#!/usr/bin/env python3 """ Debug script to test forecasting and identify why forecasts are flat """ import sys import os sys.path.append(os.path.join(os.path.dirname(__file__), 'src')) import pandas as pd import numpy as np from core.fred_client import FREDDataCollectorV2 from analysis.economic_forecasting import EconomicForecaster import logging # Set up logging logging.basicConfig(level=logging.INFO) logger = logging.getLogger(__name__) def debug_forecasting(): """Debug the forecasting process""" # Initialize FRED data collector api_key = os.getenv('FRED_API_KEY') if not api_key: logger.error("FRED_API_KEY not found in environment") return collector = FREDDataCollectorV2(api_key) # Fetch data indicators = ['GDPC1', 'INDPRO', 'RSAFS'] data_dict = collector.get_economic_data(indicators, start_date='2020-01-01', end_date='2024-12-31') df = collector.create_dataframe(data_dict) if df.empty: logger.error("No data fetched") return logger.info(f"Fetched data shape: {df.shape}") logger.info(f"Data columns: {df.columns.tolist()}") logger.info(f"Data index: {df.index[:5]} to {df.index[-5:]}") # Initialize forecaster forecaster = EconomicForecaster(df) # Test each indicator for indicator in indicators: logger.info(f"\n{'='*50}") logger.info(f"Testing {indicator}") logger.info(f"{'='*50}") # Get raw data raw_series = forecaster.prepare_data(indicator, for_arima=True) growth_series = forecaster.prepare_data(indicator, for_arima=False) logger.info(f"Raw series shape: {raw_series.shape}") logger.info(f"Raw series head: {raw_series.head()}") logger.info(f"Raw series tail: {raw_series.tail()}") logger.info(f"Raw series stats: mean={raw_series.mean():.2f}, std={raw_series.std():.2f}") logger.info(f"Raw series range: {raw_series.min():.2f} to {raw_series.max():.2f}") logger.info(f"Growth series shape: {growth_series.shape}") logger.info(f"Growth series head: {growth_series.head()}") logger.info(f"Growth series stats: mean={growth_series.mean():.4f}, std={growth_series.std():.4f}") # Test ARIMA fitting try: model = forecaster.fit_arima_model(raw_series) logger.info(f"ARIMA model fitted successfully: {model}") # Fix the order access try: order = model.model.order except: try: order = model.model_orders except: order = "Unknown" logger.info(f"ARIMA order: {order}") logger.info(f"ARIMA AIC: {model.aic}") # Test forecasting forecast_result = forecaster.forecast_series(raw_series, model_type='arima') forecast = forecast_result['forecast'] confidence_intervals = forecast_result['confidence_intervals'] logger.info(f"Forecast values: {forecast.values}") logger.info(f"Forecast shape: {forecast.shape}") logger.info(f"Confidence intervals shape: {confidence_intervals.shape}") logger.info(f"Confidence intervals head: {confidence_intervals.head()}") # Check if forecast is flat if len(forecast) > 1: forecast_diff = np.diff(forecast.values) logger.info(f"Forecast differences: {forecast_diff}") logger.info(f"Forecast is flat: {np.allclose(forecast_diff, 0, atol=1e-6)}") except Exception as e: logger.error(f"Error testing {indicator}: {e}") import traceback logger.error(traceback.format_exc()) if __name__ == "__main__": debug_forecasting()