟡 0.92 |
🔴 -0.62 |
🔴 2.00 |
🔴 1.90 |
🔴 0.45 |
🟢 1.69 |
🟢 0.79 |
🔴 0.06 |
🟢 2.51 |
— — |
CY_INV |
🔴 1.73 |
— — |
🔴 1.63 |
🟡 2.63 |
🟠 0.89 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.83 |
🟡 0.96 |
— — |
🟢 3.05 |
— — |
CY_POP |
🟢 2.12 |
🔴 0.73 |
🔴 1.74 |
🔴 8.22 |
🟢 -0.00 |
🔴 0.49 |
🔴 2.00 |
🔴 1.91 |
🟢 1.82 |
🔴 0.68 |
🟡 1.00 |
🔴 -0.01 |
🟢 3.78 |
— — |
CY_PRD |
🟢 2.10 |
🔴 0.27 |
🔴 1.76 |
🟠 3.60 |
🟢 0.57 |
🔴 -0.93 |
🔴 2.00 |
🔴 1.91 |
🟢 1.73 |
🔴 0.62 |
🟡 0.97 |
🔴 0.01 |
🟢 3.83 |
— — |
CY_TRD |
🔴 1.41 |
— — |
🔴 1.61 |
🟠 3.02 |
🟠 0.91 |
— — |
🔴 2.00 |
— — |
— — |
🟠 1.02 |
🔴 0.64 |
— — |
🟢 2.26 |
— — |
CY_UEM |
🔴 1.26 |
— — |
🟢 3.02 |
🔴 4.02 |
🟢 0.73 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.51 |
🔴 0.32 |
— — |
🔴 1.88 |
— — |
G7:USA
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🔴 1.68 |
🟠 1.56 |
🔴 1.70 |
🔴 7.20 |
🟢 0.84 |
🔴 0.39 |
🔴 2.00 |
🟡 1.50 |
🔴 1.17 |
🔴 0.40 |
🟡 0.97 |
🔴 0.07 |
🟢 3.57 |
— — |
CY_GDP |
🔴 0.77 |
🔴 0.94 |
🔴 0.67 |
🔴 4.12 |
🔴 0.99 |
🔴 -0.75 |
🟠 1.50 |
🟢 -9.95 |
🔴 0.02 |
🔴 1.08 |
🟡 0.41 |
🔴 0.03 |
🟡 0.36 |
— — |
CY_INF |
🔴 1.28 |
🔴 0.43 |
🟡 1.95 |
🟢 2.14 |
🟡 0.93 |
🔴 -0.65 |
🟢 1.25 |
🔴 2.03 |
🔴 0.58 |
🟢 1.38 |
🔴 0.54 |
🔴 0.04 |
🟡 1.60 |
— — |
CY_INV |
🔴 1.27 |
— — |
🔴 1.64 |
🔴 3.02 |
🟢 0.87 |
— — |
🔴 1.82 |
— — |
— — |
🟠 1.08 |
🔴 0.31 |
— — |
🔴 1.19 |
— — |
CY_POP |
🟢 2.16 |
🟡 2.25 |
🔴 1.73 |
🔴 5.45 |
🟢 0.32 |
🔴 0.23 |
🔴 2.00 |
🔴 1.98 |
🟢 1.85 |
🔴 0.42 |
🟡 1.00 |
🔴 0.04 |
🟢 3.81 |
— — |
CY_PRD |
🟢 1.99 |
🔴 1.36 |
🔴 1.74 |
🔴 8.78 |
🟢 0.56 |
🔴 0.27 |
🔴 2.00 |
🟠 1.68 |
🟢 1.70 |
🔴 0.56 |
🟡 1.00 |
🔴 0.02 |
🟢 3.77 |
— — |
CY_TRD |
🔴 1.73 |
— — |
🔴 1.82 |
🔴 5.92 |
🟢 0.85 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.78 |
🟡 0.93 |
— — |
🟢 2.61 |
— — |
CY_UEM |
🔴 1.12 |
— — |
🔴 1.43 |
🔴 2.77 |
🟢 0.66 |
— — |
🔴 1.79 |
— — |
— — |
🔴 0.95 |
🔴 0.28 |
— — |
🟢 1.39 |
— — |
HIC
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🔴 1.57 |
— — |
🔴 1.67 |
🔴 3.11 |
🟢 0.76 |
— — |
🔴 1.64 |
— — |
— — |
🔴 0.96 |
🔴 0.65 |
— — |
🟢 2.72 |
— — |
CY_GDP |
🔴 0.68 |
🔴 0.97 |
🟡 0.98 |
🔴 2.91 |
🔴 0.98 |
🔴 -0.21 |
🔴 1.79 |
🔴 4.60 |
🔴 -0.01 |
🟢 1.35 |
🟡 0.53 |
🔴 0.02 |
🟢 0.80 |
— — |
CY_INV |
🔴 1.07 |
— — |
🔴 1.69 |
🔴 4.47 |
🔴 0.92 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.81 |
🟢 0.93 |
— — |
🟢 2.15 |
— — |
CY_POP |
🟢 2.16 |
🔴 0.70 |
🔴 1.74 |
🟡 3.22 |
🟢 -0.00 |
🔴 -1.00 |
🔴 2.00 |
🔴 2.00 |
🟢 1.91 |
🔴 0.79 |
🟡 1.00 |
🔴 -0.03 |
🟢 3.91 |
— — |
CY_PRD |
🟢 2.04 |
🔴 0.89 |
🔴 1.75 |
🔴 9.88 |
🟢 0.35 |
🔴 0.33 |
🔴 2.00 |
🟡 1.61 |
🟢 1.75 |
🔴 0.55 |
🟡 1.00 |
🔴 0.01 |
🟢 3.81 |
— — |
CY_TRD |
🔴 1.53 |
— — |
🔴 1.90 |
🔴 6.08 |
🟡 0.88 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.56 |
🟡 1.00 |
— — |
🟢 2.96 |
— — |
CY_UEM |
🔴 0.79 |
— — |
🔴 1.79 |
🔴 2.58 |
🟡 0.82 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.76 |
🔴 0.55 |
— — |
🟢 1.69 |
— — |
LIC
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🔴 1.35 |
— — |
🔴 1.37 |
🔴 4.61 |
🟡 0.88 |
🟢 0.97 |
🔴 2.00 |
— — |
— — |
🔴 0.76 |
🔴 0.57 |
— — |
🟢 2.61 |
— — |
CY_GDP |
🔴 0.96 |
— — |
🔴 1.05 |
🔴 3.45 |
🔴 0.95 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.97 |
🔴 0.18 |
— — |
🟠 0.52 |
— — |
CY_INV |
🔴 1.58 |
— — |
🔴 1.72 |
🔴 7.07 |
🔴 0.90 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.65 |
🟡 1.00 |
— — |
🟢 1.76 |
— — |
CY_POP |
🟢 2.10 |
🔴 0.08 |
🔴 1.73 |
🔴 10.59 |
🟢 -0.00 |
🔴 -0.79 |
🔴 2.00 |
🔴 1.96 |
🟢 1.95 |
🔴 0.63 |
🟡 1.00 |
🔴 0.01 |
🟢 3.87 |
— — |
CY_PRD |
🟢 1.96 |
— — |
🟡 2.41 |
🟠 3.03 |
🟡 0.83 |
— — |
🔴 1.89 |
— — |
— — |
🔴 0.90 |
🔴 0.51 |
— — |
🟠 2.13 |
— — |
CY_TRD |
🔴 1.45 |
— — |
🔴 1.46 |
🔴 3.23 |
🔴 0.97 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.82 |
🟠 0.82 |
— — |
🟢 1.60 |
— — |
CY_UEM |
🔴 1.57 |
— — |
🔴 1.93 |
🔴 2.45 |
🟡 0.87 |
— — |
🔴 2.00 |
— — |
— — |
🟡 1.32 |
🔴 0.60 |
— — |
🔴 1.04 |
— — |
LMC
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🟡 1.79 |
🔴 0.09 |
🔴 1.77 |
🔴 20.28 |
🟢 0.80 |
🔴 0.55 |
🔴 2.00 |
🔴 1.78 |
🟢 1.50 |
🔴 0.49 |
🔴 0.85 |
🔴 0.05 |
🟢 3.52 |
— — |
CY_GDP |
🔴 0.73 |
🟢 2.06 |
🔴 0.65 |
🔴 3.55 |
🟠 0.95 |
🔴 -0.25 |
🔴 2.00 |
🔴 2.94 |
🔴 -0.03 |
🟢 1.49 |
🟢 0.56 |
🔴 0.03 |
🟠 0.29 |
— — |
CY_INV |
🔴 1.33 |
🔴 0.69 |
🔴 1.49 |
🔴 7.36 |
🔴 0.95 |
🔴 0.37 |
🔴 2.00 |
🟡 1.69 |
🔴 0.80 |
🔴 0.55 |
🔴 0.79 |
🔴 0.05 |
🟢 2.56 |
— — |
CY_POP |
🟢 2.10 |
🔴 0.17 |
🔴 1.76 |
🔴 11.68 |
🟢 -0.00 |
🔴 0.34 |
🔴 2.00 |
🔴 1.99 |
🟢 2.00 |
🔴 0.62 |
🟡 1.00 |
🔴 0.01 |
🟢 3.87 |
— — |
CY_PRD |
🟢 1.91 |
🔴 1.00 |
🔴 1.72 |
🟡 4.01 |
🟢 0.53 |
🟡 0.96 |
🔴 2.00 |
🔴 1.93 |
🟢 1.78 |
🔴 0.95 |
🟡 1.00 |
🔴 0.05 |
🟢 3.97 |
— — |
CY_TRD |
🔴 1.60 |
— — |
🟠 2.09 |
🔴 17.10 |
🟢 0.77 |
🔴 0.39 |
🔴 2.00 |
— — |
— — |
🔴 0.48 |
🟡 1.00 |
— — |
🟢 3.16 |
— — |
CY_UEM |
🔴 1.35 |
— — |
🔴 1.76 |
🟢 1.08 |
🔴 0.94 |
— — |
🟢 0.50 |
— — |
— — |
🟢 1.46 |
🔴 0.55 |
— — |
🟢 1.83 |
— — |
OECD
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🔴 1.58 |
— — |
🔴 1.68 |
🔴 2.99 |
🟢 0.72 |
— — |
🟡 1.31 |
— — |
— — |
🟠 1.13 |
🔴 0.64 |
— — |
🟢 2.67 |
— — |
CY_GDP |
🔴 0.69 |
🔴 1.12 |
🟡 1.01 |
🔴 2.90 |
🔴 0.99 |
🔴 -0.08 |
🔴 1.70 |
🔴 4.33 |
🔴 -0.01 |
🟢 1.38 |
🟢 0.56 |
🔴 0.03 |
🟢 0.75 |
— — |
CY_INV |
🔴 1.06 |
— — |
🔴 1.66 |
🔴 4.04 |
🔴 0.92 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.84 |
🟡 0.85 |
— — |
🟢 2.07 |
— — |
CY_POP |
🟢 2.17 |
🔴 1.02 |
🔴 1.75 |
🔴 5.10 |
🟢 -0.00 |
🔴 -0.27 |
🔴 2.00 |
🔴 1.99 |
🟢 1.94 |
🔴 0.67 |
🟡 1.00 |
🔴 -0.02 |
🟢 3.87 |
— — |
CY_PRD |
🟢 2.04 |
🔴 0.88 |
🔴 1.74 |
🔴 11.25 |
🟢 0.35 |
🔴 -0.00 |
🔴 2.00 |
🟡 1.60 |
🟢 1.73 |
🔴 0.54 |
🟡 1.00 |
🔴 0.01 |
🟢 3.78 |
— — |
CY_TRD |
🔴 1.46 |
— — |
🔴 1.86 |
🔴 4.95 |
🟠 0.90 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.58 |
🟡 1.00 |
— — |
🟢 2.87 |
— — |
CY_UEM |
🔴 0.78 |
— — |
🔴 1.55 |
🔴 4.02 |
🟢 0.73 |
— — |
🔴 1.85 |
— — |
— — |
🔴 0.80 |
🔴 0.44 |
— — |
🟢 1.51 |
— — |
UMC
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🟡 2.18 |
— — |
🔴 1.76 |
🔴 4.65 |
🟡 0.71 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.62 |
🟠 1.00 |
— — |
🟢 2.47 |
— — |
CY_GDP |
🔴 0.87 |
🔴 0.54 |
🔴 0.62 |
🔴 5.10 |
🔴 0.96 |
🔴 -0.00 |
🔴 1.99 |
🔴 1.06 |
🟠 0.28 |
🔴 0.98 |
🔴 0.19 |
🔴 0.02 |
🟢 0.70 |
— — |
CY_INV |
🔴 1.44 |
🔴 0.33 |
🟢 2.67 |
🔴 7.94 |
🟡 0.88 |
🔴 0.51 |
🔴 2.00 |
🟢 1.04 |
🔴 0.96 |
🔴 0.77 |
🔴 0.64 |
🔴 0.11 |
🟢 3.16 |
— — |
CY_POP |
🟢 2.13 |
🔴 0.44 |
🔴 1.82 |
🔴 6.52 |
🟢 0.14 |
🟡 0.96 |
🔴 2.00 |
🔴 1.95 |
🟢 2.01 |
🔴 0.56 |
🟡 1.00 |
🔴 0.04 |
🟢 3.84 |
— — |
CY_PRD |
🟢 1.98 |
🔴 0.21 |
🔴 1.74 |
🟡 3.45 |
🟢 0.18 |
🟡 0.96 |
🔴 2.00 |
🔴 1.87 |
🟢 1.87 |
🔴 0.95 |
🟡 1.00 |
🔴 0.05 |
🟢 3.97 |
— — |
CY_TRD |
🟠 1.76 |
🟢 2.76 |
🔴 1.88 |
🔴 9.43 |
🔴 0.93 |
🔴 0.15 |
🔴 2.00 |
🟡 1.61 |
🟠 1.28 |
🔴 0.53 |
🟡 1.00 |
🔴 0.05 |
🟢 3.31 |
— — |
CY_UEM |
🟠 1.93 |
— — |
🔴 1.98 |
🟡 1.78 |
🟢 0.81 |
— — |
🟢 1.06 |
— — |
— — |
🟡 1.24 |
🔴 0.42 |
— — |
🟢 1.85 |
— — |
WLD
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
CY_FIN |
🔴 1.65 |
— — |
🔴 1.65 |
🔴 4.22 |
🟡 0.84 |
— — |
🟢 1.07 |
— — |
— — |
🔴 0.94 |
🔴 0.55 |
— — |
🟢 2.66 |
— — |
CY_GDP |
🔴 0.65 |
🔴 0.92 |
🟡 0.77 |
🔴 3.14 |
🔴 0.99 |
🔴 -0.24 |
🟠 1.52 |
🔴 3.63 |
🔴 -0.02 |
🟢 1.39 |
🟡 0.44 |
🔴 0.03 |
🟢 0.46 |
— — |
CY_INV |
🔴 1.11 |
— — |
🔴 1.85 |
🔴 3.17 |
🟢 0.87 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.77 |
🔴 0.25 |
— — |
🟠 1.57 |
— — |
CY_POP |
🟢 2.15 |
🔴 0.16 |
🔴 1.78 |
🔴 7.36 |
🟢 0.09 |
🟡 0.97 |
🔴 2.00 |
🔴 1.96 |
🟢 2.02 |
🔴 0.57 |
🟡 1.00 |
🔴 0.02 |
🟢 3.87 |
— — |
CY_PRD |
🟢 2.01 |
🔴 0.88 |
🔴 1.72 |
🔴 7.13 |
🟢 0.36 |
🔴 0.75 |
🔴 2.00 |
🟡 1.67 |
🟢 1.73 |
🔴 0.69 |
🟡 0.97 |
🔴 0.01 |
🟢 3.81 |
— — |
CY_TRD |
🔴 1.59 |
— — |
🔴 1.87 |
🔴 4.77 |
🟢 0.83 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.52 |
🟡 1.00 |
— — |
🟢 3.08 |
— — |
CY_UEM |
🔴 1.10 |
— — |
🔴 1.90 |
🔴 2.45 |
🟡 0.85 |
— — |
🟡 1.18 |
— — |
— — |
🔴 1.05 |
🔴 0.25 |
— — |
🟢 1.59 |
— — |
Panel trimestriel (Path 5)
EA
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
Q_CREDIT |
🔴 0.97 |
🔴 0.45 |
🔴 0.81 |
🟡 2.82 |
🔴 1.00 |
🟠 0.50 |
🟠 1.73 |
🔴 2.30 |
🔴 0.16 |
🟢 1.36 |
🟢 0.64 |
🟡 0.07 |
🟢 0.81 |
🟢 0.53 |
Q_GDP |
🟢 0.99 |
🟢 1.57 |
🔴 -0.45 |
🟢 1.08 |
🔴 1.00 |
🔴 0.40 |
🟡 1.49 |
🔴 3.87 |
🟠 -0.07 |
🟢 1.91 |
🟡 0.23 |
🟠 0.06 |
🟢 1.47 |
🟢 0.30 |
Q_HPI |
🟢 1.04 |
🔴 0.58 |
🟢 1.05 |
🔴 3.62 |
🔴 0.99 |
