FRED-SD Predictor Scope

This conditional group is shown only when the selected FRED source panel includes FRED-SD. It restricts which state-level source columns can become candidate predictors x and records the native-frequency evidence needed by Layer 2.

These axes do not choose a mixed-frequency model. They close the source selection contract: which states, which FRED-SD workbook series, and how strictly the selected set must agree on native frequency.

If the source mode is custom-only, or if the FRED panel is fred_md / fred_qd without FRED-SD, these axes are hidden by default. Imported recipes with stale non-default FRED-SD choices keep the axes visible as incompatible choices so the user can remove or revise them.

Axis

Choices

Default / rule

fred_sd_frequency_policy

report_only, allow_mixed_frequency, reject_mixed_known_frequency, require_single_known_frequency

Default report_only. Non-default values require a source panel containing FRED-SD.

fred_sd_state_group

Census regions/divisions, contiguous_48_plus_dc, custom_state_group, all_states

State Scope. Default all_states. Group values resolve to explicit source-load selectors.

state_selection

all_states, selected_states

State List. Default all_states. selected_states requires leaf_config.sd_states.

fred_sd_variable_group

all_sd_variables, economic/t-code-review groups, custom_sd_variable_group

Series Scope. Default all_sd_variables. Group values resolve to explicit source-load selectors.

sd_variable_selection

all_sd_variables, selected_sd_variables

Series List. Default all_sd_variables. selected_sd_variables requires leaf_config.sd_variables.

State Scope vs State List:

  • fred_sd_state_group is the user-friendly group choice. It can select all states, census regions/divisions, the contiguous-state set, or a custom group.

  • state_selection is the lower explicit-list switch. It exists so custom state groups and recipe imports can say whether leaf_config.sd_states must be read.

Series Scope vs Series List:

  • fred_sd_variable_group is the user-friendly workbook-series group choice. It can select all FRED-SD series, predefined economic groups, predefined t-code-review groups, or a custom group.

  • sd_variable_selection is the lower explicit-list switch. It exists so custom series groups and recipe imports can say whether leaf_config.sd_variables must be read.

Layer 1 output:

  • selected states;

  • selected workbook series;

  • source sheets and series metadata;

  • native-frequency report for selected FRED-SD series.

Layer 2 boundary:

  • fred_sd_mixed_frequency_representation chooses calendar alignment, dropping policies, native-frequency block payloads, or mixed-frequency model adapters after Layer 1 has loaded and reported the source columns.

  • MIDAS or other model-side mixed-frequency behavior is Layer 3 training logic.

Selector YAML:

path:
  1_data_task:
    fixed_axes:
      dataset: fred_sd
      frequency: monthly
      target_structure: single_target
      fred_sd_state_group: custom_state_group
      fred_sd_variable_group: custom_sd_variable_group
      state_selection: selected_states
      sd_variable_selection: selected_sd_variables
    leaf_config:
      target: UR_CA
      horizons: [1]
      sd_states: [CA, NY, TX]
      sd_variables: [UR, PAYEMS]