% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/data.R
\docType{data}
\name{htdv_empirical_benchmarks}
\alias{htdv_empirical_benchmarks}
\title{HTDV Empirical Benchmarks Against Published References}
\format{
A data frame with three rows (one per dataset) and the
following columns:
\describe{
  \item{dataset}{Name of the benchmark dataset.}
  \item{reference}{Citation of the reference paper.}
  \item{n}{Sample size after preprocessing.}
  \item{sample}{Sample window (string).}
  \item{reference_value}{Reference point value.}
  \item{reference_se}{Reference standard error (\code{NA} when the
    reference does not provide one).}
  \item{har_point, har_ci_lo, har_ci_hi}{HAR-Wald point and 95\% CI.}
  \item{bayes_point, bayes_ci_lo, bayes_ci_hi}{Bayesian point and
    95\% credible interval.}
  \item{bayes_diag_pass, bayes_rhat_max, bayes_ess_min,
    bayes_divergences}{Bayesian HMC diagnostics.}
  \item{boot_point, boot_ci_lo, boot_ci_hi}{Stationary block bootstrap
    point and 95\% percentile CI.}
  \item{agreement_har, agreement_bayes, agreement_boot}{Per-layer
    agreement verdict: \code{"agreement"}, \code{"htdv-strict (above ref)"},
    or \code{"htdv-strict (below ref)"}.}
}
}
\source{
Generated by \code{run_benchmarks.R} of the companion paper
  repository. See \code{vignette("HTDV-validation")} for the
  methodological narrative and the persistence-ladder reading.
}
\usage{
htdv_empirical_benchmarks
}
\description{
Output of the three-dataset external validation protocol of
Section 12-ter of the companion paper. Each dataset is run against a
pre-existing reference result from the published literature on the
same vintage, with the three HTDV inferential layers (HAR, bootstrap,
hierarchical Bayesian) reporting their point estimate, 95\% interval,
and a Bayesian diagnostic-pass flag.
}
\details{
The three benchmarks (E1, E2, E3) and their references are:
\itemize{
  \item{\strong{E1.} Post-1984 US CPI inflation against Stock and
    Watson (2007). FRED-MD vintage 2026-03, variable \code{CPIAUCSL}
    transformed to annualized monthly inflation.}
  \item{\strong{E2.} Long-run mean of log-CAPE against Campbell and
    Shiller (1998). Robert Shiller's online historical dataset.}
  \item{\strong{E3.} US vs. Canada 10-year government bond yield
    differential against the iid Welch baseline. FRED series
    \code{GS10} and \code{IRLTLT01CAM156N}, common sample 1990-01 to
    latest.}
}
}
\keyword{datasets}
