Cyclical Factor Model Reports

Cyclical Factors Model reports are available to check the output of the model.

Three types of reports are available for the Cyclical Factors Model:

In-App Report: In-app reports are available after executing a model development run. These reports allow users to compare results across different model versions. Users can evaluate key metrics such as Merton R, essential statistical parameters for model training, testing, and the complete dataset. Additionally, the reports enable users to assess the significance of independent variables, p-values, and other relevant factors. After conducting these comparisons, users can finalize the preferred model version, which will then be used for predictions.
Model Explainability Report: The model explainability report, available in PDF format, is generated after the execution of both model development and prediction runs. This report offers a comprehensive overview of the model's inputs, processes, and outputs, providing detailed insights into the underlying data, feature engineering choices, and overall model behavior.
Data Visualization (DV) Report: The DV report is available only after the model prediction run. It presents key statistical parameters such as R-squared, MAE, MSE, and RMSE for model training, model testing, complete dataset training, and Out of Time (OOT) testing. This data is valuable for model monitoring. The report also displays predicted values of cyclical factors across different macroeconomic scenarios.

These reports provide the output of reports and also can be used for model documentation purposes.

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