transform_policy#

Back to L2 | Browse all axes | Browse all options

Axis transform_policy on sub-layer l2_b (layer l2).

Sub-layer#

l2_b

Axis metadata#

  • Default: 'apply_official_tcode'

  • Sweepable: True

  • Status: operational

Operational status summary#

  • Operational: 3 option(s)

  • Future: 0 option(s)

Options#

apply_official_tcode – operational#

Apply McCracken-Ng’s series-by-series stationarity transforms.

See apply_official_tcode function page for full documentation + parameters + standalone usage. Standalone: mf.functions.apply_tcode_transform.

no_transform – operational#

Skip transforms; pass raw levels through.

Useful for tree-based / ranking models that don’t need stationarity, or for studies that apply alternative transforms in L3 (Hodrick-Prescott filter, Hamilton (2018) detrender, etc.).

When to use

Tree / forest models; alternative-transform studies; custom panels with already-transformed data.

References

  • macroforecast design Part 2, L2: ‘preprocessing is the only layer with a strict A→B→C→D→E execution order; every cell follows the same pipeline.’

Related options: apply_official_tcode, custom_tcode

Last reviewed 2026-05-04 by macroforecast author.

custom_tcode – operational#

User-supplied per-series t-code map.

Requires leaf_config.custom_tcode_map: {series_name: int}. Macrocast applies the same 1-7 mapping as apply_official_tcode but reads codes from the user’s dict instead of the bundled FRED metadata. Useful for custom panels where the user wants the McCracken-Ng transform vocabulary.

When to use

Custom panels with user-defined stationarity codes.

References

  • macroforecast design Part 2, L2: ‘preprocessing is the only layer with a strict A→B→C→D→E execution order; every cell follows the same pipeline.’

Related options: apply_official_tcode, no_transform

Last reviewed 2026-05-04 by macroforecast author.