Lab Methodologies
Macro by Mark Labs provides a suite of econometric testing and estimation tools accessible through the API. Each methodology is implemented with peer-reviewed algorithms and validated against reference implementations.
Stationarity Testing
ADF, KPSS, Phillips-Perron, and Zivot-Andrews tests for unit roots and structural breaks.
Diagnostic Tests
Ljung-Box, Breusch-Godfrey, ARCH-LM, Jarque-Bera, and Ramsey RESET.
SVAR Identification
Short-run, long-run, sign, proxy, and narrative identification schemes.
BVAR Posterior
Minnesota, Normal-Wishart, and Sims-Zha priors with Gibbs sampling.
VECM & Cointegration
Johansen trace and max-eigenvalue tests with rank-restricted forecasting.
Density Forecasting
Parametric and semi-parametric predictive distributions with calibration scoring.
Fan Charts
Bank of England-style fan charts with asymmetric risk bands.
Tournament Comparison
Model comparison via rolling-origin evaluation and Diebold-Mariano tests.