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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 · 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, , 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.

Synthèse Q méta — clusters d'universalité

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