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RainbowStats™ · Regression commands

RECESSION_PROBIT

Create recession-probability analysis from predictors.

Syntax

RECESSION_PROBIT(predictors)

Returned object

ProbitCombo

No result-specific extract keys are documented for this command in this inventory.

Example

RECESSION_PROBIT(LIST(T10Y3M,LOGDIFF(INDPRO)))

Interpretation and limitations

Builds the recession indicator on the first input series and passes it with the aligned predictors into the existing probit helper. Returns a ProbitCombo.