Gleneas Institute

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gleneas_macro_inference_v4

            

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Gleneas MacroNet Model
Full Historical Re-estimation
Latent State Summary Sampling Validation Regime Topology X3 Decomposition Historical Conditioning
Out-of-sample log likelihood
−1.87 Δ +0.34
Latent state persistence
0.94 ρ̂
Effective dimensionality
6.3 rank
Regime transition entropy
0.41 bits
Calibration error
1.08% ECE
Shock attribution stability
0.87
Mean forecast horizon
31 months
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