TRACKING THE DIFFERENCE OF MERIT CIRCULATIONS WITH DEFAULT TRUST CHANGES
ON 09/01/2019 (IN MEANS AND MEDIANS)
- Update will be published in the newest post (weekly update), not in the OP;Colors:- Green: Increasing change;- Red: Decreasing change.
ABSTRACTTwo weeks later:
(1) There is no outliers within two weeks after Default Trust changes. Only one day (09/01/2019) comes closer the the outlier-identifying threshold.
(2) Median and mean of the intraday merits twoo weeks after Default Trust Changes are higher than the figures of before period at 31.8% and 23.2%, respectively.
- Median:
+ 37.1%- Mean:
+ 24.2%
Objectives(1) To measure the percentage difference changes of median and mean of intraday merits between the before and after periods (the cut-off is 09/01/2019);
(2) To observe the the difference changes over time;
(3) To identify when the impacts of Default Trust Changes tails off.
As you all known that theymos decided to make
DefaultTrust changes (still in pilot phase, not official).
The change of Default Trust has obviously resulted in dramatical increasing wave of merit circulations in the forum.
The following time series plot clearly shows it:
- For dataset of intraday merits within 2018, please get it
there- For dataset of the year 2019, please get it
there
1) Outliers identified- None or only one day (on 09/01/2019)
In my another topic, potential outliers for truncated dataset identified (from 19/2/2018 to 21/1/2019):
Potential outliers are days that have intraday merits beyond 124 or 1164.
For all days (till now) in the year 2019, there is no day beyond the outlier-identifying threshold.
Only one day should be taken into consideration, it is 09/01/2019 with 1161. The day has only three merits lower than the threshold, so we can call it as an outlier or not (it depends on your viewpoint)!
2) Statistics:Statistics will be present in means +/- standard deviations; medians (interquartile ranges); mins and maxs.
You can imagine what I will do with the following dummy table to track changes.
Raw statistics are here:
. tabstat before090119 wkslater_2, s(n mean sd p50 p25 p75 min max) format(%9.1f) c(s)
variable | N mean sd p50 p25 p75 min max
-------------+--------------------------------------------------------------------------------
before090119 | 324.0 677.0 263.0 616.5 510.5 766.5 312.0 2463.0
wkslater_2 | 14.0 840.4 191.4 845.5 658.0 987.0 611.0 1161.0
3) Changes over weeksNow, let's see changes of means and medians of intraday merits over weeks after the Default Trust changes.
I compared statistics (means, medians) between the before period (for days from 19/02/2018) and different after period (from 09/01/2019 till the end of each later week).
For instance, wkslater_2 presents for the statistics of two weeks after the DefaultTrust Changes.
After two weeks, the
median and mean of two-week later period are higher than figures of the before period at
+ 37.1% and + 24.2%, respectively.
Notes:
Update tables to 6 weeks later.