{
  "task_id": "F3-conf-04",
  "model_name": "sar_dummy_aic",
  "model_description": "Seasonal autoregression: OLS of quarterly annualised inflation on four quarter dummies and p own lags, p in {0,...,4} chosen by AIC on a common sample at each origin, re-estimated by OLS on the expanding window from 1995Q2 to the origin, iterated multi-step forecasts.",
  "n_origins": 40,
  "first_origin": "2015-10-01",
  "last_origin": "2025-07-01",
  "rmse_snaive_h1": 2.849125860156572,
  "mae_snaive_h1": 2.1374736750000003,
  "rmse_model_h1": 2.1929816943854905,
  "mae_model_h1": 1.5194119747378638,
  "rmse_snaive_h2": 2.846674080377472,
  "mae_snaive_h2": 2.1259446750000004,
  "rmse_model_h2": 2.4625629688732493,
  "mae_model_h2": 1.552562787751599,
  "rmse_snaive_h4": 2.8823159392575315,
  "mae_snaive_h4": 2.181266125,
  "rmse_model_h4": 2.343030574977449,
  "mae_model_h4": 1.5973272111361247,
  "rel_improvement_rmse_h1": 0.2302966586864027,
  "rel_improvement_rmse_h2": 0.13493329431421563,
  "rel_improvement_rmse_h4": 0.18710140582957724,
  "loss_diff_mean_h4": 2.817952898418871,
  "loss_diff_se_h4": 1.8512807864167726,
  "hac_lags_h4": 4,
  "hac_kernel_h4": "bartlett",
  "dm_stat_h4": 1.5221639629681083,
  "dm_pvalue_h4": 0.12796800229110086,
  "sensitivity_h4": {
    "bartlett_L3": {
      "se": 2.086237006681122,
      "lrv": 174.0953939218323,
      "dm_stat": 1.350734786792894,
      "pvalue_normal": 0.17678040465620326
    },
    "rectangular_L3": {
      "se": 1.6984334664159886,
      "lrv": 115.38704959367324,
      "dm_stat": 1.6591482410937635,
      "pvalue_normal": 0.09708592437817802
    },
    "bartlett_L6": {
      "se": 1.3784080101108849,
      "lrv": 76.00034569351398,
      "dm_stat": 2.0443532522654038,
      "pvalue_normal": 0.04091866197008554
    },
    "hln_corrected_main": {
      "dm_stat": 1.3888442878368983,
      "pvalue_t_T-1": 0.17276087982325247
    }
  },
  "ar_lag_order_selected": {
    "min": 1,
    "max": 2,
    "counts": {
      "1": 15,
      "2": 25
    }
  },
  "feasibility": "complete",
  "feasibility_reason": null,
  "data_issues": [
    {
      "issue": "infl_annualised missing for 1995Q1 (first difference undefined)",
      "handling": "row excluded from modelling (exclusions.csv step 1)"
    },
    {
      "issue": "large genuine shocks: 2008Q4 (-6.0), 2020Q2 COVID, 2022Q2 (+12.1)",
      "handling": "retained; no outlier treatment, since any such treatment would require post-origin judgement"
    }
  ],
  "n_input_rows": {
    "cpi_quarterly.csv": 127,
    "cpi_monthly.csv": 381
  },
  "n_analysed": 121,
  "random_seed": null
}