🔴 -0.27 |
🔴 2.00 |
🔴 1.72 |
🟡 0.23 |
🔴 1.06 |
🔴 0.10 |
🟡 0.07 |
🔴 0.82 |
🔴 0.22 |
Q_INV |
🟢 0.64 |
🟢 1.80 |
🔴 -0.36 |
🟢 1.65 |
🔴 0.98 |
🟢 0.76 |
🟢 1.10 |
🔴 2.16 |
🟢 -0.15 |
🟢 1.81 |
🟡 0.23 |
🟢 0.08 |
🟢 1.93 |
🟢 0.35 |
Q_PRD |
🟠 0.64 |
🟠 0.59 |
🔴 -0.01 |
🟢 1.72 |
🔴 1.00 |
🔴 0.34 |
🟠 1.68 |
🔴 5.87 |
🔴 -0.01 |
🟢 1.63 |
🟡 0.24 |
🔴 0.05 |
🟢 0.63 |
🟠 0.22 |
Q_YIELD |
🔴 1.56 |
🔴 0.56 |
🟢 2.32 |
🔴 8.61 |
🟢 0.88 |
🔴 -0.32 |
🔴 2.00 |
🔴 1.90 |
🔴 1.14 |
🔴 0.68 |
🟢 0.99 |
🔴 0.10 |
🟠 6.62 |
🔴 0.84 |
G7Q
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
Q_CPI |
🔴 0.95 |
🔴 0.15 |
🔴 0.98 |
🟢 2.32 |
🔴 0.99 |
🔴 -0.39 |
🟢 1.51 |
🔴 2.33 |
🟡 0.26 |
🟢 1.59 |
🟢 0.42 |
🔴 0.06 |
🟢 2.31 |
🟡 0.35 |
Q_CREDIT |
🟢 0.74 |
🟢 0.94 |
🟢 0.38 |
🟢 2.46 |
🟠 0.99 |
🔴 -0.48 |
🟢 1.59 |
🔴 18.08 |
🔴 0.02 |
🟢 1.54 |
🟢 0.23 |
🔴 0.06 |
🟢 1.40 |
🟢 0.33 |
Q_GDP |
🟢 0.69 |
🟢 1.32 |
🔴 -0.12 |
🟢 2.00 |
🔴 1.00 |
🔴 -0.31 |
🟢 1.21 |
🔴 2.72 |
🟢 -0.10 |
🟢 1.92 |
🟢 0.31 |
🔴 0.06 |
🟢 1.93 |
🟢 0.35 |
Q_HPI |
🟢 1.10 |
🔴 0.59 |
🔴 0.71 |
🟢 2.70 |
🔴 1.00 |
🔴 -0.45 |
🟢 1.48 |
🔴 2.15 |
🔴 0.20 |
🟢 1.35 |
🔴 0.23 |
🔴 0.06 |
🟢 1.96 |
🔴 0.25 |
Q_INV |
🟡 0.69 |
🟢 0.76 |
🔴 0.06 |
🟢 2.14 |
🟢 0.99 |
🔴 -0.40 |
🟢 1.44 |
🔴 4.09 |
🟡 -0.05 |
🟢 1.67 |
🟡 0.20 |
🔴 0.05 |
🟢 1.19 |
🟢 0.36 |
Q_PRD |
🟠 0.66 |
🟢 0.82 |
🟠 0.26 |
🟡 3.26 |
🔴 1.00 |
🔴 -0.51 |
🟢 1.47 |
🔴 5.65 |
🔴 0.01 |
🟢 1.49 |
🟢 0.36 |
🔴 0.06 |
🟢 0.93 |
🟢 0.41 |
Q_UNRATE |
🟡 1.62 |
🟠 0.67 |
🟢 2.20 |
🟠 4.09 |
🟢 0.82 |
🔴 -0.16 |
🟡 1.28 |
🟢 1.32 |
🔴 1.00 |
🟡 1.20 |
🔴 0.13 |
🟢 0.16 |
🟢 7.34 |
🔴 0.35 |
Q_YIELD |
🟠 1.59 |
🔴 0.61 |
🟢 2.24 |
🟠 4.94 |
🟢 0.90 |
🔴 -0.27 |
🔴 2.00 |
🟠 1.82 |
🟠 1.19 |
🔴 0.83 |
🔴 0.59 |
🔴 0.12 |
🔴 7.51 |
🔴 0.86 |
GBR
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
Q_CPI |
🟡 1.01 |
🔴 0.22 |
🔴 0.96 |
🟢 2.29 |
🔴 0.98 |
🔴 -0.45 |
🟢 1.38 |
🔴 2.31 |
🟡 0.26 |
🟢 1.62 |
🟢 0.47 |
🔴 0.06 |
🟢 1.74 |
🟠 0.33 |
Q_CREDIT |
🟡 0.69 |
🟡 0.75 |
🔴 0.07 |
🟢 2.71 |
🔴 0.99 |
🔴 -0.48 |
🔴 2.00 |
🔴 2.74 |
🔴 -0.01 |
🟢 1.60 |
🟠 0.16 |
🔴 0.05 |
🟢 0.61 |
🟢 0.35 |
Q_GDP |
🟢 0.70 |
🟢 1.36 |
🔴 -0.40 |
🟢 1.72 |
🔴 1.00 |
🔴 -0.27 |
🟢 1.19 |
🔴 2.29 |
🟢 -0.10 |
🟢 1.95 |
🟢 0.23 |
🟠 0.06 |
🟢 1.10 |
🟢 0.22 |
Q_HPI |
🟢 1.06 |
🔴 0.37 |
🔴 0.84 |
🟢 3.10 |
🟡 0.96 |
🔴 -0.50 |
🔴 1.89 |
🔴 2.03 |
🔴 0.20 |
🟢 1.27 |
🔴 0.15 |
🔴 0.06 |
🔴 1.03 |
🔴 0.28 |
Q_INV |
🟡 0.61 |
🔴 0.30 |
🔴 -0.10 |
🟢 2.53 |
🔴 1.00 |
🔴 -0.03 |
🟡 1.62 |
🔴 4.03 |
🟡 -0.05 |
🟢 1.66 |
🔴 0.09 |
🟢 0.06 |
🟢 0.48 |
🟡 0.25 |
Q_UNRATE |
🟢 1.81 |
🟡 0.86 |
🟢 2.68 |
🟠 5.12 |
🟢 0.80 |
🔴 -0.35 |
🔴 2.00 |
🟢 1.85 |
🟢 1.36 |
🔴 0.78 |
🔴 0.45 |
🟠 0.16 |
🟡 6.57 |
🔴 0.57 |
Q_YIELD |
🔴 1.48 |
🔴 0.57 |
🟢 2.03 |
🔴 8.02 |
🟢 0.92 |
🔴 -0.30 |
🔴 2.00 |
🟡 1.80 |
🔴 1.02 |
🔴 0.76 |
🔴 0.77 |
🔴 0.10 |
🔴 6.88 |
🔴 0.91 |
JPN
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
Q_CPI |
🟠 0.97 |
🔴 0.19 |
🔴 0.88 |
🟢 2.57 |
🟡 0.97 |
🔴 -0.64 |
🟠 1.77 |
🔴 2.84 |
🟡 0.22 |
🟢 1.71 |
🟢 0.54 |
🔴 0.06 |
🟢 1.38 |
🟢 0.53 |
Q_CREDIT |
🔴 0.79 |
🔴 0.47 |
🟡 0.84 |
🔴 3.93 |
🟢 0.96 |
🔴 -0.27 |
🔴 1.87 |
🔴 6.40 |
🔴 0.07 |
🟢 1.41 |
🟢 0.27 |
🔴 0.06 |
🟠 0.63 |
🔴 0.15 |
Q_GDP |
🟢 0.74 |
🟡 0.67 |
🔴 -0.27 |
🟢 1.99 |
🔴 1.00 |
🟠 0.51 |
🟡 1.55 |
🔴 7.98 |
🔴 -0.00 |
🟢 1.77 |
🔴 0.09 |
🔴 0.05 |
🟢 0.42 |
🔴 0.14 |
Q_HPI |
🟡 1.05 |
🔴 0.53 |
🔴 1.09 |
🟡 3.33 |
🔴 0.97 |
🔴 -0.21 |
🔴 2.00 |
🟡 1.64 |
🔴 0.22 |
🟡 1.15 |
🟢 0.59 |
🔴 0.07 |
🟢 2.53 |
🟢 0.67 |
Q_UNRATE |
🟢 1.75 |
🟢 1.09 |
🟢 2.34 |
🔴 5.74 |
🟢 0.91 |
🟡 0.37 |
🔴 1.75 |
🟢 1.72 |
🟡 1.25 |
🔴 0.84 |
🔴 0.68 |
🔴 0.12 |
🔴 7.42 |
🔴 0.78 |
Q_YIELD |
🟠 1.64 |
🔴 0.80 |
🟡 2.08 |
🟡 3.41 |
🟢 0.91 |
🔴 -0.46 |
🟢 1.09 |
🟢 1.75 |
🔴 1.13 |
🟡 1.20 |
🔴 0.72 |
🔴 0.08 |
🟢 5.38 |
🔴 0.74 |
OECDQ
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
Q_CPI |
🔴 0.95 |
🔴 0.15 |
🔴 0.98 |
🟢 2.32 |
🔴 0.99 |
🔴 -0.39 |
🟢 1.51 |
🔴 2.33 |
🟡 0.26 |
🟢 1.59 |
🟢 0.42 |
🔴 0.06 |
🟢 2.31 |
🟡 0.35 |
Q_CREDIT |
🟢 0.74 |
🟢 0.94 |
🟢 0.38 |
🟢 2.46 |
🟠 0.99 |
🔴 -0.48 |
🟢 1.59 |
🔴 18.08 |
🔴 0.02 |
🟢 1.54 |
🟢 0.23 |
🔴 0.06 |
🟢 1.40 |
🟢 0.33 |
Q_GDP |
🟢 0.69 |
🟢 1.32 |
🔴 -0.12 |
🟢 2.00 |
🔴 1.00 |
🔴 -0.31 |
🟢 1.21 |
🔴 2.72 |
🟢 -0.10 |
🟢 1.92 |
🟢 0.31 |
🔴 0.06 |
🟢 1.93 |
🟢 0.35 |
Q_HPI |
🟢 1.10 |
🔴 0.59 |
🔴 0.71 |
🟢 2.70 |
🔴 1.00 |
🔴 -0.45 |
🟢 1.48 |
🔴 2.15 |
🔴 0.20 |
🟢 1.35 |
🔴 0.23 |
🔴 0.06 |
🟢 1.96 |
🔴 0.25 |
Q_INV |
🟡 0.69 |
🟢 0.76 |
🔴 0.06 |
🟢 2.14 |
🟢 0.99 |
🔴 -0.40 |
🟢 1.44 |
🔴 4.09 |
🟡 -0.05 |
🟢 1.67 |
🟡 0.20 |
🔴 0.05 |
🟢 1.19 |
🟢 0.36 |
Q_PRD |
🟠 0.66 |
🟢 0.82 |
🟠 0.26 |
🟡 3.26 |
🔴 1.00 |
🔴 -0.51 |
🟢 1.47 |
🔴 5.65 |
🔴 0.01 |
🟢 1.49 |
🟢 0.36 |
🔴 0.06 |
🟢 0.93 |
🟢 0.41 |
Q_UNRATE |
🟡 1.62 |
🟠 0.67 |
🟢 2.20 |
🟠 4.09 |
🟢 0.82 |
🔴 -0.16 |
🟡 1.28 |
🟢 1.32 |
🔴 1.00 |
🟡 1.20 |
🔴 0.13 |
🟢 0.16 |
🟢 7.34 |
🔴 0.35 |
Q_YIELD |
🟠 1.59 |
🔴 0.61 |
🟢 2.24 |
🟠 4.94 |
🟢 0.90 |
🔴 -0.27 |
🔴 2.00 |
🟠 1.82 |
🟠 1.19 |
🔴 0.83 |
🔴 0.59 |
🔴 0.12 |
🔴 7.51 |
🔴 0.86 |
USA
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
Q_CPI |
🟠 1.13 |
🔴 0.41 |
🔴 1.11 |
🟢 2.60 |
🔴 1.00 |
🔴 -0.01 |
🟢 1.20 |
🟢 0.47 |
🟠 0.36 |
🟢 1.42 |
🟡 0.38 |
🔴 0.08 |
🟢 3.14 |
🔴 0.28 |
Q_CREDIT |
🟢 0.93 |
🟡 0.76 |
🟢 0.93 |
🔴 4.96 |
🔴 0.99 |
🔴 -0.24 |
🟠 1.80 |
🟢 0.84 |
🟡 0.12 |
🟡 1.13 |
🔴 0.15 |
🔴 0.06 |
🟢 0.80 |
🟢 0.46 |
Q_GDP |
🟢 0.74 |
🟢 0.93 |
🔴 0.04 |
🟢 2.84 |
🔴 1.00 |
🔴 -0.11 |
🟢 1.29 |
🔴 3.38 |
🟡 -0.04 |
🟢 1.86 |
🟢 0.20 |
🔴 0.05 |
🟢 0.99 |
🟡 0.24 |
Q_HPI |
🟡 1.19 |
🔴 0.61 |
🔴 0.97 |
🟡 2.99 |
🔴 0.98 |
🔴 -0.08 |
🔴 1.74 |
🔴 1.73 |
🟡 0.42 |
🟢 1.43 |
🔴 0.27 |
🔴 0.07 |
🟢 2.41 |
🔴 0.17 |
Q_INV |
🟡 0.98 |
🟡 0.86 |
🔴 0.63 |
🟢 2.35 |
🔴 0.99 |
🔴 -0.31 |
🟢 1.55 |
🟢 0.50 |
🔴 0.11 |
🟢 1.50 |
🔴 0.17 |
🔴 0.06 |
🟢 1.24 |
🔴 0.22 |
Q_PRD |
🔴 0.60 |
🟢 0.89 |
🟡 0.20 |
🔴 5.19 |
🔴 1.00 |
🔴 -0.20 |
🟢 1.41 |
🔴 3.34 |
🔴 -0.01 |
🟢 1.36 |
🔴 0.11 |
🔴 0.05 |
🟡 0.42 |
🔴 0.20 |
Q_UNRATE |
🟢 1.50 |
🟢 1.20 |
🔴 1.37 |
🟡 2.84 |
🟢 0.82 |
🔴 0.24 |
🔴 2.00 |
🟢 0.10 |
🔴 0.63 |
🟢 1.16 |
🔴 0.31 |
🟢 0.15 |
🟢 6.52 |
🔴 0.36 |
Q_YIELD |
🔴 1.50 |
🟡 0.87 |
🟢 2.24 |
🟡 3.41 |
🟢 0.91 |
🔴 -0.26 |
🔴 1.69 |
🟢 1.75 |
🔴 1.03 |
🟠 1.09 |
🔴 0.60 |
🔴 0.12 |
🔴 6.81 |
🔴 0.82 |
Histoire longue (1870-2022)
ADV18
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
LH_BANKDEBT |
🟢 2.03 |
🟡 1.09 |
🔴 1.86 |
🟡 2.82 |
🟢 0.60 |
🟢 0.91 |
🟢 0.50 |
🟡 1.80 |
🟢 1.47 |
🟢 1.44 |
🟡 0.99 |
🟢 0.15 |
🟢 5.64 |
🟡 1.00 |
LH_BILLRATE |
🔴 1.29 |
🟢 1.16 |
🔴 1.25 |
🟢 1.92 |
🟢 0.83 |
🟢 0.78 |
🔴 1.44 |
🟡 1.25 |
🟢 0.25 |
🟢 1.94 |
🟡 0.95 |
🟢 0.10 |
🟢 4.48 |
🟡 1.00 |
LH_BONDRATE |
🔴 1.29 |
🟢 1.48 |
🔴 1.25 |
🟢 1.94 |
🟢 0.83 |
🟢 0.78 |
🔴 1.45 |
🟡 1.25 |
🟢 0.25 |
🟢 1.94 |
🟡 0.95 |
🟢 0.10 |
🟢 4.49 |
🟡 1.00 |
LH_BONDTR |
🔴 1.29 |
🟢 1.44 |
🔴 1.25 |
🟢 1.94 |
🟢 0.84 |
🟢 0.80 |
🔴 1.46 |
🟡 1.25 |
🟢 0.25 |
🟢 1.94 |
🟡 0.95 |
🟢 0.09 |
🟢 4.49 |
🟡 1.00 |
LH_BUSCREDIT |
🟢 1.91 |
🟢 1.33 |
🟠 2.00 |
🟡 3.14 |
🟢 0.62 |
🟢 0.96 |
🟢 0.50 |
🟠 1.83 |
🟡 1.27 |
🟢 1.51 |
🟡 0.96 |
🟢 0.15 |
🟢 5.68 |
🟡 1.00 |
LH_CA |
🔴 1.41 |
🟢 2.55 |
🟢 2.11 |
🟢 2.00 |
🔴 0.96 |
🟢 0.98 |
🟢 0.50 |
🟢 1.65 |
🔴 0.54 |
🟢 1.77 |
🔴 0.50 |
🟢 0.13 |
🟢 4.44 |
🔴 0.64 |
LH_CPI |
🔴 1.24 |
🟢 2.16 |
🔴 1.41 |
🟢 1.43 |
🟢 0.54 |
🟢 0.80 |
🔴 2.00 |
🟢 1.13 |
🟢 0.32 |
🟢 1.92 |
🟢 1.00 |
🟢 0.11 |
🟢 2.35 |
🟡 1.00 |
LH_CREDIT |
🔴 1.48 |
🟢 1.39 |
🔴 1.89 |
🟡 3.93 |
🟢 0.55 |
🟢 0.93 |
🟢 0.50 |
🟢 1.12 |
🔴 0.86 |
🟢 1.48 |
🟡 0.95 |
🔴 0.11 |
🟢 5.14 |
🟠 0.94 |
LH_DEBTGDP |
🟡 1.63 |
🔴 0.23 |
🔴 1.89 |
🟡 3.65 |
🟢 0.79 |
🔴 0.17 |
🔴 2.00 |
🔴 1.88 |
🔴 1.13 |
🔴 1.03 |
🔴 0.31 |
🔴 0.13 |
🟢 4.89 |
🔴 0.54 |
LH_EQDIVP |
🔴 1.29 |
🟢 1.28 |
🔴 1.26 |
🟢 1.98 |
🟢 0.85 |
🟢 0.79 |
🔴 1.44 |
🟡 1.24 |
🟢 0.25 |
🟢 1.94 |
🟡 0.95 |
🟢 0.08 |
🟢 4.53 |
🟡 1.00 |
LH_EQTR |
🟢 1.04 |
🟢 1.92 |
🔴 -0.00 |
🟡 2.99 |
🟢 0.83 |
🔴 0.25 |
🟡 1.52 |
🔴 1.00 |
🟡 0.07 |
🟢 1.97 |
🟢 0.93 |
🔴 0.06 |
🔴 -0.02 |
🟢 0.99 |
LH_EQUITY |
🟢 1.04 |
🟢 1.93 |
🔴 -0.00 |
🟡 2.98 |
🟢 0.84 |
🔴 0.24 |
🟢 1.49 |
🔴 1.00 |
🟡 0.07 |
🟢 1.97 |
🟢 0.91 |
🟢 0.07 |
🔴 -0.02 |
🟢 0.97 |
LH_EXP |
🟢 1.97 |
🔴 0.18 |
🔴 1.53 |
🟡 3.02 |
🟢 0.72 |
🟢 0.97 |
🟢 0.50 |
🟢 1.53 |
🟢 1.50 |
🟡 1.33 |
🟡 1.00 |
🟢 0.13 |
🟢 5.85 |
🟡 1.00 |
LH_EXPORTS |
🟢 1.98 |
🟡 1.10 |
🟡 2.14 |
🟡 2.68 |
🟢 0.63 |
🟢 0.97 |
🟢 0.50 |
🟢 1.66 |
🟢 1.47 |
🟢 1.43 |
🟡 0.97 |
🟠 0.13 |
🟢 5.66 |
🟡 1.00 |
LH_GDP |
🟢 1.90 |
🔴 0.62 |
🟢 2.21 |
🔴 8.35 |
🟢 0.63 |
🟢 0.89 |
🔴 2.00 |
🟢 0.14 |
🔴 0.94 |
🔴 0.98 |
🟡 0.97 |
🔴 0.04 |
🟢 5.95 |
🟡 0.98 |
LH_GDPNOM |
🟢 2.02 |
