{
  "task_id": "F3-conf-02",
  "model_name": "ar1_post1985_exCovid",
  "model_description": "AR(1) with intercept estimated by OLS, separately at each origin, on that origin's vintage from 1985Q1 to its last quarter, excluding regression rows whose dependent quarter is 2020Q2-2020Q4; h=2 forecast by iterating the AR(1).",
  "n_origins": 8,
  "first_origin": "2024-01-31",
  "last_origin": "2025-12-31",
  "rmse_naive_h1": 2.0102860492974624,
  "mae_naive_h1": 1.6874999999999996,
  "rmse_naive_h2": 2.265226258014859,
  "mae_naive_h2": 1.8124999999999998,
  "rmse_model_h1": 1.4835747469436587,
  "mae_model_h1": 1.233214264194708,
  "rmse_model_h2": 1.3976488356542833,
  "mae_model_h2": 1.029519649931495,
  "rel_improvement_rmse_h1": 0.26200813687080715,
  "rel_improvement_rmse_h2": 0.3829981306683602,
  "mean_abs_revision_h1_targets": 0.5625000000000001,
  "feasibility": "complete",
  "feasibility_reason": null,
  "data_issues": [
    {
      "issue": "Origins are not equally spaced: the 8th origin is 2025-12-31 (5 months after 2025-07-31) because the 2025Q3 advance estimate was delayed by the Oct-Nov 2025 federal shutdown (data/README.md).",
      "handling": "Used as given; horizons are defined relative to the last quarter in each vintage, so targets remain consecutive quarters."
    },
    {
      "issue": "All vintages contain extreme COVID-19 observations (2020Q2 about -28, 2020Q3 about +35 pp SAAR).",
      "handling": "AR(1) regression rows with dependent quarter 2020Q2-2020Q4 excluded (pre-specified; see out/exclusions.csv). Naive forecast unaffected."
    },
    {
      "issue": "Target quarter 2025Q4 first release became available only at the 2026-02-28 vintage (shutdown delay).",
      "handling": "first_release.csv used as given; it is after the origin, so no look-ahead."
    }
  ],
  "n_input_rows": {
    "first_release.csv": 13,
    "current_vintage.csv": 318,
    "vintages/A191RL1Q225SBEA_vintage_2024-01-31.csv": 307,
    "vintages/A191RL1Q225SBEA_vintage_2024-04-30.csv": 308,
    "vintages/A191RL1Q225SBEA_vintage_2024-07-31.csv": 309,
    "vintages/A191RL1Q225SBEA_vintage_2024-10-31.csv": 310,
    "vintages/A191RL1Q225SBEA_vintage_2025-01-31.csv": 311,
    "vintages/A191RL1Q225SBEA_vintage_2025-04-30.csv": 312,
    "vintages/A191RL1Q225SBEA_vintage_2025-07-31.csv": 313,
    "vintages/A191RL1Q225SBEA_vintage_2025-12-31.csv": 314
  },
  "n_analysed": 159,
  "random_seed": null,
  "supp_dm_hln_stat_h1": -1.4911492057314406,
  "supp_dm_hln_pvalue_h1": 0.17954641147721687,
  "supp_n_origins_model_abs_err_lt_naive_h1": 5,
  "supp_mean_error_naive_h1": -0.2375,
  "supp_mean_error_model_h1": -0.34392800777969856,
  "supp_dm_hln_stat_h2": -1.7545560000496379,
  "supp_dm_hln_pvalue_h2": 0.12277407887526527,
  "supp_n_origins_model_abs_err_lt_naive_h2": 8,
  "supp_mean_error_naive_h2": -0.1875,
  "supp_mean_error_model_h2": -0.3315868342528854,
  "supp_ar1_phi_range": [
    0.33465673263863993,
    0.342777147170324
  ],
  "supp_ar1_implied_mean_range": [
    2.6204721557518296,
    2.662716694537507
  ],
  "supp_revisions_h1_targets": {
    "2024-01-01": -0.20000000000000018,
    "2024-04-01": 0.8000000000000003,
    "2024-07-01": 0.40000000000000036,
    "2024-10-01": 0.10000000000000009,
    "2025-01-01": 0.4,
    "2025-04-01": 1.0,
    "2025-07-01": -0.3999999999999999,
    "2025-10-01": -1.2
  }
}