{"id":"W2940450339","doi":"10.34989/san-2017-12","title":"A Dynamic Factor Model for Commodity Prices","year":2020,"lang":"en","type":"article","venue":"Staff Analytical Notes","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"Bank of Canada","funders":"","keywords":"Commodity; Component (thermodynamics); Dynamic factor; Economics; Shock (circulatory); Factor analysis; Factor (programming language); Econometrics; Computer science; Finance","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001362576,0.0009065869,0.0008547934,0.0009287782,0.0005435792,0.00242403,0.001649087,0.001519729,0.01104951],"category_scores_gemma":[0.003578432,0.000619077,0.001479903,0.002053178,0.0008537548,0.00360885,0.0008439902,0.001668459,0.002131275],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001680017,"about_ca_system_score_gemma":0.001396237,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0168133,"about_ca_topic_score_gemma":0.01040351,"domain_scores_codex":[0.9993844,0.0001984494,0.00002474643,0.0001946307,0.0001213748,0.00007629738],"domain_scores_gemma":[0.999371,0.0003105788,0.00009310915,0.00006661004,0.0001150113,0.00004369002],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00003186544,0.00002389079,0.001264662,0.00003816275,0.00005955116,0.0001205244,0.0001118273,0.3285923,0.0004323398,0.6535646,0.004082882,0.01167733],"study_design_scores_gemma":[0.00002590795,0.00002622762,0.0005369335,0.00001619414,0.00002272023,0.00008849376,0.00003602346,0.7062576,0.0000833598,0.2812203,0.01165912,0.00002717536],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.02513628,0.0009374779,0.9442008,0.002085928,0.0001934807,0.00007430137,0.001714423,0.0003351964,0.02532211],"genre_scores_gemma":[0.7514202,0.003444572,0.1708937,0.00046455,0.0004962878,0.000494328,0.002884775,0.0003173638,0.06958421],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.0168133,"threshold_uncertainty_score":0.0369643,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0768684518093925,"score_gpt":0.2780962185710499,"score_spread":0.2012277667616574,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}