🔴 0.17 |
🟠 2.00 |
🟠 5.58 |
🟢 0.56 |
🟢 0.95 |
🟢 0.50 |
🟡 1.79 |
🟢 1.65 |
🟡 1.30 |
🟡 1.00 |
🔴 0.11 |
🟢 5.81 |
🟡 1.00 |
LH_HHCREDIT |
🟢 2.11 |
🟡 0.99 |
🔴 1.91 |
🟡 3.63 |
🟢 0.57 |
🟢 0.97 |
🟢 0.50 |
🟢 1.77 |
🟢 1.51 |
🟢 1.46 |
🟠 0.93 |
🟠 0.12 |
🟢 5.41 |
🟡 1.00 |
LH_HOUSECG |
🔴 1.28 |
🟠 0.86 |
🔴 1.35 |
🟢 1.92 |
🟢 0.83 |
🟢 0.76 |
🔴 1.54 |
🟡 1.25 |
🟢 0.25 |
🟢 1.94 |
🟡 0.93 |
🟢 0.11 |
🟢 4.36 |
🟡 0.99 |
LH_HOUSINGTR |
🔴 1.27 |
🔴 0.56 |
🔴 1.34 |
🟢 1.91 |
🟢 0.85 |
🟢 0.74 |
🔴 1.52 |
🟡 1.25 |
🟢 0.25 |
🟢 1.94 |
🟡 0.92 |
🟢 0.11 |
🟢 4.35 |
🟡 0.99 |
LH_HPI |
🟢 1.75 |
🔴 0.68 |
🟡 2.05 |
🟡 3.60 |
🟢 0.66 |
🟢 0.91 |
🟢 1.12 |
🟢 1.25 |
🔴 1.17 |
🟢 1.32 |
🟢 1.00 |
🔴 0.08 |
🟢 5.96 |
🟡 1.00 |
LH_IMPORTS |
🟢 1.89 |
🟢 1.73 |
🟡 2.09 |
🟡 3.94 |
🟢 0.77 |
🟢 0.95 |
🟢 0.50 |
🟢 1.75 |
🟡 1.41 |
🟡 1.37 |
🟡 0.99 |
🟡 0.13 |
🟢 5.71 |
🟡 1.00 |
LH_INV |
🔴 1.26 |
🔴 0.55 |
🔴 1.89 |
🔴 5.50 |
🟠 0.93 |
🔴 -0.04 |
🔴 2.00 |
🟢 1.50 |
🔴 0.83 |
🔴 0.42 |
🟢 0.97 |
🟡 0.11 |
🟢 5.29 |
🟠 0.96 |
LH_LEV |
🔴 1.12 |
🟢 1.81 |
🔴 1.21 |
🟢 1.50 |
🟢 0.89 |
🟢 0.62 |
🟢 0.50 |
🟡 1.22 |
🟢 0.22 |
🟢 1.94 |
🟡 0.92 |
🟡 0.07 |
🟢 1.94 |
🟡 1.00 |
LH_MONEY |
🟢 2.00 |
🟢 1.25 |
🔴 1.73 |
🟡 2.92 |
🟢 0.41 |
🟢 0.97 |
🟢 0.50 |
🔴 1.87 |
🟢 1.57 |
🟢 1.40 |
🟡 1.00 |
🔴 0.10 |
🟢 5.77 |
🟡 1.00 |
LH_MORT |
🟢 1.77 |
🟢 1.55 |
🟡 2.09 |
🟢 0.98 |
🟢 0.47 |
🟢 0.96 |
🟢 0.50 |
🟢 1.53 |
🔴 1.00 |
🟢 1.61 |
🟡 0.99 |
🔴 0.14 |
🟢 5.31 |
🟠 1.00 |
LH_NARROW |
🟢 1.96 |
🟢 2.01 |
🔴 1.61 |
🟡 2.51 |
🟢 0.55 |
🟢 0.97 |
🟢 0.50 |
🔴 1.87 |
🟠 1.23 |
🟢 1.69 |
🟡 0.97 |
🟢 0.13 |
🟢 5.30 |
🟡 1.00 |
LH_POP |
🟢 1.84 |
🟢 1.26 |
🔴 1.80 |
🔴 15.71 |
🟢 0.74 |
🔴 0.10 |
🔴 2.00 |
🟢 1.43 |
🟢 1.46 |
🔴 0.52 |
🟠 0.93 |
🔴 0.06 |
🟢 5.67 |
🟡 1.00 |
LH_RCONS |
🟢 1.98 |
🔴 0.54 |
🔴 1.92 |
🔴 10.77 |
🟢 0.68 |
🟢 0.85 |
🔴 2.00 |
🟢 1.72 |
🟢 1.80 |
🔴 0.80 |
🟡 0.99 |
🔴 0.07 |
🟢 6.04 |
🟡 1.00 |
LH_REV |
🟢 1.92 |
🔴 0.47 |
🔴 1.85 |
🟡 3.70 |
🟢 0.61 |
🟢 0.96 |
🟢 0.50 |
🟡 1.77 |
🟢 1.58 |
🟡 1.29 |
🟡 1.00 |
🟢 0.13 |
🟢 5.81 |
🟡 1.00 |
LH_RGDP_BARRO |
🟢 1.97 |
🔴 0.42 |
🔴 1.88 |
🔴 11.05 |
🟢 0.64 |
🟢 0.88 |
🔴 2.00 |
🟠 1.83 |
🟢 1.80 |
🔴 0.80 |
🟠 0.96 |
🔴 0.04 |
🟢 6.05 |
🟡 1.00 |
LH_STIR |
🔴 1.53 |
🔴 0.11 |
🔴 1.85 |
🟡 3.57 |
🟠 0.94 |
🟢 0.80 |
🟢 0.50 |
🔴 1.81 |
🔴 1.05 |
🟡 1.27 |
🔴 0.30 |
🔴 0.11 |
🟢 4.56 |
🔴 0.42 |
LH_UNRATE |
🔴 1.41 |
🟡 1.20 |
🟢 2.14 |
🟡 2.89 |
🟢 0.89 |
🔴 -0.09 |
🔴 2.00 |
🟡 1.69 |
🔴 0.73 |
🟡 1.11 |
🔴 0.26 |
🟡 0.11 |
🟢 3.78 |
🟠 0.78 |
LH_WAGE |
🟢 2.07 |
🔴 0.30 |
🔴 1.79 |
🟡 3.90 |
🟢 0.44 |
🟢 0.94 |
🟠 1.45 |
🔴 1.98 |
🟢 1.92 |
🟠 1.17 |
🟡 1.00 |
🔴 0.09 |
🟢 6.02 |
🟡 1.00 |
LH_XRUSD |
🔴 1.51 |
🟢 2.28 |
🔴 1.88 |
🟡 4.75 |
🟡 0.92 |
🟢 0.66 |
🔴 2.00 |
🟡 1.75 |
🔴 0.95 |
🔴 0.68 |
🟡 1.00 |
🟡 0.13 |
🟢 5.51 |
🟡 1.00 |
LH_YIELD |
🟡 1.66 |
🟢 1.41 |
🟢 2.13 |
🟡 4.05 |
🟢 0.91 |
🟢 0.71 |
🟢 1.25 |
🟢 1.62 |
🟠 1.13 |
🟢 1.31 |
🔴 0.45 |
🔴 0.11 |
🟢 4.90 |
🔴 0.47 |
ANGLO
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
LH_BANKDEBT |
🟢 1.76 |
🟢 1.41 |
🔴 1.78 |
🟢 1.56 |
🟢 0.63 |
🟢 0.94 |
🟢 0.50 |
🟠 1.84 |
🟢 1.61 |
🟢 1.52 |
🟡 1.00 |
🟢 0.18 |
🟢 5.08 |
🟡 1.00 |
LH_BILLRATE |
🔴 1.48 |
🟢 1.56 |
🔴 1.34 |
🟡 3.04 |
🟢 0.74 |
🟢 0.69 |
🔴 2.00 |
🟡 1.19 |
🟢 0.31 |
🟢 1.88 |
🟡 0.97 |
🟢 0.09 |
🟢 5.93 |
🟡 1.00 |
LH_BONDRATE |
🔴 1.52 |
🟢 1.49 |
🔴 1.34 |
🟡 3.04 |
🟢 0.76 |
🟢 0.72 |
🔴 2.00 |
🟡 1.19 |
🟢 0.31 |
🟢 1.88 |
🟡 0.99 |
🟢 0.09 |
🟢 5.95 |
🟡 1.00 |
LH_BONDTR |
🔴 1.51 |
🟢 1.30 |
🔴 1.35 |
🟡 3.03 |
🟢 0.79 |
🟢 0.76 |
🔴 2.00 |
🟡 1.19 |
🟢 0.31 |
🟢 1.88 |
🟡 0.99 |
🟢 0.09 |
🟢 5.94 |
🟡 1.00 |
LH_BUSCREDIT |
🔴 1.53 |
🔴 0.55 |
🔴 1.75 |
🟢 1.16 |
🟢 0.69 |
🟢 0.93 |
🟢 0.50 |
🔴 1.85 |
🟢 1.51 |
🟢 1.60 |
🟡 1.00 |
🟢 0.19 |
🟢 5.07 |
🟡 1.00 |
LH_CA |
🔴 1.49 |
🔴 0.55 |
🔴 1.74 |
🟡 2.62 |
🔴 0.99 |
🟢 0.97 |
🟢 0.50 |
🟢 1.28 |
🔴 0.52 |
🟢 1.50 |
🟠 0.79 |
🟠 0.10 |
🟢 5.23 |
🟡 0.93 |
LH_CPI |
🟢 2.04 |
🔴 0.36 |
🔴 1.80 |
🟡 4.08 |
🟢 0.61 |
🟢 0.79 |
🔴 1.87 |
🔴 1.95 |
🟢 1.90 |
🟠 1.08 |
🟡 0.99 |
🔴 0.11 |
🟢 6.02 |
🟡 1.00 |
LH_CREDIT |
🟢 2.07 |
🟢 1.63 |
🔴 1.72 |
🟢 1.02 |
🟢 0.63 |
🟢 0.93 |
🟢 0.50 |
🔴 1.96 |
🟢 1.58 |
🟢 1.64 |
🟡 0.96 |
🟢 0.14 |
🟢 5.18 |
🟡 1.00 |
LH_DEBTGDP |
🟡 1.65 |
🔴 0.16 |
🟠 1.97 |
🟡 2.57 |
🟢 0.79 |
🔴 0.02 |
🔴 2.00 |
🟡 1.80 |
🔴 1.16 |
🟡 1.19 |
🔴 0.53 |
🟢 0.15 |
🟢 5.26 |
🔴 0.70 |
LH_EQDIVP |
🔴 1.52 |
🟢 1.49 |
🔴 1.37 |
🟡 3.04 |
🟢 0.76 |
🟢 0.72 |
🔴 2.00 |
🟡 1.19 |
🟢 0.31 |
🟢 1.88 |
🟡 0.99 |
🟢 0.09 |
🟢 5.94 |
🟡 1.00 |
LH_EQTR |
🔴 1.52 |
🟢 1.33 |
🔴 1.36 |
🟡 3.04 |
🟢 0.76 |
🟢 0.72 |
🔴 2.00 |
🟡 1.19 |
🟢 0.31 |
🟢 1.88 |
🟡 0.99 |
🟢 0.09 |
🟢 5.94 |
🟡 1.00 |
LH_EQUITY |
🔴 1.52 |
🟢 1.33 |
🔴 1.36 |
🟡 3.04 |
🟢 0.76 |
🟢 0.72 |
🔴 2.00 |
🟡 1.19 |
🟢 0.31 |
🟢 1.88 |
🟡 0.99 |
🟢 0.09 |
🟢 5.94 |
🟡 1.00 |
LH_EXP |
🟢 1.94 |
🟡 1.04 |
🔴 1.60 |
🟢 1.17 |
🟢 0.61 |
🟢 0.96 |
🟢 0.50 |
🟢 0.17 |
🔴 0.71 |
🟢 1.59 |
🟢 0.96 |
🟢 0.17 |
🟢 5.44 |
🟢 1.00 |
LH_EXPORTS |
🟢 1.92 |
🔴 0.70 |
🔴 1.78 |
🟢 1.23 |
🟢 0.86 |
🟢 0.94 |
🟢 0.50 |
🔴 1.84 |
🟡 1.34 |
🟢 1.59 |
🟡 0.99 |
🟡 0.11 |
🟢 5.56 |
🟡 1.00 |
LH_GDP |
🟢 1.85 |
🔴 0.16 |
🔴 1.77 |
🔴 9.57 |
🟢 0.72 |
🟢 0.84 |
🔴 2.00 |
🟠 1.81 |
🟢 1.73 |
🔴 0.87 |
🟡 0.95 |
🔴 0.07 |
🟢 6.08 |
🟡 1.00 |
LH_GDPNOM |
🟢 2.05 |
🔴 0.51 |
🔴 1.72 |
🟢 1.54 |
🟢 0.48 |
🟢 0.95 |
🟢 0.50 |
🔴 1.94 |
🟢 1.68 |
🟢 1.52 |
🟡 0.97 |
🟢 0.14 |
🟢 5.78 |
🟡 1.00 |
LH_HHCREDIT |
🔴 1.41 |
🟡 0.96 |
🔴 1.71 |
🟢 1.14 |
🟢 0.40 |
🟢 1.00 |
🟢 0.50 |
🔴 1.96 |
🟢 1.61 |
🟢 1.62 |
🟡 1.00 |
🟢 0.16 |
🟢 5.12 |
🟡 1.00 |
LH_HOUSECG |
🔴 1.48 |
🔴 0.72 |
🔴 1.43 |
🟡 3.01 |
🟢 0.79 |
🟢 0.70 |
🔴 2.00 |
🟢 1.19 |
🟢 0.31 |
🟢 1.88 |
🟡 0.92 |
🟢 0.11 |
🟢 5.88 |
🟡 1.00 |
LH_HOUSINGTR |
🔴 1.54 |
🟡 0.93 |
🔴 1.31 |
🟢 2.92 |
🟢 0.80 |
🔴 0.39 |
🔴 2.00 |
🟡 1.19 |
🟢 0.32 |
🟢 1.89 |
🔴 0.77 |
🟢 0.13 |
🟢 5.78 |
🟡 1.00 |
LH_HPI |
🟢 2.05 |
🟢 2.08 |
🔴 1.72 |
🟡 2.59 |
🟢 0.73 |
🟢 0.81 |
🟢 0.50 |
🔴 1.92 |
🟢 1.61 |
🟢 1.46 |
🟡 1.00 |
🟡 0.12 |
🟢 5.86 |
🟡 1.00 |
LH_IMPORTS |
🟢 1.97 |
🔴 0.09 |
🔴 1.89 |
🟡 2.37 |
🟢 0.80 |
🟢 0.95 |
🟢 0.50 |
🟡 1.79 |
🟢 1.46 |
🟢 1.41 |
🟡 0.96 |
🟠 0.13 |
🟢 5.49 |
🟡 1.00 |
LH_INV |
🔴 1.33 |
🔴 0.51 |
🟡 2.02 |
🟡 3.19 |
🟡 0.91 |
🔴 -0.14 |
🔴 2.00 |
🟡 1.70 |
🔴 0.82 |
🔴 0.81 |
🟢 0.93 |
🔴 0.08 |
🟢 5.18 |
🟠 0.92 |
LH_LEV |
🟢 1.73 |
🔴 0.64 |
🔴 1.74 |
🟡 3.27 |
🟢 0.86 |
🔴 -0.63 |
🔴 2.00 |
🟢 1.62 |
🟢 1.38 |
🔴 1.03 |
🟡 0.96 |
🔴 0.07 |
🟢 5.75 |
🟡 0.97 |
LH_MONEY |
🟢 2.07 |
🟢 1.79 |
🔴 1.60 |
🟢 0.96 |
🟢 0.41 |
🟢 0.97 |
🟢 0.50 |
🔴 1.82 |
🟢 1.52 |
🟢 1.64 |
🟡 1.00 |
🟡 0.11 |
🟢 5.37 |
🟡 1.00 |
LH_MORT |
🟢 2.05 |
🟢 2.00 |
🔴 1.69 |
🟢 0.98 |
🟢 0.50 |
🟢 0.94 |
🟢 0.50 |
🔴 1.96 |
🟢 1.56 |
🟢 1.66 |
🟠 0.91 |
🟢 0.16 |
🟢 5.19 |
🟡 1.00 |
LH_NARROW |
🟢 1.93 |
🟢 1.44 |
🔴 1.37 |
🟢 0.97 |
🟢 0.63 |
🟢 0.94 |
🟢 0.50 |
🟡 1.69 |
🔴 1.15 |
🟢 1.77 |
🟡 1.00 |
🟢 0.15 |
🟢 5.16 |
🟡 1.00 |
LH_POP |
🟢 2.00 |
🔴 0.47 |
🔴 1.77 |
🔴 8.44 |
🟢 0.58 |
🔴 0.39 |
🔴 2.00 |
🔴 1.86 |
🟢 1.81 |
🔴 0.60 |
🟡 0.99 |
🔴 0.02 |
🟢 5.84 |
🟡 1.00 |
LH_RCONS |
🟢 1.94 |
🔴 0.42 |
🔴 1.92 |
🔴 7.61 |
🟢 0.69 |
🟢 0.93 |
🔴 2.00 |
🟡 1.77 |
🟢 1.77 |
🔴 0.93 |
🟡 1.00 |
🔴 0.07 |
🟢 6.05 |
🟡 1.00 |
LH_REV |
🟢 1.95 |
🟡 1.05 |
🔴 1.79 |
🟢 1.31 |
🟢 0.62 |
🟢 0.98 |
🟢 0.50 |
🟢 0.12 |
🔴 0.73 |
🟢 1.57 |
🟢 1.00 |
🟢 0.17 |
🟢 5.17 |
🟢 1.00 |
LH_RGDP_BARRO |
🟢 1.93 |
🔴 0.20 |
🔴 1.88 |
🔴 8.32 |
🟢 0.70 |
🟢 0.86 |
🔴 2.00 |
🔴 1.85 |
🟢 1.75 |
🔴 0.84 |
🟠 0.96 |
🔴 0.07 |
🟢 6.03 |
🟡 1.00 |
LH_STIR |
🔴 1.40 |
🟡 1.46 |
🟠 1.88 |
🟢 1.97 |
🔴 0.96 |
🟢 0.72 |
🟢 1.19 |
🔴 1.86 |
🔴 0.85 |
🟢 1.37 |
🔴 0.35 |
🟠 0.10 |
🟢 3.94 |
🔴 0.48 |
LH_UNRATE |
🔴 1.33 |
🟡 1.11 |
🔴 1.51 |
🟢 2.41 |
🟢 0.85 |
🔴 -0.33 |
🔴 1.90 |
🔴 1.91 |
🔴 0.57 |
🟢 1.42 |
🔴 0.17 |
🔴 0.08 |
🟢 3.20 |
🔴 0.59 |
LH_WAGE |
🟢 2.07 |
🔴 0.53 |
🔴 1.75 |
🟡 3.20 |
🟢 0.48 |
🟢 0.96 |
🟠 1.45 |
🔴 1.96 |
🟢 1.86 |
🟡 1.22 |
🟡 1.00 |
🔴 0.09 |
🟢 6.02 |
🟡 1.00 |
LH_XRUSD |
🔴 1.38 |
🟢 1.41 |
🔴 1.66 |
🔴 5.18 |
🔴 0.95 |
🟢 0.63 |
🔴 2.00 |
🟢 1.54 |
🔴 0.75 |
🔴 0.81 |
🟢 1.00 |
🔴 0.08 |
🟢 5.17 |
🟡 1.00 |
LH_YIELD |
🟢 1.76 |
🔴 0.82 |
🟡 2.03 |
🟡 3.85 |
🟢 0.91 |
🟢 0.68 |
🟡 1.26 |
🟡 1.77 |
🟡 1.25 |
🟡 1.32 |
🔴 0.54 |
🔴 0.12 |
🟢 5.24 |
🔴 0.57 |
EU4
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
LH_BANKDEBT |
🔴 1.48 |
🟡 0.99 |
🔴 1.87 |
🔴 5.79 |
🟢 0.64 |
🟢 0.98 |
🟡 0.50 |
🟡 1.78 |
🟡 1.37 |
🟢 1.44 |
🟡 0.97 |
🟢 0.19 |
🟢 5.25 |
🟡 1.00 |
LH_BILLRATE |
🔴 1.47 |
🔴 0.56 |
🔴 1.86 |
🟡 3.38 |
🔴 0.95 |
🟢 0.66 |
🟢 0.50 |
🔴 1.83 |
🔴 0.96 |
🟢 1.38 |
🔴 0.32 |
🔴 0.10 |
🟢 4.81 |
🔴 0.45 |
LH_BONDRATE |
🟡 1.65 |
🟢 1.46 |
🟡 2.00 |
🟡 3.33 |
🟡 0.92 |
🟢 0.55 |
🔴 1.57 |
