XTech Global Macro Economic Forecasts™ Core

asof_date

string

Datetime (YYYY-MM-DD HH:MM:SS) at which the prediction was computed in UTC timezone.

date

string

Date-only (YYYY-MM-DD) format of the asof_date timestamp above.

timestamp

string

Business period over which the prediction applies; the measurement period for the economic figure being reported.

identifier

string

Unique identifier for each macro prediction product.

frequency

string

Data frequency (e.g., "m" for monthly).

actual

float

Observed actual value of the target economic release variable.

predicted

float

Forecasted value of the target economic release variable.

difference

float

Difference between actual and predicted values (Actual - Predicted).

ci_lb_95

float

Lower bound of 95% confidence interval of the prediction.

ci_ub_95

float

Upper bound of 95% confidence interval of the prediction.

zscore_diff

float

Z-score of difference (residuals) of the prediction.

zscore_pred

float

Z-score of predictions of the prediction.

mae_cum

float

Cumulative mean absolute error of the prediction.

rmse_cum

float

Cumulative root mean squared error of the prediction.

smape_cum

float

Cumulative symmetric mean absolute percentage error of the prediction.

correlation_cum

float

Cumulative correlation between actual and predicted of the prediction.

directional_accuracy_cum

float

Cumulative percentage of times the forecast correctly predicted whether the actual value increased or decreased compared to the previous period.

signed_correlation_cum

float

Cumulative correlation between forecasted and actual direction of changes, measuring alignment of up/down movements.

sign_accuracy_cum

float

Cumulative percentage of times the forecasted value had the same sign (positive or negative) as the actual value.

theil_u1_cum

float

Cumulative Theil’s U1 statistic (forecast vs. actual accuracy).

theil_u1_bias_cum

float

Cumulative Theil’s U1 bias component.

theil_u1_variance_cum

float

Cumulative Theil’s U1 variance component.

theil_u1_covariance_cum

float

Cumulative Theil’s U1 covariance component.

theil_u2_cum

float

Cumulative Theil’s U2 statistic (forecast vs. naive model).

hit_rate_1bp_cum

float

Cumulative proportion of forecasts within 1 basis point of actual.

hit_rate_5bp_cum

float

Cumulative proportion of forecasts within 5 basis points of actual.

hit_rate_10bp_cum

float

Cumulative proportion of forecasts within 10 basis points of actual.

forecast_bias_cum

float

Cumulative average forecast error (bias).

mae_ttm

float

Trailing 12-month mean absolute error of the prediction.

rmse_ttm

float

Trailing 12-month root mean squared error of the prediction.

smape_ttm

float

Trailing 12-month symmetric mean absolute percentage error of the prediction.

correlation_ttm

float

Trailing 12-month correlation between actual and predicted of the prediction.

directional_accuracy_ttm

float

Trailing 12-month directional accuracy of the prediction.

signed_correlation_ttm

float

Trailing 12-month signed correlation of the prediction.

sign_accuracy_ttm

float

Trailing 12-month sign accuracy of the prediction.

theil_u1_ttm

float

Trailing 12-month Theil’s U1 statistic of the prediction.

theil_u1_bias_ttm

float

Trailing 12-month Theil’s U1 bias component of the prediction.

theil_u1_variance_ttm

float

Trailing 12-month Theil’s U1 variance component of the prediction.

theil_u1_covariance_ttm

float

Trailing 12-month Theil’s U1 covariance component of the prediction.

theil_u2_ttm

float

Trailing 12-month Theil’s U2 statistic of the prediction.

hit_rate_1bp_ttm

float

Trailing 12-month proportion of forecasts within 1 basis point of actual.

hit_rate_5bp_ttm

float

Trailing 12-month proportion of forecasts within 5 basis points of actual.

hit_rate_10bp_ttm

float

Trailing 12-month proportion of forecasts within 10 basis points of actual.

forecast_bias_ttm

float

Trailing 12-month average forecast error (bias) of the prediction.