🔴 1.90 |
🔴 1.05 |
🟡 1.33 |
🔴 0.39 |
🔴 0.11 |
🟢 4.78 |
🔴 0.42 |
LH_BONDTR |
🟢 0.80 |
🟡 0.78 |
🔴 0.10 |
🟡 2.85 |
🟠 0.99 |
🟢 0.69 |
🟢 1.51 |
🔴 9.69 |
🟠 0.05 |
🟢 1.36 |
🔴 0.17 |
🟠 0.06 |
🟢 1.02 |
🟢 0.33 |
LH_BUSCREDIT |
🟡 1.92 |
🔴 0.60 |
🟡 2.10 |
🟢 2.20 |
🟢 0.50 |
🟢 0.91 |
🔴 1.73 |
🔴 1.85 |
🟠 1.41 |
🟠 1.12 |
🟡 1.00 |
🟢 0.15 |
🟢 4.09 |
🟠 1.00 |
LH_CA |
🔴 1.43 |
🟢 2.77 |
🟢 2.20 |
🟢 1.82 |
🔴 0.96 |
🟢 0.94 |
🟢 0.50 |
🟢 1.66 |
🔴 0.55 |
🟢 1.80 |
🟠 0.68 |
🟢 0.14 |
🟢 4.39 |
🔴 0.68 |
LH_CPI |
🟢 2.03 |
🔴 0.53 |
🔴 1.82 |
🔴 5.72 |
🟢 0.59 |
🟢 0.84 |
🔴 1.99 |
🔴 1.93 |
🟢 1.92 |
🔴 1.01 |
🟠 0.96 |
🟡 0.13 |
🟢 6.02 |
🟡 1.00 |
LH_CREDIT |
🟢 2.00 |
🔴 0.50 |
🟠 1.98 |
🟡 3.93 |
🟢 0.56 |
🟢 0.97 |
🟢 0.50 |
🟡 1.80 |
🟡 1.32 |
🟢 1.52 |
🟡 0.99 |
🟢 0.20 |
🟢 5.40 |
🟡 1.00 |
LH_DEBTGDP |
🟡 1.57 |
🟢 1.83 |
🟢 2.07 |
🟠 3.72 |
🟢 0.85 |
🔴 -0.03 |
🔴 2.00 |
🟢 1.50 |
🔴 0.85 |
🟠 1.09 |
🔴 0.62 |
🔴 0.10 |
🟢 4.73 |
🔴 0.60 |
LH_EQDIVP |
🔴 1.19 |
🔴 0.48 |
🔴 1.25 |
🟠 3.34 |
🔴 0.97 |
🔴 0.32 |
🔴 2.00 |
🟡 1.71 |
🔴 0.46 |
🟠 1.12 |
🟡 0.51 |
🔴 0.07 |
🟢 2.72 |
🟠 0.55 |
LH_EQTR |
🟢 1.02 |
🔴 0.35 |
🔴 0.00 |
🟡 2.99 |
🟠 0.99 |
🔴 0.02 |
🟢 1.47 |
🔴 1.00 |
🟢 0.07 |
🟢 1.97 |
🟠 0.20 |
🟢 0.15 |
🔴 -0.02 |
🟠 0.25 |
LH_EQUITY |
🟢 1.02 |
🔴 0.35 |
🔴 0.00 |
🟡 2.99 |
🟡 0.99 |
🔴 0.03 |
🟡 1.49 |
🔴 1.00 |
🟢 0.07 |
🟢 1.97 |
🟠 0.20 |
🟢 0.13 |
🔴 -0.02 |
🟢 0.28 |
LH_EXP |
🟢 1.93 |
🔴 0.46 |
🔴 1.60 |
🟡 2.79 |
🟢 0.81 |
🟢 0.96 |
🟢 0.50 |
🟢 1.74 |
🟢 1.46 |
🟡 1.35 |
🟡 0.99 |
🟢 0.16 |
🟢 5.79 |
🟡 1.00 |
LH_EXPORTS |
🟢 1.99 |
🔴 0.81 |
🟡 2.19 |
🟡 2.55 |
🟢 0.69 |
🟢 0.92 |
🟢 0.50 |
🟢 1.62 |
🟡 1.44 |
🟢 1.48 |
🟠 0.96 |
🟠 0.12 |
🟢 5.58 |
🟡 1.00 |
LH_GDP |
🟢 1.88 |
🔴 0.20 |
🔴 1.79 |
🔴 11.18 |
🟢 0.61 |
🟢 0.82 |
🔴 2.00 |
🟡 1.76 |
🟢 1.76 |
🔴 0.81 |
🟡 0.92 |
🔴 0.06 |
🟢 6.08 |
🟡 1.00 |
LH_GDPNOM |
🟢 2.03 |
🔴 0.14 |
🟠 2.01 |
🔴 6.00 |
🟢 0.70 |
🟢 0.95 |
🟢 0.50 |
🟠 1.80 |
🟢 1.62 |
🟡 1.34 |
🟡 1.00 |
🟡 0.13 |
🟢 5.78 |
🟡 1.00 |
LH_HHCREDIT |
🟡 1.98 |
🔴 0.26 |
🔴 2.00 |
🔴 5.02 |
🟢 0.53 |
🟢 0.93 |
🔴 1.78 |
🔴 1.78 |
🟢 1.65 |
🔴 0.93 |
🟡 1.00 |
🟢 0.19 |
🟢 4.11 |
🟠 1.00 |
LH_HOUSECG |
🔴 0.92 |
🔴 0.66 |
🟡 1.35 |
🟢 1.63 |
🔴 0.99 |
🔴 -0.11 |
🔴 1.82 |
🔴 1.87 |
🔴 0.31 |
🟢 1.84 |
🟠 0.36 |
🔴 0.05 |
🟢 1.69 |
🔴 0.38 |
LH_HOUSINGTR |
🔴 0.81 |
🔴 0.57 |
🔴 0.64 |
🟡 2.75 |
🔴 0.99 |
🔴 -0.07 |
🔴 2.00 |
🔴 1.36 |
🟠 0.20 |
🟢 1.27 |
🔴 0.24 |
🔴 0.05 |
🟢 1.14 |
🔴 0.32 |
LH_HPI |
🟢 2.01 |
🔴 0.74 |
🔴 1.75 |
🔴 8.89 |
🟢 0.66 |
🟢 0.84 |
🟡 1.27 |
🔴 1.85 |
🟢 1.56 |
🟡 1.24 |
🔴 0.80 |
🟡 0.13 |
🟢 5.96 |
🟡 1.00 |
LH_IMPORTS |
🟢 1.87 |
🔴 0.61 |
🟡 2.14 |
🟡 3.88 |
🟢 0.79 |
🟢 0.93 |
🟢 0.50 |
🟢 1.74 |
🟡 1.35 |
🟢 1.40 |
🟡 0.97 |
🟢 0.13 |
🟢 5.55 |
🟡 1.00 |
LH_INV |
🔴 1.24 |
🔴 0.80 |
🔴 1.82 |
🔴 14.60 |
🟠 0.93 |
🔴 -0.13 |
🔴 2.00 |
🟡 1.71 |
🔴 0.79 |
🔴 0.50 |
🟢 0.93 |
🔴 0.09 |
🟢 4.57 |
🟡 0.92 |
LH_LEV |
🔴 1.54 |
🟡 1.15 |
🟡 2.12 |
🔴 6.11 |
🔴 0.94 |
🔴 -0.41 |
🔴 2.00 |
🟢 1.65 |
🔴 1.11 |
🔴 0.66 |
🟠 0.93 |
🔴 0.09 |
🟢 5.53 |
🔴 0.95 |
LH_MONEY |
🟢 2.02 |
🟢 1.36 |
🔴 1.72 |
🟡 2.85 |
🟢 0.67 |
🟢 0.97 |
🟢 0.50 |
🔴 1.87 |
🟢 1.51 |
🟢 1.43 |
🟡 0.99 |
🟢 0.14 |
🟢 5.76 |
🟡 1.00 |
LH_MORT |
🟢 1.71 |
🔴 0.53 |
🟠 1.99 |
🟢 0.86 |
🟢 0.65 |
🟢 0.97 |
🟢 0.50 |
🟢 1.42 |
🔴 0.85 |
🟢 1.65 |
🟢 0.99 |
🟢 0.24 |
🔴 4.56 |
🟢 1.00 |
LH_NARROW |
🟢 1.97 |
🟢 1.83 |
🔴 1.59 |
🟡 2.38 |
🟢 0.74 |
🟢 0.93 |
🟢 0.50 |
🔴 1.85 |
🔴 1.20 |
🟢 1.70 |
🟡 0.99 |
🟢 0.14 |
🟢 5.15 |
🟡 1.00 |
LH_POP |
🟢 1.91 |
🟢 1.54 |
🔴 1.72 |
🔴 12.63 |
🟢 0.47 |
🔴 0.27 |
🔴 2.00 |
🟢 1.07 |
🟡 1.25 |
🔴 0.70 |
🔴 0.75 |
🔴 0.11 |
🟢 5.60 |
🟡 1.00 |
LH_RCONS |
🟢 1.93 |
🔴 0.14 |
🔴 1.95 |
🔴 20.33 |
🟢 0.74 |
🟢 0.69 |
🔴 2.00 |
🟢 1.71 |
🟢 1.80 |
🔴 0.70 |
🟠 0.92 |
🔴 0.06 |
🟢 6.03 |
🟡 1.00 |
LH_REV |
🟢 1.85 |
🔴 0.12 |
🟠 2.01 |
🟡 3.82 |
🟢 0.70 |
🟢 0.96 |
🟢 0.50 |
🟢 1.73 |
🟡 1.44 |
🟡 1.31 |
🟡 0.97 |
🔴 0.12 |
🟢 5.76 |
🟡 1.00 |
LH_RGDP_BARRO |
🟢 1.85 |
🔴 0.26 |
🔴 1.91 |
🔴 13.26 |
🟢 0.58 |
🟢 0.79 |
🔴 2.00 |
🟢 1.58 |
🟢 1.66 |
🔴 0.77 |
🔴 0.85 |
🔴 0.07 |
🟢 6.03 |
🟡 1.00 |
LH_STIR |
🔴 1.48 |
🔴 0.25 |
🔴 1.84 |
🟠 3.69 |
🔴 0.96 |
🟢 0.67 |
🟢 0.50 |
🔴 1.82 |
🔴 0.96 |
🟢 1.37 |
🔴 0.32 |
🔴 0.10 |
🟢 4.77 |
🔴 0.45 |
LH_UNRATE |
🔴 1.39 |
🟡 1.07 |
🔴 1.57 |
🔴 5.62 |
🟢 0.90 |
🔴 0.03 |
🔴 2.00 |
🟢 1.66 |
🔴 0.75 |
🔴 0.69 |
🔴 0.52 |
🔴 0.08 |
🟢 3.83 |
🟡 0.90 |
LH_WAGE |
🟢 2.05 |
🟡 1.00 |
🔴 1.86 |
🟠 4.98 |
🟢 0.62 |
🟢 0.90 |
🔴 1.58 |
🔴 1.94 |
🟢 1.93 |
🟠 1.09 |
🟡 0.97 |
🟡 0.12 |
🟢 6.01 |
🟡 1.00 |
LH_XRUSD |
🔴 1.41 |
🔴 0.55 |
🔴 1.89 |
🟠 5.45 |
🟡 0.91 |
🟢 0.67 |
🔴 2.00 |
🔴 1.84 |
🔴 0.95 |
🔴 0.75 |
🟡 1.00 |
🟢 0.16 |
🟢 5.58 |
🟡 1.00 |
LH_YIELD |
🟡 1.66 |
🟢 1.40 |
🔴 1.95 |
🟡 3.38 |
🟠 0.93 |
🟢 0.59 |
🔴 1.59 |
🔴 1.91 |
🔴 1.05 |
🟡 1.33 |
🔴 0.44 |
🔴 0.10 |
🟢 4.86 |
🔴 0.43 |
G7
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
LH_BANKDEBT |
🟢 1.98 |
🔴 0.52 |
🔴 1.86 |
🔴 7.36 |
🟢 0.63 |
🟢 0.93 |
🟢 0.50 |
🟡 1.82 |
🟢 1.72 |
🟡 1.24 |
🟡 1.00 |
🟢 0.16 |
🟢 5.69 |
🟡 1.00 |
LH_BILLRATE |
🔴 1.40 |
🟢 1.09 |
🔴 1.27 |
🟢 2.32 |
🟢 0.83 |
🟢 0.67 |
🔴 2.00 |
🟡 1.17 |
🟢 0.24 |
🟢 1.93 |
🟡 0.97 |
🟢 0.12 |
🟢 5.06 |
🟡 1.00 |
LH_BONDRATE |
🔴 1.39 |
🟢 1.62 |
🔴 1.27 |
🟢 2.33 |
🟢 0.84 |
🟢 0.66 |
🔴 2.00 |
🟡 1.17 |
🟢 0.24 |
🟢 1.93 |
🟡 0.97 |
🟢 0.11 |
🟢 5.06 |
🟡 1.00 |
LH_BONDTR |
🔴 1.39 |
🟢 1.53 |
🔴 1.28 |
🟢 2.33 |
🟢 0.83 |
🟢 0.65 |
🔴 2.00 |
🟡 1.17 |
🟢 0.24 |
🟢 1.93 |
🟡 0.97 |
🟢 0.11 |
🟢 5.06 |
🟡 1.00 |
LH_BUSCREDIT |
🟢 1.82 |
🔴 0.28 |
🔴 1.90 |
🟠 4.90 |
🟢 0.70 |
🟢 0.90 |
🟡 1.10 |
🟡 1.83 |
🟢 1.53 |
🟡 1.22 |
🟡 1.00 |
🟢 0.17 |
🟢 5.64 |
🟡 1.00 |
LH_CA |
🔴 1.17 |
🟡 1.14 |
🔴 1.31 |
🟢 1.82 |
🔴 0.99 |
🟢 1.00 |
🟢 0.50 |
🟢 1.42 |
🟠 0.37 |
🟢 1.65 |
🟠 0.53 |
🟢 0.13 |
🟢 4.18 |
🔴 0.53 |
LH_CPI |
🔴 1.24 |
🟢 1.91 |
🔴 1.41 |
🟢 1.48 |
🟢 0.55 |
🟢 0.81 |
🔴 2.00 |
🟢 1.13 |
🟢 0.32 |
🟢 1.92 |
🟢 1.00 |
🟢 0.11 |
🟢 2.35 |
🟡 1.00 |
LH_CREDIT |
🔴 1.54 |
🟢 1.38 |
🔴 1.81 |
🔴 4.80 |
🟢 0.56 |
🟢 0.95 |
🟢 0.50 |
🟢 0.78 |
🔴 0.82 |
🟢 1.34 |
🟢 1.00 |
🟠 0.12 |
🟢 5.48 |
🟠 0.99 |
LH_DEBTGDP |
🟢 1.71 |
🔴 0.59 |
🔴 1.79 |
🟡 4.12 |
🟢 0.82 |
🔴 0.14 |
🔴 2.00 |
🔴 1.86 |
🔴 1.15 |
🔴 1.01 |
🔴 0.28 |
🟡 0.14 |
🟢 5.28 |
🔴 0.51 |
LH_EQDIVP |
🔴 1.40 |
🟢 1.52 |
🔴 1.29 |
🟢 2.33 |
🟢 0.82 |
🟢 0.68 |
🔴 2.00 |
🟡 1.17 |
🟢 0.24 |
🟢 1.93 |
🟡 0.97 |
🟢 0.11 |
🟢 5.08 |
🟡 1.00 |
LH_EQTR |
🟢 1.04 |
🟢 2.07 |
🔴 -0.00 |
🟡 2.99 |
🟢 0.82 |
🔴 0.17 |
🔴 2.00 |
🔴 1.00 |
🟡 0.07 |
🟢 1.97 |
🟢 0.96 |
🟢 0.11 |
🔴 -0.02 |
🟢 0.99 |
LH_EQUITY |
🟢 1.04 |
🟢 2.04 |
🔴 -0.00 |
🟡 2.98 |
🟢 0.82 |
🔴 0.17 |
🔴 2.00 |
🔴 1.00 |
🟡 0.07 |
🟢 1.97 |
🟢 0.94 |
🟢 0.11 |
🔴 -0.02 |
🟢 0.97 |
LH_EXP |
🟢 1.96 |
🔴 0.77 |
🔴 1.50 |
🟠 5.41 |
🟢 0.71 |
🟢 0.88 |
🟡 1.16 |
🟢 1.49 |
🟢 1.51 |
🟠 1.10 |
🟡 1.00 |
🟢 0.15 |
🟢 5.89 |
🟡 1.00 |
LH_EXPORTS |
🟢 1.86 |
🔴 0.41 |
🟡 2.05 |
🟡 3.77 |
🟢 0.70 |
🟢 0.93 |
🟢 0.50 |
🟢 1.74 |
🟢 1.49 |
🟡 1.27 |
🟡 0.99 |
🟢 0.16 |
🟢 5.74 |
🟡 1.00 |
LH_GDP |
🟢 1.84 |
🔴 0.61 |
🟢 2.46 |
🔴 11.00 |
🟢 0.62 |
🟢 0.79 |
🔴 2.00 |
🟢 0.22 |
🔴 1.00 |
🔴 0.80 |
🟡 0.94 |
🔴 0.05 |
🟢 6.01 |
🟡 0.98 |
LH_GDPNOM |
🟢 1.99 |
🔴 0.57 |
🟠 1.97 |
🔴 13.93 |
🟢 0.51 |
🟢 0.93 |
🟢 0.50 |
🔴 1.86 |
🟢 1.79 |
🟠 1.15 |
🟡 1.00 |
🟡 0.13 |
🟢 5.89 |
🟡 1.00 |
LH_HHCREDIT |
🟢 1.83 |
🟢 1.26 |
🔴 1.85 |
🟠 5.28 |
🟢 0.48 |
🟢 0.99 |
🟢 0.50 |
🟡 1.79 |
🟢 1.65 |
🟢 1.39 |
🟡 1.00 |
🟢 0.15 |
🟢 5.55 |
🟡 1.00 |
LH_HOUSECG |
🔴 1.36 |
🟢 1.14 |
🔴 1.36 |
🟢 2.26 |
🟢 0.85 |
🟠 0.52 |
🔴 2.00 |
🟡 1.17 |
🟢 0.24 |
🟢 1.93 |
🟡 0.92 |
🟢 0.13 |
🟢 4.66 |
🟠 0.98 |
LH_HOUSINGTR |
🔴 1.37 |
🟢 1.34 |
🔴 1.36 |
🟢 2.24 |
🟢 0.85 |
🟠 0.50 |
🔴 2.00 |
🟡 1.17 |
🟢 0.24 |
🟢 1.93 |
🟡 0.92 |
🟢 0.13 |
🟢 4.60 |
🟠 0.97 |
LH_HPI |
🟢 1.89 |
🟢 5.22 |
🔴 1.89 |
🔴 5.64 |
🟢 0.75 |
🟢 0.81 |
🟠 1.39 |
🟢 1.59 |
🟢 1.52 |
🟢 1.21 |
🟢 1.00 |
🔴 0.10 |
🟢 6.05 |
🟡 1.00 |
LH_IMPORTS |
🟢 1.82 |
🟠 0.85 |
🟡 2.09 |
🟠 5.02 |
🟢 0.79 |
🟢 0.93 |
🟢 0.50 |
🟢 1.77 |
🟡 1.40 |
🟡 1.28 |
🟡 1.00 |
🟢 0.16 |
🟢 5.77 |
🟡 1.00 |
LH_INV |
🔴 1.33 |
🔴 0.77 |
🔴 1.84 |
🔴 5.55 |
🟢 0.91 |
🔴 -0.07 |
🔴 2.00 |
🟡 1.55 |
🔴 0.87 |
🔴 0.55 |
🟢 0.95 |
🔴 0.09 |
🟢 5.16 |
🟡 0.94 |
LH_LEV |
🟢 1.76 |
🔴 0.74 |
🔴 1.86 |
🟠 4.26 |
🟢 0.87 |
🔴 -0.45 |
🔴 2.00 |
🟢 1.65 |
🟡 1.38 |
🔴 0.82 |
🟠 0.95 |
🔴 0.09 |
🟢 5.61 |
🟠 0.96 |
LH_MONEY |
🟢 2.04 |
🔴 0.67 |
🔴 1.68 |
🟡 2.39 |
🟢 0.41 |
🟢 0.98 |
🟢 0.50 |
🔴 1.85 |
🟢 1.67 |
🟡 1.39 |
🟡 1.00 |
🟢 0.14 |
🟢 5.89 |
🟡 1.00 |
LH_MORT |
🟢 2.10 |
🟡 1.03 |
🔴 1.74 |
🟡 2.51 |
🟢 0.49 |
🟢 0.99 |
🟢 0.50 |
🔴 1.89 |
🟢 1.57 |
🟢 1.45 |
🟡 0.97 |
🟠 0.12 |
🟢 5.63 |
🟡 1.00 |
LH_NARROW |
🟢 1.97 |
🔴 0.39 |
🔴 1.63 |
🟡 2.67 |
🟢 0.37 |
🟢 1.00 |
🟢 0.50 |
🔴 1.83 |
🟢 1.52 |
🟢 1.48 |
🟡 1.00 |
🟡 0.12 |
🟢 5.84 |
🟡 1.00 |
LH_POP |
🟢 2.02 |
🔴 0.74 |
🔴 1.76 |
🔴 10.01 |
🟢 0.38 |
🟢 0.57 |
🔴 2.00 |
🟡 1.76 |
🟢 1.83 |
🔴 0.62 |
🟠 0.96 |
🔴 0.01 |
🟢 5.84 |
🟡 1.00 |
LH_RCONS |
🟢 1.99 |
🔴 0.17 |
🔴 1.92 |
🔴 11.28 |
🟢 0.60 |
🟢 0.80 |
🔴 2.00 |
🟢 1.72 |
🟢 1.85 |
🔴 0.80 |
🟡 1.00 |
🔴 0.07 |
🟢 6.05 |
🟡 1.00 |
LH_REV |
🟢 2.06 |
🟠 0.93 |
🔴 1.76 |
🟠 4.74 |
🟢 0.65 |
🟢 0.92 |
🟢 0.50 |
🟡 1.81 |
🟢 1.72 |
🟠 1.12 |
🟡 1.00 |
🟢 0.14 |
🟢 5.86 |
🟡 1.00 |
LH_RGDP_BARRO |
🟢 1.92 |
🔴 0.47 |
🔴 1.90 |
🔴 9.93 |
🟢 0.63 |
🟢 0.79 |
🔴 2.00 |
🟡 1.79 |
🟢 1.76 |
🔴 0.77 |
🟠 0.95 |
🔴 0.04 |
🟢 6.03 |
🟡 1.00 |
LH_STIR |
🔴 1.39 |
🔴 0.09 |
🔴 1.70 |
🟡 2.99 |
🟡 0.93 |
🟢 0.73 |
🟢 1.24 |
🔴 1.82 |
🔴 0.87 |
🟢 1.32 |
🔴 0.28 |
🔴 0.10 |
🟢 4.03 |
🔴 0.39 |
LH_UNRATE |
🔴 1.28 |
🟡 1.13 |
🟠 1.67 |
🟠 3.50 |
🟢 0.91 |
🔴 -0.35 |
🔴 2.00 |
🔴 1.86 |
🔴 0.50 |
🟡 1.26 |
🔴 0.22 |
🔴 0.09 |
🟢 3.10 |
🟡 0.69 |
LH_WAGE |
🟢 2.05 |
🔴 0.14 |
🔴 1.80 |
🟡 4.54 |
🟢 0.51 |
🟢 0.88 |
🔴 1.83 |
🔴 1.97 |
🟢 1.92 |
🟠 1.09 |
🟡 1.00 |
🔴 0.09 |
🟢 6.03 |
🟡 1.00 |
LH_XRUSD |
🔴 1.46 |
🟡 1.08 |
🔴 1.90 |
🟠 5.19 |
🟢 0.90 |
🟢 0.66 |
🔴 2.00 |
🟡 1.74 |
🔴 0.96 |
🔴 0.66 |
🟡 1.00 |
🟢 0.14 |
🟢 5.59 |
🟡 1.00 |
LH_YIELD |
🟡 1.64 |
🟢 1.63 |
🟢 2.18 |
🟡 3.25 |
🟢 0.91 |
🟢 0.75 |
🟢 1.24 |
🟢 1.66 |
🟠 1.12 |
🟢 1.33 |
🔴 0.51 |
🔴 0.11 |
🟢 5.12 |
🔴 0.49 |
NORDIC
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
LH_BANKDEBT |
🟢 2.07 |
🟠 0.82 |
🔴 1.75 |
🟢 1.51 |
🟢 0.52 |
🟢 0.84 |
🟢 0.50 |
🟡 1.74 |
🟢 1.61 |
🟢 1.49 |
🔴 0.87 |
🟢 0.13 |
🟢 5.74 |
🟡 1.00 |
LH_BILLRATE |
🟡 1.59 |
🔴 0.36 |
🟠 1.99 |
🟠 4.37 |
🟡 0.92 |
🟢 0.74 |
🟢 0.50 |
🔴 1.85 |
🔴 1.11 |
🟡 1.31 |
🔴 0.30 |
🔴 0.10 |
🟢 4.59 |
🔴 0.41 |
LH_BONDRATE |
🟢 1.74 |
🔴 0.77 |
🔴 1.83 |
🟡 4.27 |
🟠 0.93 |
🟢 0.80 |
🟡 1.38 |
🔴 1.88 |
🟡 1.22 |
🟡 1.21 |
🔴 0.54 |
🟠 0.12 |
🟢 5.10 |
🔴 0.53 |
LH_BONDTR |
🟡 0.72 |
🔴 0.27 |
🔴 0.11 |
🟢 2.51 |
🔴 0.99 |
🟠 0.52 |
🟡 1.62 |
🟡 -2.18 |
🟢 0.07 |
🟢 1.34 |
🟡 0.22 |
🟡 0.06 |
🟢 0.71 |
🟢 0.34 |
LH_BUSCREDIT |
🟢 1.89 |
🟠 1.37 |
🔴 1.77 |
🟠 5.61 |
🟢 0.42 |
🟢 1.00 |
🔴 2.00 |
🟠 1.74 |
🟢 1.66 |
🔴 0.95 |
🟡 1.00 |
🟢 0.14 |
🟢 4.03 |
— — |
LH_CA |
🟡 1.67 |
🔴 0.83 |
🔴 1.63 |
🟡 2.16 |
🔴 0.94 |
🟢 0.97 |
🟢 0.50 |
🟡 1.79 |
🔴 0.95 |
🟢 1.51 |
🔴 0.45 |
🟢 0.13 |
🟢 5.00 |
🔴 0.69 |
LH_CPI |
🟢 2.02 |
🔴 0.15 |
🔴 1.80 |
🟠 5.10 |
🟢 0.48 |
🟢 0.76 |
🔴 2.00 |
🔴 1.93 |
🟢 1.93 |
🔴 1.00 |
🟡 0.99 |
🟠 0.12 |
🟢 6.02 |
🟡 1.00 |
LH_CREDIT |
🟢 2.04 |
🟡 0.99 |
🔴 1.71 |
🟢 1.37 |
🟢 0.39 |
🟢 0.90 |
🟢 0.50 |
🔴 1.95 |
🟢 1.59 |
🟢 1.57 |
🟡 1.00 |
🟢 0.12 |
🟢 5.79 |
🟡 1.00 |
LH_DEBTGDP |
🔴 1.54 |
🔴 0.78 |
🔴 1.82 |
🟠 4.29 |
🟢 0.87 |
🟢 0.57 |
🔴 2.00 |
🟢 1.65 |
🔴 0.97 |
🔴 0.77 |
🔴 0.64 |
🟡 0.12 |
🟢 5.22 |
🔴 0.88 |
LH_EQDIVP |
🔴 1.33 |
🔴 0.58 |
🔴 1.23 |
🔴 4.78 |
🟠 0.94 |
🔴 0.08 |
🔴 1.73 |
🟢 1.51 |
🔴 0.61 |
🟢 1.25 |
🟠 0.55 |
🟡 0.10 |
🟢 3.58 |
🟠 0.76 |
LH_EQTR |
🔴 0.52 |
🔴 0.17 |
🔴 0.10 |
🟡 2.93 |
🟡 0.98 |
🟡 0.64 |
🟢 1.37 |
🔴 4.47 |
🟠 -0.02 |
🟢 1.41 |
🟢 0.29 |
🟢 0.06 |
🟢 0.93 |
🟢 0.37 |
LH_EQUITY |
🔴 0.54 |
🔴 0.18 |
🔴 0.17 |
🟡 3.12 |
🟡 0.98 |
🟡 0.64 |
🟢 1.26 |
🔴 4.54 |
🔴 -0.02 |
🟢 1.41 |
🟢 0.35 |
🔴 0.05 |
🟢 0.95 |
🟢 0.40 |
LH_EXP |
🟢 2.05 |
🔴 0.13 |
🔴 1.64 |
🟢 1.98 |
🟢 0.64 |
🟢 0.97 |
🟢 0.50 |
🟡 1.77 |
🟢 1.64 |
🟢 1.46 |
🟡 0.97 |
🟢 0.13 |
🟢 5.83 |
🟡 1.00 |
LH_EXPORTS |
🟢 1.92 |
🔴 0.56 |
🟠 1.98 |
🟡 3.47 |
🟢 0.79 |
🟢 0.91 |
🟢 0.50 |
🟡 1.76 |
🟡 1.40 |
🟡 1.37 |
🟡 0.99 |
🔴 0.11 |
🟢 5.75 |
🟡 1.00 |
LH_GDP |
🟢 1.98 |
🟡 1.01 |
🔴 1.78 |
🔴 9.42 |
🟢 0.45 |
🟢 0.96 |
🔴 1.78 |
🔴 1.92 |
🟢 1.83 |
🟠 1.07 |
🟢 1.00 |
🔴 0.05 |
🟢 6.11 |
🟡 1.00 |
LH_GDPNOM |
🟢 2.06 |
🔴 0.26 |
🔴 1.83 |
🟡 2.27 |
🟢 0.52 |
🟢 0.95 |
🟢 0.50 |
🔴 1.93 |
🟢 1.74 |
🟢 1.41 |
🟡 1.00 |
🟡 0.13 |
🟢 5.86 |
🟡 1.00 |
LH_HHCREDIT |
🔴 1.60 |
🟢 2.35 |
🔴 1.70 |
🟢 1.64 |
🟢 0.31 |
🟢 0.99 |
🟢 0.50 |
🔴 1.96 |
🟢 1.57 |
🟢 1.59 |
🔴 0.68 |
🟢 0.21 |
🟢 5.36 |
🟠 1.00 |
LH_HOUSECG |
🟡 0.81 |
🟢 1.33 |
🔴 0.25 |
🟡 3.10 |
🟠 0.98 |
🔴 -0.14 |
🔴 2.00 |
🔴 4.24 |
🔴 0.03 |
🟢 1.67 |
🟢 0.55 |
🟠 0.06 |
🟢 1.31 |
🟢 0.57 |
LH_HOUSINGTR |
🟢 0.87 |
🟢 1.19 |
🔴 0.24 |
🟠 3.34 |
🔴 0.99 |
🔴 0.17 |
🔴 2.00 |
🔴 3.39 |
🔴 0.05 |
🟢 1.75 |
🟢 0.41 |
🟡 0.06 |
🟢 1.46 |
🟢 0.44 |
LH_HPI |
🟢 2.08 |
🔴 0.16 |
🔴 1.74 |
🟢 1.95 |
🟢 0.70 |
🟢 0.90 |
🟢 0.50 |
🔴 1.88 |
🟢 1.62 |
🟢 1.49 |
🟡 1.00 |
🟢 0.13 |
🟢 5.82 |
🟡 1.00 |
LH_IMPORTS |
🟢 1.97 |
🔴 0.20 |
🔴 1.84 |
🟡 2.16 |
🟢 0.77 |
🟢 0.91 |
🟢 0.50 |
🟠 1.82 |
🟢 1.47 |
🟢 1.44 |
🟡 0.97 |
🟡 0.12 |
🟢 5.82 |
🟡 1.00 |
LH_INV |
🔴 1.22 |
🟡 1.23 |
🔴 1.55 |
🔴 14.33 |
🟢 0.91 |
🔴 -0.01 |
🔴 2.00 |
🟢 1.35 |
🔴 0.65 |
🔴 0.49 |
🟢 0.91 |
🔴 0.08 |
🟢 4.46 |
🟡 0.90 |
LH_LEV |
🟢 1.69 |
🔴 0.74 |
🔴 1.73 |
🟡 2.55 |
🔴 0.94 |
🔴 -0.49 |
🔴 2.00 |
🟢 1.60 |
🟠 1.12 |
🔴 0.88 |
🟢 1.00 |
🔴 0.08 |
🟢 5.63 |
🟢 1.00 |
LH_MONEY |
🟢 2.07 |
🟡 1.04 |
🔴 1.61 |
🟢 1.42 |
🟢 0.26 |
🟢 0.94 |
🟢 0.50 |
🟡 1.78 |
🟢 1.55 |
🟢 1.56 |
🟡 1.00 |
🟡 0.11 |
🟢 5.76 |
🟡 1.00 |
LH_MORT |
🟢 2.04 |
🟢 1.67 |
🔴 1.69 |
🟢 1.25 |
🟢 0.24 |
🟢 1.00 |
🟢 0.50 |
🔴 1.98 |
🟢 1.58 |
🟢 1.60 |
🟡 1.00 |
🔴 0.09 |
🟢 5.63 |
🟡 1.00 |
LH_NARROW |
🟢 1.96 |
🟠 0.91 |
🔴 1.51 |
🟢 2.01 |
🟢 0.61 |
🟢 0.97 |
🟢 0.50 |
🟢 1.60 |
🟡 1.41 |
🟢 1.51 |
🟡 1.00 |
🟢 0.13 |
🟢 5.85 |
🟡 1.00 |
LH_POP |
🟢 2.04 |
🟡 1.04 |
🔴 1.77 |
🔴 14.86 |
🟢 0.28 |
🔴 -0.23 |
🔴 2.00 |
🔴 1.92 |
🟢 1.91 |
🔴 0.48 |
🟡 1.00 |
🔴 0.01 |
🟢 5.91 |
🟡 1.00 |
LH_RCONS |
🟢 1.98 |
🔴 0.48 |
🔴 1.88 |
🔴 6.22 |
🟢 0.64 |
🟢 0.85 |
🔴 2.00 |
🟡 1.81 |
🟢 1.69 |
🔴 0.80 |
🟡 0.99 |
🔴 0.04 |
🟢 5.99 |
🟡 1.00 |
LH_REV |
🟢 2.06 |
🔴 0.32 |
🔴 1.89 |
🟡 2.34 |
🟢 0.56 |
🟢 0.99 |
🟢 0.50 |
🔴 1.87 |
🟢 1.59 |
🟢 1.43 |
🟡 1.00 |
🟢 0.13 |
🟢 5.76 |
🟡 1.00 |
LH_RGDP_BARRO |
🟢 1.97 |
🔴 0.59 |
🔴 1.84 |
🔴 13.25 |
🟢 0.51 |
🟢 0.87 |
🔴 2.00 |
🟠 1.84 |
🟢 1.80 |
🔴 0.76 |
🟡 0.99 |
🔴 0.05 |
🟢 6.03 |
🟡 1.00 |
LH_STIR |
🟡 1.59 |
🔴 0.30 |
🔴 1.82 |
🔴 5.11 |
🟠 0.93 |
🟢 0.76 |
🟢 0.50 |
🟢 1.78 |
🔴 1.12 |
🟡 1.27 |
🔴 0.30 |
🔴 0.12 |
🟢 4.70 |
🔴 0.41 |
LH_UNRATE |
🔴 1.35 |
🔴 0.61 |
🟠 1.89 |
🟢 2.34 |
🟡 0.92 |
🔴 0.28 |
🔴 2.00 |
🟢 1.55 |
🔴 0.81 |
🔴 0.96 |
🔴 0.28 |
🔴 0.09 |
🟢 4.61 |
🔴 0.76 |
LH_WAGE |
🟢 2.07 |
🔴 0.40 |
🔴 1.78 |
🟡 2.81 |
🟢 0.40 |
🟢 0.92 |
🟡 1.16 |
🔴 1.98 |
🟢 1.87 |
🟡 1.27 |
🟡 1.00 |
🟠 0.12 |
🟢 5.99 |
🟡 1.00 |
LH_XRUSD |
🔴 1.30 |
🟢 2.32 |
🟠 1.91 |
🔴 4.55 |
🟡 0.93 |
🔴 0.44 |
🔴 2.00 |
🔴 1.93 |
🔴 0.58 |
🔴 0.64 |
🟢 0.95 |
🔴 0.08 |
🟢 4.55 |
🟡 0.93 |
LH_YIELD |
🟢 1.72 |
🔴 0.79 |
🔴 1.87 |
🟡 4.43 |
🟠 0.93 |
🟢 0.79 |
🟠 1.45 |
🔴 1.89 |
🟠 1.21 |
🟡 1.22 |
🔴 0.54 |
🔴 0.12 |
🟢 5.11 |
🔴 0.53 |
USA
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
LH_BANKDEBT |
🟢 1.82 |
🟠 1.00 |
🔴 1.66 |
🟢 2.56 |
🟢 0.38 |
🟢 1.00 |
🟠 1.46 |
🔴 1.90 |
🟢 1.65 |
🟡 1.26 |
🟢 1.00 |
🔴 0.09 |
🟢 4.89 |
🟡 1.00 |
LH_BILLRATE |
🟡 1.50 |
🟢 10.26 |
🔴 1.76 |
🟡 2.84 |
🟢 0.84 |
🟡 0.65 |
🟡 1.51 |
🔴 1.88 |
🔴 0.79 |
🟢 1.46 |
🔴 0.33 |
🟢 0.19 |
🟢 4.38 |
🔴 0.51 |
LH_BONDRATE |
🟢 1.71 |
🟡 1.29 |
🔴 1.83 |
🟡 2.12 |
🟠 0.93 |
🟢 0.65 |
🟡 1.34 |
🟢 1.71 |
🟠 1.10 |
🟢 1.46 |
🔴 0.42 |
🟡 0.13 |
🟢 4.98 |
🔴 0.55 |
LH_BONDTR |
🔴 0.59 |
🟡 0.69 |
🔴 -0.05 |
🟡 2.63 |
🔴 0.99 |
🟢 0.83 |
🟢 1.19 |
🔴 2.43 |
🔴 -0.02 |
🟢 1.40 |
🟢 0.31 |
🔴 0.05 |
🟢 0.96 |
🟢 0.43 |
LH_BUSCREDIT |
🟠 1.75 |
🔴 0.71 |
🔴 1.64 |
🟢 2.56 |
🟢 0.45 |
🟢 1.00 |
🔴 2.00 |
🔴 1.97 |
🟢 1.51 |
🟠 1.15 |
🟡 1.00 |
🔴 0.09 |
🟢 4.11 |
🟡 1.00 |
LH_CA |
🔴 1.53 |
🔴 0.71 |
🔴 1.69 |
🟡 2.83 |
🟡 0.93 |
🟢 0.91 |
🟢 0.50 |
🟢 1.67 |
🔴 0.93 |
🟢 1.52 |
🔴 0.60 |
🟢 0.12 |
🟢 5.17 |
🔴 0.89 |
LH_CPI |
🔴 1.24 |
🟢 2.61 |
🔴 1.41 |
🟢 1.35 |
🟢 0.60 |
🟢 0.78 |
🔴 2.00 |
🟢 1.15 |
🟢 0.32 |
🟢 1.91 |
🟢 1.00 |
🟢 0.11 |
🟢 2.35 |
🟡 1.00 |
LH_CREDIT |
🟡 1.55 |
🟢 2.09 |
🔴 1.67 |
🟢 2.75 |
🟢 0.51 |
🟢 0.89 |
🟢 0.50 |
🟢 -0.67 |
🔴 0.56 |
🟢 1.47 |
🟢 0.99 |
🔴 0.10 |
🟢 5.67 |
🟡 0.95 |
LH_DEBTGDP |
🟢 1.79 |
🟢 2.34 |
🔴 1.76 |
🟡 4.23 |
🟢 0.85 |
🔴 0.24 |
🔴 2.00 |
🟢 1.71 |
🔴 1.14 |
🔴 0.96 |
🔴 0.81 |
🟢 0.14 |
🟢 5.26 |
🔴 0.96 |
LH_EQDIVP |
🔴 1.12 |
🟢 1.47 |
🔴 1.26 |
🔴 5.25 |
🔴 0.97 |
🔴 -0.25 |
🔴 1.91 |
🟢 1.50 |
🔴 0.35 |
🔴 1.07 |
🟡 0.64 |
🟠 0.08 |
🟢 2.78 |
🟡 0.67 |
LH_EQTR |
🔴 0.53 |
🟠 0.63 |
🔴 -0.00 |
🟠 3.32 |
🟢 0.98 |
🔴 -0.11 |
🔴 1.96 |
🔴 24.46 |
🔴 -0.04 |
🔴 1.01 |
🔴 0.15 |
🔴 0.05 |
🟡 0.18 |
🔴 0.19 |
LH_EQUITY |
🔴 0.50 |
🟡 0.67 |
🔴 0.10 |
🟠 3.41 |
🟡 0.98 |
🔴 -0.10 |
🔴 2.00 |
🔴 109.81 |
🔴 -0.01 |
🔴 1.01 |
🟡 0.22 |
🔴 0.06 |
🟢 0.27 |
🔴 0.24 |
LH_EXP |
🟢 2.04 |
🟡 1.17 |
🔴 1.32 |
🟡 2.02 |
🟢 0.73 |
🟢 0.96 |
🟢 1.02 |
🟢 1.41 |
🔴 1.18 |
🟢 1.54 |
🟠 0.96 |
🟢 0.13 |
🟢 5.93 |
🟡 1.00 |
LH_EXPORTS |
🟢 2.02 |
🟠 0.92 |
🟡 2.05 |
🟢 1.71 |
🟢 0.77 |
🟢 0.93 |
🟢 0.50 |
🟡 1.78 |
🟢 1.46 |
🟢 1.45 |
🟡 0.97 |
🔴 0.12 |
🟢 5.77 |
🟡 1.00 |
LH_GDP |
🟢 1.77 |
🟡 1.33 |
🟢 2.48 |
🔴 8.86 |
🟢 0.81 |
🟢 0.78 |
🔴 2.00 |
🟢 0.01 |
🔴 0.95 |
🔴 0.83 |
🟡 0.94 |
🔴 0.05 |
🟢 5.96 |
🟠 0.98 |
LH_GDPNOM |
🟢 2.03 |
🟢 1.26 |
🔴 1.81 |
🟡 2.97 |
🟢 0.56 |
🟢 0.97 |
🟢 0.50 |
🔴 1.94 |
🟢 1.77 |
🟡 1.36 |
🟡 1.00 |
🔴 0.09 |
🟢 5.94 |
🟡 1.00 |
LH_HHCREDIT |
🟢 1.91 |
🟠 1.25 |
🔴 1.70 |
🟠 4.24 |
🟢 0.26 |
🟢 1.00 |
🔴 2.00 |
🔴 1.87 |
🟢 1.76 |
🔴 0.88 |
🟡 1.00 |
🔴 0.06 |
🟢 4.23 |
🟡 1.00 |
LH_HOUSECG |
🟢 0.92 |
🟢 1.59 |
🔴 0.15 |
🟡 2.40 |
🟡 0.98 |
🔴 -0.74 |
🟢 1.19 |
🔴 5.22 |
🔴 0.04 |
🟢 1.51 |
🟢 0.28 |
🔴 0.04 |
🟢 1.73 |
🟢 0.36 |
LH_HOUSINGTR |
🟢 0.91 |
🟢 1.57 |
🔴 0.16 |
🟡 2.74 |
🟡 0.98 |
🔴 -0.76 |
🟢 1.26 |
🔴 4.73 |
🔴 0.03 |
🟢 1.52 |
🟢 0.29 |
🔴 0.03 |
🟢 1.71 |
🟢 0.38 |
LH_HPI |
🟢 1.91 |
🟢 1.37 |
🔴 1.93 |
🟠 5.27 |
🟢 0.67 |
🔴 0.40 |
🔴 2.00 |
🟢 1.26 |
🔴 1.13 |
🟠 1.10 |
🔴 0.74 |
🔴 0.11 |
🟢 5.93 |
🔴 0.82 |
LH_IMPORTS |
🟢 2.00 |
🔴 0.29 |
🟠 1.97 |
🟡 2.85 |
🟢 0.77 |
🟢 0.92 |
🟢 0.50 |
🟢 1.73 |
🟢 1.46 |
🟢 1.41 |
🟡 0.97 |
🔴 0.11 |
🟢 5.71 |
🟡 1.00 |
LH_INV |
🔴 1.23 |
🟡 1.39 |
🔴 1.59 |
🟢 2.40 |
🟢 0.91 |
🔴 -0.13 |
🟠 1.69 |
🟢 1.56 |
🔴 0.61 |
🟡 1.28 |
🟡 0.76 |
🟠 0.09 |
🟢 4.15 |
🟠 0.75 |
LH_LEV |
🔴 1.53 |
🟢 1.61 |
🔴 1.59 |
🟠 3.78 |
🟢 0.90 |
🔴 -0.40 |
🔴 2.00 |
🟢 1.39 |
🟠 1.04 |
🔴 1.01 |
🟡 0.87 |
🔴 0.08 |
🟢 5.56 |
🟠 0.89 |
LH_MONEY |
🟢 2.00 |
🟢 1.84 |
🔴 1.54 |
🟢 1.62 |
🟢 0.28 |
🟢 0.98 |
🟢 0.50 |
🟢 1.67 |
🟢 1.47 |
🟢 1.57 |
🟡 1.00 |
🔴 0.09 |
🟢 5.89 |
🟡 1.00 |
LH_MORT |
🟢 1.81 |
🟢 1.25 |
🔴 1.66 |
🟠 6.01 |
🟢 0.31 |
🟢 0.94 |
🟢 0.99 |
🔴 1.82 |
🟢 1.61 |
🟢 1.37 |
🟡 1.00 |
🔴 0.10 |
🟢 5.70 |
🟡 1.00 |
LH_NARROW |
🟢 1.87 |
🟢 3.31 |
🔴 1.35 |
🟢 0.64 |
🟢 0.49 |
🟢 0.95 |
🟢 0.50 |
🟡 1.66 |
🔴 1.06 |
🟢 1.71 |
🟡 1.00 |
🔴 0.09 |
🟢 5.07 |
🟡 1.00 |
LH_POP |
🟢 2.07 |
🔴 0.14 |
🔴 1.79 |
🔴 7.30 |
🟢 -0.00 |
🟢 0.67 |
🔴 2.00 |
🔴 1.98 |
🟢 2.00 |
🔴 0.62 |
🟡 1.00 |
🔴 0.01 |
🟢 5.95 |
🟡 1.00 |
LH_RCONS |
🟢 1.93 |
🟡 1.09 |
🔴 1.85 |
🔴 9.78 |
🟢 0.74 |
🟢 0.80 |
🔴 2.00 |
🔴 1.89 |
🟢 1.78 |
🔴 0.90 |
🟡 1.00 |
🔴 0.05 |
🟢 6.04 |
🟡 1.00 |
LH_REV |
🟢 1.84 |
🔴 0.19 |
🔴 1.81 |
🟡 2.81 |
🟢 0.75 |
🟢 0.98 |
🟢 1.06 |
🟡 1.78 |
🟢 1.46 |
🟡 1.34 |
🟡 0.99 |
🟢 0.13 |
🟢 5.90 |
🟡 1.00 |
LH_RGDP_BARRO |
🟢 1.89 |
🟢 1.44 |
🔴 1.85 |
🔴 8.53 |
🟢 0.78 |
🟢 0.83 |
🔴 2.00 |
🔴 1.87 |
🟢 1.67 |
🔴 0.78 |
🟡 0.97 |
🔴 0.05 |
🟢 5.91 |
🟡 1.00 |
LH_STIR |
🔴 1.20 |
🟢 2.21 |
🔴 1.39 |
🟢 2.41 |
🟢 0.92 |
🔴 0.47 |
🔴 1.99 |
🟢 1.30 |
🔴 0.52 |
🟢 1.39 |
🔴 0.17 |
🔴 0.08 |
🟢 2.67 |
🔴 0.32 |
LH_UNRATE |
🔴 1.35 |
🔴 0.21 |
🟠 1.71 |
🟢 2.23 |
🟢 0.89 |
🔴 -0.40 |
🟢 1.00 |
🔴 1.86 |
🔴 0.59 |
🟢 1.50 |
🔴 0.28 |
🔴 0.06 |
🟢 2.77 |
🔴 0.33 |
LH_WAGE |
🟢 2.07 |
🔴 0.27 |
🔴 1.72 |
🟡 3.39 |
🟢 0.35 |
🟢 0.97 |
🔴 1.77 |
🔴 1.85 |
🟢 1.82 |
🟡 1.19 |
🟡 1.00 |
🔴 0.07 |
🟢 6.04 |
🟡 1.00 |
LH_XRUSD |
🔴 -0.00 |
🔴 0.00 |
— — |
— — |
🟢 -0.00 |
🔴 0.00 |
— — |
— — |
— — |
— — |
🔴 0.00 |
— — |
— — |
🔴 0.00 |
LH_YIELD |
🟡 1.65 |
🟢 1.43 |
🟠 1.97 |
🟢 2.14 |
🟠 0.93 |
🟢 0.67 |
🟡 1.30 |
🟢 1.67 |
🟡 1.06 |
🟢 1.46 |
🔴 0.42 |
🟡 0.13 |
🟢 4.81 |
🔴 0.52 |
Bank of England Millennium (1700-2016)
UK_BOE
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
BOE_CPI |
🟢 1.84 |
🔴 0.11 |
🔴 1.78 |
🟢 1.70 |
🟢 0.80 |
🟢 0.58 |
🟢 0.50 |
🔴 1.92 |
🟢 1.66 |
🟢 1.60 |
🔴 0.63 |
🔴 0.10 |
🟢 7.56 |
🟡 1.00 |
BOE_CREDIT |
🟢 1.82 |
🟢 1.43 |
🔴 1.74 |
🟢 1.83 |
🟢 0.50 |
🟢 0.95 |
🟡 0.50 |
🔴 1.86 |
🟢 1.66 |
🟢 1.48 |
🟢 1.00 |
🔴 0.10 |
🟢 5.45 |
🟠 1.00 |
BOE_DEBTGDP |
🔴 1.35 |
🟢 2.27 |
🔴 1.62 |
🟢 0.71 |
🟢 0.73 |
🟢 0.66 |
🟢 0.50 |
🔴 1.91 |
🔴 1.08 |
🟢 1.87 |
🔴 0.67 |
🟢 0.13 |
🟢 6.15 |
🟡 1.00 |
BOE_EQUITY |
🔴 1.44 |
🔴 0.23 |
🔴 1.66 |
🟢 0.68 |
🟢 0.87 |
🟢 0.82 |
🟢 0.50 |
🟡 1.71 |
🔴 1.01 |
🟢 1.71 |
🟢 1.00 |
🔴 0.09 |
🟢 6.95 |
🟡 1.00 |
BOE_GDP |
🟢 1.87 |
🔴 0.61 |
🔴 1.76 |
🟢 1.91 |
🟢 0.80 |
🟢 0.95 |
🟢 0.50 |
🔴 1.95 |
🟢 1.65 |
🟡 1.46 |
🟢 0.99 |
🔴 0.04 |
🟢 8.48 |
🟡 1.00 |
BOE_GDP_LONG |
🟢 1.87 |
🔴 0.60 |
🔴 1.76 |
🟢 1.93 |
🟢 0.79 |
🟢 0.95 |
🟢 0.50 |
🔴 1.94 |
🟢 1.64 |
🟡 1.46 |
🟢 0.99 |
🔴 0.04 |
🟢 8.51 |
🟡 1.00 |
BOE_HPI |
🟡 1.67 |
🔴 0.65 |
🔴 1.68 |
🟢 1.19 |
🟢 0.77 |
🟢 0.97 |
🟡 0.50 |
🔴 1.93 |
🟡 1.46 |
🟢 1.55 |
🟠 0.93 |
🟢 0.12 |
🟢 5.95 |
🟡 1.00 |
BOE_INV |
🟡 1.72 |
🔴 0.61 |
🔴 1.78 |
🔴 5.68 |
🟢 0.78 |
🟢 0.78 |
🔴 2.00 |
🟢 1.58 |
🟢 1.39 |
🔴 1.00 |
🟡 0.96 |
🔴 0.09 |
🟢 6.66 |
🟡 0.99 |
BOE_MONEY |
🟡 1.66 |
🟢 1.32 |
🔴 1.69 |
🟢 1.45 |
🟢 0.49 |
🟢 0.92 |
🟢 0.50 |
🔴 1.91 |
🟢 1.63 |
🟢 1.59 |
🟡 0.98 |
🔴 0.10 |
🟢 5.94 |
🟡 1.00 |
BOE_POP |
🟢 2.02 |
🔴 0.24 |
🔴 1.78 |
🔴 8.84 |
🟢 0.25 |
🟢 0.47 |
🔴 2.00 |
🔴 1.96 |
🟢 1.96 |
🔴 0.45 |
🟢 1.00 |
🔴 0.03 |
🟢 8.69 |
🟡 1.00 |
BOE_PRD |
🟢 1.98 |
🔴 0.34 |
🔴 1.81 |
🔴 6.70 |
🟢 0.64 |
🟢 0.72 |
🔴 2.00 |
🔴 1.93 |
🟢 1.82 |
🔴 0.94 |
🟢 1.00 |
🔴 0.04 |
🟢 6.27 |
🟡 1.00 |
BOE_RCONS |
🟢 1.97 |
🔴 0.48 |
🔴 1.76 |
🟢 2.80 |
🟢 0.57 |
🟢 0.85 |
🟡 1.24 |
🔴 1.97 |
🟢 1.73 |
🟢 1.27 |
🟡 0.98 |
🔴 0.05 |
🟢 6.72 |
🟡 1.00 |
BOE_STIR |
🔴 1.20 |
🟢 1.80 |
🔴 1.24 |
🟢 1.57 |
🟢 0.72 |
🟢 0.68 |
🟢 0.50 |
🔴 1.82 |
🔴 0.43 |
🟢 1.63 |
🟠 0.31 |
🔴 0.08 |
🟢 4.75 |
🟠 0.55 |
BOE_UNRATE |
🔴 1.27 |
🔴 0.54 |
🔴 1.57 |
🔴 4.29 |
🟢 0.92 |
🟡 0.36 |
🟠 1.69 |
🟢 1.46 |
🔴 0.52 |
🟡 1.17 |
🔴 0.22 |
🔴 0.09 |
🟢 4.31 |
🔴 0.49 |
BOE_WPI |
🟢 1.86 |
🔴 0.33 |
🔴 1.80 |
🟢 1.98 |
🟢 0.83 |
🟢 0.70 |
🟢 0.50 |
🔴 1.91 |
🟢 1.65 |
🟢 1.57 |
🔴 0.49 |
🟢 0.13 |
🟢 7.54 |
🟡 1.00 |
BOE_YIELD |
🟡 1.54 |
🟡 0.72 |
🔴 1.81 |
🟢 1.62 |
🟢 0.93 |
🟠 0.29 |
🟡 1.18 |
🟢 1.60 |
🔴 0.84 |
🟢 1.58 |
🔴 0.20 |
🟠 0.12 |
🟢 6.83 |
🔴 0.62 |
BIS macroprudential (EM + AE, 1970-2025)
BIS_AE
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
BIS_BUSCRED |
🟢 1.86 |
🟡 0.90 |
🔴 1.81 |
🔴 7.39 |
🟢 0.87 |
🟠 0.32 |
🔴 2.00 |
🟢 1.39 |
🟢 1.38 |
🔴 0.49 |
🟢 1.00 |
🔴 0.08 |
🟢 6.94 |
🟢 1.00 |
BIS_CGAP |
🟡 1.67 |
🟡 1.01 |
🟢 2.40 |
🔴 6.86 |
🟠 0.95 |
🟠 0.32 |
🔴 1.87 |
🟢 1.42 |
🔴 1.00 |
🔴 0.98 |
🔴 0.32 |
🔴 0.13 |
🟢 6.00 |
🔴 0.57 |
BIS_CRATIO |
🟢 1.90 |
🔴 0.78 |
🔴 1.82 |
🔴 8.56 |
🟢 0.85 |
🔴 0.17 |
🔴 2.00 |
🟢 1.48 |
🟢 1.53 |
🔴 0.46 |
🟢 0.98 |
🔴 0.08 |
🟢 7.02 |
🟢 1.00 |
BIS_GVCRED |
🟢 1.72 |
🟠 0.87 |
🔴 1.87 |
🔴 5.46 |
🟢 0.91 |
🟠 0.33 |
🔴 2.00 |
🟢 1.55 |
🟡 1.24 |
🔴 0.68 |
🟠 0.90 |
🔴 0.11 |
🟢 6.85 |
🟠 0.94 |
BIS_HHCRED |
🟢 1.84 |
🔴 0.51 |
🔴 1.81 |
🔴 12.45 |
🟢 0.82 |
🔴 0.11 |
🔴 2.00 |
🟡 1.78 |
🟢 1.65 |
🔴 0.36 |
🟢 1.00 |
🔴 0.04 |
🟢 7.10 |
🟡 0.99 |
BIS_RPP |
🟡 1.68 |
🔴 0.71 |
🔴 1.82 |
🔴 6.43 |
🟢 0.81 |
🔴 0.17 |
🔴 1.76 |
🔴 1.88 |
🔴 1.12 |
🔴 0.95 |
🔴 0.80 |
🟡 0.13 |
🟢 6.76 |
🔴 0.83 |
BIS_EM
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
BIS_BUSCRED |
🟡 1.68 |
🔴 0.76 |
🔴 1.79 |
🔴 7.17 |
🟢 0.85 |
🟡 0.38 |
🟡 1.32 |
🟢 1.64 |
🟠 1.19 |
🔴 1.00 |
🔴 0.65 |
🔴 0.11 |
🟢 6.76 |
🔴 0.90 |
BIS_CGAP |
🟢 1.71 |
🟡 1.19 |
🟢 2.12 |
🔴 12.24 |
🟡 0.92 |
🔴 0.13 |
🔴 2.00 |
🟢 1.51 |
🔴 0.99 |
🔴 0.76 |
🔴 0.39 |
🟠 0.13 |
🟢 5.62 |
🔴 0.35 |
BIS_CRATIO |
🟢 1.75 |
🔴 0.70 |
🔴 1.79 |
🔴 15.19 |
🟢 0.86 |
🟠 0.32 |
🔴 2.00 |
🟢 1.72 |
🟢 1.37 |
🔴 0.66 |
🔴 0.77 |
🔴 0.10 |
🟢 7.11 |
🟢 1.00 |
BIS_GVCRED |
🟢 1.75 |
🟠 1.04 |
🔴 1.96 |
🔴 26.65 |
🟢 0.85 |
🔴 -0.24 |
🔴 2.00 |
🟢 1.41 |
🟠 1.19 |
🔴 0.58 |
🔴 0.60 |
🔴 0.09 |
🟢 5.32 |
🔴 0.61 |
BIS_HHCRED |
🟢 1.82 |
🟡 1.26 |
🔴 1.69 |
🔴 8.82 |
🟢 0.74 |
🔴 -0.15 |
🔴 2.00 |
🟢 0.82 |
🔴 1.12 |
🔴 0.64 |
🔴 0.62 |
🔴 0.11 |
🟢 6.82 |
🟡 0.99 |
BIS_RPP |
🟢 1.73 |
🟢 1.40 |
🔴 1.79 |
🔴 5.07 |
🟢 0.81 |
🔴 -0.23 |
🟡 1.36 |
🟢 1.28 |
🔴 0.96 |
🟡 1.11 |
🔴 0.46 |
🔴 0.11 |
🟢 6.70 |
🔴 0.81 |
BR_BIS
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
BIS_BUSCRED |
🟡 1.69 |
🟠 0.99 |
🔴 1.73 |
🔴 9.07 |
🔴 0.94 |
🔴 0.33 |
🔴 2.00 |
🟡 1.64 |
🔴 1.19 |
🔴 0.58 |
🟠 0.91 |
🔴 0.07 |
🟢 4.71 |
🔴 0.74 |
BIS_CGAP |
🟢 1.70 |
🔴 1.01 |
🟡 2.06 |
🔴 4.34 |
🟠 0.93 |
🔴 0.11 |
🔴 2.00 |
🔴 1.86 |
🔴 0.91 |
🔴 0.73 |
🔴 0.57 |
🔴 0.08 |
🔴 2.56 |
— — |
BIS_CRATIO |
🔴 1.62 |
🔴 0.11 |
🔴 1.87 |
🔴 8.03 |
🟡 0.90 |
🔴 0.47 |
🔴 2.00 |
🔴 1.85 |
🟠 1.20 |
🔴 0.48 |
🟡 1.00 |
🔴 0.09 |
🟢 4.92 |
🟡 0.95 |
BIS_HHCRED |
🟢 1.85 |
🔴 0.63 |
🔴 1.82 |
🔴 8.24 |
🟢 0.68 |
🔴 0.08 |
🔴 2.00 |
🟢 1.41 |
🟢 1.62 |
🔴 0.46 |
🟡 1.00 |
🔴 0.08 |
🟢 5.09 |
🟡 1.00 |
BIS_RPP |
🟢 2.05 |
🔴 0.89 |
🔴 1.80 |
🔴 37.15 |
🟢 0.25 |
🔴 -0.16 |
🔴 2.00 |
🔴 1.98 |
🟢 1.95 |
🔴 0.47 |
🟡 1.00 |
🔴 0.08 |
🟢 4.81 |
— — |
CN_BIS
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
BIS_BUSCRED |
🟢 1.91 |
🟢 1.31 |
🔴 1.78 |
🔴 6.80 |
🟢 0.71 |
🔴 0.27 |
🔴 2.00 |
🟡 1.67 |
🟢 1.54 |
🔴 0.52 |
🟠 0.95 |
🔴 0.06 |
🟢 5.18 |
🟠 0.93 |
BIS_CGAP |
🟠 1.61 |
🟠 1.05 |
🟡 2.20 |
🔴 6.70 |
🟡 0.89 |
🔴 0.37 |
🔴 2.00 |
🟢 1.61 |
🔴 1.08 |
🔴 0.64 |
🔴 0.25 |
🔴 0.12 |
🔴 3.81 |
🔴 0.26 |
BIS_CRATIO |
🟢 1.80 |
🔴 0.83 |
🔴 1.76 |
🔴 11.40 |
🟢 0.88 |
🔴 0.26 |
🔴 2.00 |
🟠 1.79 |
🟢 1.41 |
🔴 0.47 |
🔴 0.82 |
🔴 0.09 |
🟢 5.89 |
🟠 0.93 |
BIS_HHCRED |
🟢 2.05 |
🟠 1.31 |
🔴 1.86 |
🔴 6.11 |
🟢 0.61 |
🔴 0.18 |
🔴 2.00 |
🟢 1.36 |
🟢 1.66 |
🔴 0.47 |
🟡 1.00 |
🔴 -0.02 |
🟢 4.15 |
— — |
BIS_RPP |
🔴 1.59 |
🔴 0.37 |
🟢 2.80 |
🔴 11.45 |
🟢 0.87 |
🔴 0.49 |
🔴 2.00 |
🔴 2.10 |
🟠 1.29 |
🔴 0.68 |
🔴 0.64 |
🟠 0.13 |
🔴 3.43 |
— — |
ID_BIS
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
BIS_BUSCRED |
🟢 1.85 |
🟡 1.46 |
🔴 1.92 |
🔴 8.01 |
🟡 0.86 |
🔴 -0.51 |
🔴 2.00 |
🔴 1.84 |
🟢 1.52 |
🔴 0.76 |
🔴 0.58 |
🔴 0.11 |
🟡 4.12 |
— — |
BIS_CGAP |
🟢 1.67 |
🟢 1.92 |
🟡 2.08 |
🔴 5.13 |
🟡 0.91 |
🔴 -0.40 |
🟢 0.50 |
🟢 1.26 |
🔴 0.81 |
🟢 1.37 |
🔴 0.32 |
🟡 0.11 |
🟢 5.33 |
🔴 0.42 |
BIS_CRATIO |
🟠 1.54 |
🟢 1.25 |
🟢 2.08 |
🟢 2.42 |
🟢 0.91 |
🔴 -0.24 |
🔴 1.82 |
🟢 1.66 |
🔴 0.88 |
🟢 1.67 |
🔴 0.39 |
🟢 0.13 |
🟢 6.30 |
🔴 0.38 |
BIS_HHCRED |
🟢 1.84 |
🔴 0.20 |
🔴 1.87 |
🟡 3.47 |
🟡 0.85 |
🔴 -0.40 |
🔴 2.00 |
🔴 1.98 |
🟢 1.52 |
🔴 0.87 |
🟠 0.88 |
🔴 0.06 |
🟢 4.69 |
— — |
BIS_RPP |
🟢 2.11 |
🟢 2.81 |
🟡 1.74 |
🟢 0.81 |
🟢 0.82 |
🔴 -0.38 |
🟢 1.26 |
🟢 1.05 |
🔴 0.49 |
🟢 1.82 |
🟠 0.52 |
🔴 0.07 |
🟢 2.59 |
— — |
IN_BIS
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
BIS_BUSCRED |
🟢 1.75 |
🔴 0.74 |
🔴 1.69 |
🔴 5.56 |
🟡 0.93 |
🔴 0.08 |
🔴 2.00 |
🟢 1.59 |
🟡 1.28 |
🔴 0.47 |
🟢 0.99 |
🔴 0.09 |
🟢 6.25 |
🟠 0.88 |
BIS_CGAP |
🔴 1.48 |
🔴 0.43 |
🔴 1.79 |
🔴 7.84 |
🔴 0.97 |
🟢 0.53 |
🔴 1.73 |
🔴 1.93 |
🟠 1.12 |
🔴 0.98 |
🔴 0.35 |
🔴 0.11 |
🟠 5.79 |
🔴 0.57 |
BIS_CRATIO |
🟢 1.75 |
🔴 0.08 |
🔴 1.75 |
🔴 17.20 |
🟠 0.94 |
🔴 0.12 |
🔴 2.00 |
🔴 1.95 |
🟢 1.37 |
🔴 0.52 |
🟡 0.92 |
🔴 0.07 |
🟢 6.95 |
🟢 0.99 |
BIS_HHCRED |
🟢 1.80 |
🔴 0.28 |
🔴 1.76 |
🔴 9.60 |
🔴 0.97 |
🔴 0.20 |
🔴 2.00 |
🔴 1.88 |
🔴 1.17 |
🔴 0.50 |
🔴 0.30 |
🔴 0.10 |
🔴 3.09 |
— — |
BIS_RPP |
🟢 1.99 |
🔴 0.77 |
🔴 1.79 |
🔴 5.64 |
🔴 0.94 |
🔴 -0.73 |
🔴 1.54 |
🔴 1.89 |
🟢 1.62 |
🔴 0.98 |
🔴 0.68 |
🔴 0.02 |
🟢 3.72 |
— — |
KR_BIS
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
BIS_BUSCRED |
🟢 1.87 |
🟠 0.89 |
🔴 1.74 |
🔴 31.00 |
🟢 0.77 |
🔴 0.13 |
🔴 2.00 |
🟠 1.79 |
🟢 1.53 |
🔴 0.60 |
🟡 1.00 |
🔴 0.10 |
🟢 5.51 |
🟡 1.00 |
BIS_CGAP |
🟢 1.70 |
🟡 0.99 |
🟢 2.08 |
🔴 6.33 |
🟢 0.86 |
🔴 -0.11 |
🔴 2.00 |
🟢 1.67 |
🔴 1.00 |
🔴 0.78 |
🔴 0.18 |
🔴 0.13 |
🔴 5.53 |
🔴 0.41 |
BIS_CRATIO |
🟢 1.85 |
🟡 0.97 |
🔴 1.82 |
🔴 24.59 |
🟢 0.78 |
🔴 -0.00 |
🔴 2.00 |
🟡 1.79 |
🟢 1.49 |
🔴 0.65 |
🟠 0.89 |
🔴 0.11 |
🟢 6.81 |
🟡 0.98 |
BIS_GVCRED |
🟢 1.80 |
🟠 1.02 |
🔴 1.79 |
🔴 11.42 |
🟢 0.83 |
🔴 0.23 |
🔴 2.00 |
🟡 1.75 |
🟢 1.44 |
🔴 0.40 |
🟠 0.97 |
🔴 0.08 |
🟢 5.45 |
🟠 0.96 |
BIS_HHCRED |
🟢 1.92 |
🔴 0.39 |
🔴 1.82 |
🔴 9.09 |
🟢 0.71 |
🟠 0.31 |
🔴 2.00 |
🟢 1.69 |
🟢 1.62 |
🔴 0.56 |
🟡 0.91 |
🔴 0.07 |
🟢 7.00 |
🟢 1.00 |
BIS_RPP |
🟢 1.72 |
🔴 0.68 |
🟢 2.06 |
🟢 2.79 |
🟢 0.82 |
🔴 -0.54 |
🟢 1.31 |
🔴 1.89 |
🟢 1.21 |
🟡 1.17 |
🔴 0.34 |
🔴 0.13 |
🟢 5.99 |
🔴 0.45 |
MX_BIS
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
BIS_BUSCRED |
🟡 1.71 |
🟠 0.88 |
🔴 1.95 |
🔴 7.78 |
🟢 0.83 |
🔴 -0.18 |
🔴 2.00 |
🔴 1.82 |
🟢 1.38 |
🔴 0.52 |
🔴 0.56 |
🟡 0.13 |
🟢 5.15 |
🔴 0.54 |
BIS_CGAP |
🟢 1.82 |
🟠 1.09 |
🟢 2.24 |
🔴 19.37 |
🟢 0.83 |
🔴 -0.39 |
🔴 1.98 |
🟡 1.85 |
🟢 1.46 |
🔴 0.75 |
🔴 0.40 |
🔴 0.11 |
🔴 4.94 |
🔴 0.41 |
BIS_CRATIO |
🟢 1.70 |
🔴 0.75 |
🟢 2.25 |
🟠 4.67 |
🟢 0.86 |
🔴 -0.39 |
🔴 2.00 |
🟢 1.61 |
🟠 1.21 |
🔴 0.65 |
🔴 0.26 |
🔴 0.12 |
🟠 5.36 |
🔴 0.52 |
BIS_HHCRED |
🟢 1.94 |
🔴 0.37 |
🔴 1.61 |
🔴 10.28 |
🟢 0.79 |
🔴 -0.47 |
🔴 2.00 |
🟢 1.64 |
🟢 1.51 |
🔴 0.51 |
🔴 0.85 |
🔴 0.09 |
🟢 5.03 |
🟡 0.98 |
BIS_RPP |
🟢 1.93 |
🟠 1.35 |
🟡 1.82 |
🟢 0.85 |
🟢 0.81 |
🔴 -0.47 |
🔴 1.69 |
🟢 1.03 |
🔴 0.50 |
🟢 1.80 |
🟠 0.60 |
🟢 0.09 |
🟢 2.56 |
— — |
RU_BIS
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
BIS_BUSCRED |
🟢 1.73 |
🔴 0.32 |
🟡 2.11 |
🟠 3.69 |
🟢 0.88 |
🔴 -0.18 |
🔴 2.00 |
🔴 1.86 |
🔴 0.93 |
🟠 1.02 |
🔴 0.70 |
🟢 0.13 |
🟢 4.40 |
🔴 0.45 |
BIS_CGAP |
🔴 1.60 |
🟠 1.36 |
🟢 4.52 |
🔴 5.54 |
🟢 0.86 |
🟡 0.71 |
🔴 2.00 |
🟠 1.79 |
🔴 1.02 |
🔴 0.86 |
🔴 0.51 |
🔴 0.08 |
🔴 3.11 |
— — |
BIS_CRATIO |
🟡 1.74 |
🔴 0.84 |
🔴 1.77 |
🔴 16.47 |
🟢 0.84 |
🔴 0.08 |
🔴 2.00 |
🔴 1.80 |
🟡 1.31 |
🔴 0.39 |
🔴 0.85 |
🔴 0.08 |
🟢 5.06 |
🟡 1.00 |
BIS_HHCRED |
🟢 1.88 |
🔴 0.86 |
🔴 1.83 |
🔴 40.04 |
🟢 0.71 |
🔴 -0.28 |
🔴 2.00 |
🔴 1.87 |
🟢 1.59 |
🔴 0.51 |
🟡 0.98 |
🟠 0.12 |
🟢 4.68 |
🟡 0.97 |
BIS_RPP |
🟢 1.90 |
🟢 2.96 |
🟡 2.14 |
🔴 6.79 |
🟢 0.79 |
🔴 -0.81 |
🔴 1.72 |
🟢 1.50 |
🟡 1.39 |
🔴 0.91 |
🔴 0.48 |
🔴 0.12 |
🟢 4.19 |
— — |
TR_BIS
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
BIS_BUSCRED |
🟡 1.62 |
🟠 1.10 |
🟡 2.16 |
🔴 6.94 |
🟠 0.92 |
🔴 0.41 |
🔴 2.00 |
🟢 1.66 |
🔴 0.94 |
🔴 0.81 |
🔴 0.70 |
🔴 0.10 |
🟡 3.47 |
— — |
BIS_CGAP |
🔴 1.57 |
🔴 0.24 |
🟠 1.98 |
🟡 4.63 |
🟠 0.93 |
🔴 0.31 |
🟡 1.46 |
🟠 1.83 |
🔴 1.15 |
🟡 1.25 |
🔴 0.30 |
🟠 0.12 |
🟢 4.34 |
🔴 0.46 |
BIS_CRATIO |
🟢 1.70 |
🔴 0.34 |
🔴 1.84 |
🔴 10.94 |
🟡 0.91 |
🟡 0.53 |
🔴 2.00 |
🟡 1.76 |
🟡 1.32 |
🔴 0.55 |
🟠 0.97 |
🔴 0.10 |
🟢 5.87 |
🟡 1.00 |
BIS_GVCRED |
🟢 1.71 |
🔴 0.34 |
🟢 3.16 |
🟠 3.79 |
🟢 0.89 |
🔴 -0.37 |
🟡 1.30 |
🟢 0.81 |
🔴 0.97 |
🟠 1.11 |
🔴 0.78 |
🔴 0.06 |
🟢 4.09 |
— — |
BIS_HHCRED |
🟢 1.80 |
🟢 2.97 |
🔴 1.83 |
🔴 9.99 |
🟢 0.66 |
🟠 0.47 |
🔴 2.00 |
🔴 1.87 |
🟢 1.54 |
🔴 0.35 |
🟡 1.00 |
🔴 0.12 |
🟢 5.94 |
🟡 0.97 |
BIS_RPP |
🟡 1.86 |
🟡 2.22 |
🔴 1.89 |
🔴 5.20 |
🟢 0.75 |
🔴 0.50 |
🟡 1.32 |
🔴 1.90 |
🟢 1.57 |
🔴 0.97 |
🔴 0.59 |
🟢 0.21 |
🟢 3.71 |
— — |
ZA_BIS
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
BIS_BUSCRED |
🟢 1.74 |
🔴 0.61 |
🔴 1.79 |
🔴 4.78 |
🟢 0.89 |
🟡 0.38 |
🟠 1.39 |
🟢 1.76 |
🟠 1.20 |
🔴 1.01 |
🔴 0.75 |
🟠 0.12 |
🟢 6.71 |
🔴 0.90 |
BIS_CGAP |
🟡 1.61 |
🟠 0.93 |
🔴 1.86 |
🟡 3.50 |
🔴 0.96 |
🔴 -0.10 |
🔴 1.85 |
🟠 1.86 |
🔴 0.93 |
🟠 1.07 |
🔴 0.33 |
🔴 0.12 |
🟢 5.31 |
🔴 0.59 |
BIS_CRATIO |
🟡 1.64 |
🟠 0.83 |
🔴 1.96 |
🔴 7.59 |
🟢 0.92 |
🔴 -0.03 |
🔴 2.00 |
🔴 1.93 |
🔴 1.10 |
🔴 0.60 |
🔴 0.83 |
🔴 0.09 |
🟠 6.45 |
🟠 0.95 |
BIS_HHCRED |
🟠 1.68 |
🔴 0.57 |
🔴 1.58 |
🟠 3.47 |
🟢 0.85 |
🔴 -0.38 |
🔴 2.00 |
🟠 1.64 |
🟠 1.26 |
🔴 0.76 |
🟡 0.94 |
🔴 0.08 |
🟢 3.69 |
— — |
BIS_RPP |
🔴 1.38 |
🔴 0.71 |
🟢 2.51 |
🟢 2.89 |
🟢 0.84 |
🔴 -0.22 |
🟢 0.50 |
🟡 1.81 |
🔴 0.68 |
🟢 1.38 |
🔴 0.21 |
🔴 0.09 |
🟢 4.98 |
🔴 0.38 |
Sectoral history (FRED+OWID+BEIS, 1900-2024)
UK_SH
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
SH_UK_COAL |
🔴 1.29 |
🟢 2.48 |
🔴 1.70 |
🔴 16.10 |
🟡 0.88 |
🔴 0.15 |
🔴 2.00 |
🟢 1.52 |
🔴 0.69 |
🔴 0.54 |
🟠 0.84 |
🔴 0.06 |
🟢 4.11 |
🟠 0.93 |
US_SH
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
SH_US_COAL |
🔴 1.53 |
🟢 1.72 |
🔴 1.93 |
🔴 25.61 |
🟢 0.84 |
🔴 0.26 |
🔴 2.00 |
🟡 1.62 |
🔴 0.95 |
🔴 0.38 |
🟡 0.96 |
🔴 0.05 |
🟢 4.17 |
— — |
SH_US_COTTON |
🔴 1.12 |
— — |
🔴 0.84 |
🔴 3.38 |
🔴 0.97 |
— — |
🔴 2.00 |
— — |
— — |
🟡 1.29 |
🟢 0.96 |
— — |
🟢 2.36 |
— — |
SH_US_INDPROD |
🟡 1.72 |
🔴 0.29 |
🔴 1.81 |
🔴 34.60 |
🟢 0.77 |
🟡 0.63 |
🔴 2.00 |
🟡 1.71 |
🟢 1.54 |
🔴 0.46 |
🟡 0.98 |
🔴 0.05 |
🟢 4.85 |
🟡 0.98 |
SH_US_RAILFREIGHT |
🟡 1.85 |
— — |
🔴 1.84 |
🟡 3.13 |
🟢 0.51 |
— — |
🔴 2.00 |
— — |
— — |
🔴 0.77 |
🟠 0.93 |
— — |
🟢 3.48 |
— — |
SH_US_STEEL |
🟢 1.78 |
🔴 0.60 |
🟡 2.13 |
🟡 2.17 |
🟢 0.82 |
🟠 0.52 |
🟢 0.50 |
🟢 1.05 |
🔴 0.91 |
🟢 1.41 |
🔴 0.47 |
🔴 0.08 |
🟢 4.08 |
🟠 0.79 |
SH_US_WHEAT |
🔴 1.13 |
🔴 0.83 |
🔴 1.43 |
🔴 4.86 |
🔴 0.96 |
🔴 0.35 |
🔴 1.79 |
🔴 1.96 |
🔴 0.46 |
🔴 0.98 |
🟠 0.66 |
🔴 0.05 |
🟢 2.13 |
— — |
SH_US_WPI |
🟠 1.31 |
🟢 2.75 |
🔴 0.97 |
🟠 3.48 |
🟢 0.81 |
🔴 0.14 |
🔴 2.00 |
🟢 0.49 |
🔴 0.42 |
🔴 1.03 |
🔴 0.33 |
🟢 0.12 |
🟢 4.96 |
🟢 0.79 |
WORLD_SH
| Variable |
hurst_dfa |
mfdfa_spectrum |
spectrum_slope |
hill_tail_exponent |
permutation_entropy_complexity |
critical_slowdown |
levy_stable_fit |
k41_scaling |
msd_log_log |
tsallis_q_gaussian |
reflexivity_drift |
lyapunov_exponent |
bds_independence |
reflexivity_multi_window |
SH_WORLD_COAL |
🟠 1.65 |
🔴 0.28 |
🔴 1.75 |
🔴 8.41 |
🟢 0.80 |
🟢 0.90 |
🔴 2.00 |
🔴 1.96 |
🟢 1.48 |
🔴 0.96 |
🟡 0.98 |
🔴 0.07 |
🟢 5.34 |
🟡 1.00 |
SH_WORLD_OIL |
🟢 1.93 |
🟢 1.36 |
🔴 1.79 |
🔴 10.11 |
🟢 0.64 |
🟠 0.46 |
🔴 2.00 |
🔴 1.96 |
🟢 1.69 |
🔴 0.36 |
🟡 1.00 |
🔴 0.06 |
🟢 5.32 |
🟡 1.00 |
Spectre RMT (panel-level) — famille G
Décomposition de la matrice de covariance des variables de chaque groupe. Sous Marchenko-Pastur (matrice de Wishart), les valeurs propres doivent rester dans [λ_min, λ_max]. Les valeurs propres au-dessus de λ_max indiquent des modes de corrélation structurés (signal RMT, Laloux 1999).
| Horizon |
Groupe |
n obs |
n var |
λ_max théorique |
λ top observé |
Modes au-dessus |
% bulk |
boe |
UK_BOE |
317 |
8 |
1.34 |
6.06 |
1 |
12% |
long |
ADV18 |
154 |
6 |
1.43 |
2.96 |
1 |
50% |
long |
ANGLO |
153 |
9 |
1.54 |
8.54 |
1 |
0% |
long |
G7 |
154 |
6 |
1.43 |
2.94 |
1 |
50% |
long |
USA |
154 |
6 |
1.43 |
2.80 |
1 |
50% |
q |
G7Q |
316 |
2 |
1.17 |
1.01 |
0 |
100% |
q |
OECDQ |
316 |
2 |
1.17 |
1.01 |
0 |
100% |
q |
USA |
266 |
2 |
1.18 |
1.01 |
0 |
100% |
sh |
WORLD_SH |
125 |
2 |
1.27 |
1.92 |
1 |
0% |
wb |
BRICS |
65 |
6 |
1.70 |
4.27 |
1 |
17% |
wb |
G20 |
65 |
6 |
1.70 |
3.77 |
1 |
33% |
wb |
G7 |
65 |
6 |
1.70 |
4.55 |
1 |
17% |
Mapping retour vers le panorama
Pour chaque famille du panorama Tier 1, le diagnostic implémenté ici qui la teste empiriquement.
| Famille (panorama) |
Diagnostic |
Lecture |
| A — SOC (1/f^β) |
spectrum_slope |
β > 0 statistiquement → spectre rouge structuré |
| A — queues de loi de puissance |
hill_tail_exponent |
α_Hill < 3 → tail lourde compatible SOC |
| B — Multifractalité |
mfdfa_spectrum |
Δα > 0 → spectre f(α) large (multifractal) |
| C — Longue mémoire |
hurst_dfa |
H > 0.5 → persistance significative |
| E — Critical slowing down |
critical_slowdown |
τ_var > 0 + p < 0.05 → variance qui monte → tipping en approche |
| G — RMT |
rmt_panel |
λ_top > λ_max MP → mode de corrélation structurel |
| I — Information |
permutation_entropy_complexity |
H_perm < 1 + C > 0.3 → structuré mais non-périodique |
| J — Lévy flights |
levy_stable_fit |
α < 2 → distribution stable Lévy (non-Gaussienne) |
| P — Cascades K41 |
k41_scaling |
ζ(6)/ζ(3) < 2 → cascade multifractale (anomalous scaling) |
| R — Diffusion anormale |
msd_log_log |
γ ≠ 1 → super- ou sub-diffusion |
| T — Non-extensivité Tsallis |
tsallis_q_gaussian |
q > 1.3 → distribution q-Gaussienne (non-Boltzmann) |
| S — Réflexivité (transversal) |
reflexivity_drift |
KS > 0 + p < 0.05 → distribution drift entre les deux moitiés → changement de régime cognitif |
Réflexivité (famille S) — lecture transversale
Conformément à la décision design de PR #22 (panorama 21 familles), la famille S — réflexivité (Soros 1987 ; Friston 2010 ; Akerlof-Shiller 2009) n'est pas un test isolé mais une composante transversale obligatoire. Le diagnostic reflexivity_drift (KS deux-échantillons entre les deux moitiés de chaque série) sert d'indicateur de validité des 10 autres diagnostics : quand il rejette le null AR(1), cela signifie que la distribution marginale a dérivé sur la fenêtre d'observation. Dans ce cas, les statistiques structurelles (Hurst, β, Δα, etc.) sont valables uniquement sur la fenêtre analysée, pas comme lois universelles transhistoriques.
Variables où la réflexivité est statistiquement significative (drift rejette null AR(1) à α=0.05) : les autres diagnostics sur ces variables doivent être lus avec un encart "valable sur 1960-2024" (ou la fenêtre concernée). Le rejet du null ici est attendu sur les variables financières post-1980 (régime néolibéral) et les variables d'inflation post-Volcker.
| Horizon |
Groupe |
Variable |
KS |
p-value |
bis |
BIS_AE |
BIS_BUSCRED |
1.000 |
0.010 |
bis |
BIS_AE |
BIS_CRATIO |
0.982 |
0.010 |
bis |
BIS_AE |
BIS_HHCRED |
1.000 |
0.010 |
bis |
BR_BIS |
BIS_CRATIO |
1.000 |
0.020 |
bis |
BR_BIS |
BIS_HHCRED |
1.000 |
0.020 |
bis |
BR_BIS |
BIS_RPP |
1.000 |
0.030 |
bis |
CN_BIS |
BIS_HHCRED |
1.000 |
0.040 |
bis |
IN_BIS |
BIS_BUSCRED |
0.989 |
0.010 |
bis |
IN_BIS |
BIS_CRATIO |
0.920 |
0.040 |
bis |
KR_BIS |
BIS_BUSCRED |
1.000 |
0.030 |
bis |
KR_BIS |
BIS_HHCRED |
0.911 |
0.050 |
bis |
RU_BIS |
BIS_HHCRED |
0.982 |
0.020 |
bis |
TR_BIS |
BIS_HHCRED |
1.000 |
0.040 |
bis |
ZA_BIS |
BIS_HHCRED |
0.943 |
0.030 |
boe |
UK_BOE |
BOE_CREDIT |
1.000 |
0.010 |
boe |
UK_BOE |
BOE_EQUITY |
1.000 |
0.010 |
boe |
UK_BOE |
BOE_GDP |
0.994 |
0.010 |
boe |
UK_BOE |
BOE_GDP_LONG |
0.994 |
0.010 |
boe |
UK_BOE |
BOE_INV |
0.957 |
0.050 |
boe |
UK_BOE |
BOE_MONEY |
0.977 |
0.050 |
boe |
UK_BOE |
BOE_POP |
1.000 |
0.010 |
boe |
UK_BOE |
BOE_PRD |
1.000 |
0.010 |
boe |
UK_BOE |
BOE_RCONS |
0.979 |
0.030 |
long |
ADV18 |
LH_BANKDEBT |
0.987 |
0.040 |
long |
ADV18 |
LH_BILLRATE |
0.947 |
0.040 |
long |
ADV18 |
LH_BONDRATE |
0.947 |
0.040 |
long |
ADV18 |
LH_BONDTR |
0.947 |
0.040 |
long |
ADV18 |
LH_BUSCREDIT |
0.961 |
0.050 |
long |
ADV18 |
LH_CPI |
1.000 |
0.010 |
long |
ADV18 |
LH_CREDIT |
0.948 |
0.020 |
… et 312 autres lignes.
La famille Q (universalité / RG / MaxEnt) opère comme méta-cadre : elle regroupe les variables par signature multi-diagnostique partagée. Pour la première livraison, on publie une heuristique simple : pour chaque variable, compter combien de diagnostics rejettent le null AR(1)/phase-scramble.
| Horizon |
Variable |
Diagnostics rejetant |
Famille dominante |
bis |
BIS_RPP |
67 / 154 |
I — information |
bis |
BIS_HHCRED |
61 / 154 |
C — longue mémoire |
bis |
BIS_BUSCRED |
59 / 154 |
C — longue mémoire |
bis |
BIS_CRATIO |
59 / 154 |
C — longue mémoire |
bis |
BIS_CGAP |
46 / 154 |
T — non-extensivité |
bis |
BIS_GVCRED |
20 / 56 |
C — longue mémoire |
boe |
BOE_MONEY |
11 / 14 |
B — multifractalité |
boe |
BOE_CREDIT |
10 / 14 |
C — longue mémoire |
boe |
BOE_GDP |
10 / 14 |
C — longue mémoire |
boe |
BOE_GDP_LONG |
10 / 14 |
C — longue mémoire |
boe |
BOE_HPI |
10 / 14 |
A — queues de loi de puissance |
boe |
BOE_RCONS |
10 / 14 |
C — longue mémoire |
boe |
BOE_WPI |
10 / 14 |
C — longue mémoire |
boe |
BOE_CPI |
9 / 14 |
C — longue mémoire |
boe |
BOE_DEBTGDP |
9 / 14 |
B — multifractalité |
boe |
BOE_EQUITY |
9 / 14 |
A — queues de loi de puissance |
long |
LH_IMPORTS |
72 / 84 |
C — longue mémoire |
long |
LH_EXPORTS |
71 / 84 |
C — longue mémoire |
long |
LH_MONEY |
71 / 84 |
C — longue mémoire |
long |
LH_EXP |
69 / 84 |
C — longue mémoire |
long |
LH_NARROW |
68 / 84 |
C — longue mémoire |
long |
LH_REV |
68 / 84 |
C — longue mémoire |
long |
LH_BANKDEBT |
67 / 84 |
C — longue mémoire |
long |
LH_CREDIT |
64 / 84 |
B — multifractalité |
long |
LH_MORT |
64 / 84 |
C — longue mémoire |
long |
LH_GDPNOM |
62 / 84 |
C — longue mémoire |
q |
Q_GDP |
50 / 84 |
C — longue mémoire |
q |
Q_INV |
46 / 70 |
C — longue mémoire |
q |
Q_CREDIT |
42 / 84 |
S — réflexivité multi-régime (Tier 2) |
q |
Q_UNRATE |
38 / 70 |
I — information |
q |
Q_CPI |
34 / 70 |
A — queues de loi de puissance |
q |
Q_HPI |
30 / 84 |
C — longue mémoire |
q |
Q_PRD |
23 / 56 |
A — queues de loi de puissance |
q |
Q_YIELD |
22 / 84 |
A — SOC (1/f^β) |
sh |
SH_US_INDPROD |
8 / 14 |
I — information |
sh |
SH_US_STEEL |
8 / 14 |
C — longue mémoire |
sh |
SH_WORLD_OIL |
7 / 14 |
C — longue mémoire |
sh |
SH_US_WPI |
6 / 14 |
B — multifractalité |
sh |
SH_WORLD_COAL |
6 / 14 |
I — information |
sh |
SH_US_COAL |
5 / 14 |
B — multifractalité |
sh |
SH_UK_COAL |
4 / 14 |
B — multifractalité |
sh |
SH_US_RAILFREIGHT |
4 / 14 |
I — information |
sh |
SH_US_COTTON |
3 / 14 |
S — réflexivité (transversal) |
sh |
SH_US_WHEAT |
1 / 14 |
D — non-linéarité IID (Tier 2) |
wb |
CY_POP |
260 / 630 |
I — information |
wb |
CY_PRD |
235 / 630 |
B — multifractalité |
wb |
CY_INF |
165 / 518 |
C — longue mémoire |
wb |
CY_GDP |
154 / 630 |
D — non-linéarité IID (Tier 2) |
wb |
CY_TRD |
122 / 602 |
B — multifractalité |
wb |
CY_FIN |
112 / 448 |
P — cascades K41 |
wb |
CY_INV |
95 / 616 |
A — SOC (1/f^β) |
wb |
CY_UEM |
95 / 630 |
D — non-linéarité IID (Tier 2) |
Sign-off
- Date de la note : 2026-05-30T07:07:09+00:00
- As-of : 2026-05
- Pipeline :
ecowave dx-diagnostics
- Nulls : AR(1) bootstrap (Torrence-Compo 1998) + phase-scramble (Theiler 1992), α = 0.05
- Diagnostics : Tier 1 du panorama Au-delà des cycles, spec feuille de route #15