{
  "task_id": "F3-conf-03",
  "n_origins": 60,
  "first_origin": "2021-09-01",
  "last_origin": "2026-08-01",
  "lambda": 50.0,
  "normalisation_window": "expanding",
  "n_features": 8,
  "rmse_naive": 0.8830699166753823,
  "mae_naive": 0.6989594000000001,
  "rmse_mean": 0.5439355781141625,
  "mae_mean": 0.42929777256194207,
  "rmse_ridge": 0.5607989303521244,
  "mae_ridge": 0.45141289074453916,
  "rel_improvement_vs_naive": 0.3649439078805412,
  "rel_improvement_vs_mean": -0.031002480654837017,
  "feasibility": "complete",
  "feasibility_reason": null,
  "data_issues": [
    {
      "issue": "neworder_chg missing for 1992-01 and 1992-02",
      "handling": "Not needed: training rows start at s=1992-03 as specified; no imputation."
    },
    {
      "issue": "README states the 1992-01 value of every change series is empty, but ip_growth, oil_chg and permit_chg are populated for 1992-01",
      "handling": "Values used as given (ip_growth 1992-01 enters only as the 2nd lag of the first training row); documentation discrepancy noted."
    },
    {
      "issue": "Extreme COVID-era observations (ip_growth 2020-04 = -14.1%, 2020-06; oil_chg 2020-03..05) lie in every training window",
      "handling": "Retained: the model is fully specified by the task; no outlier treatment. Discussed as a limitation."
    },
    {
      "issue": "Current-vintage (revised) data and ignored publication lags",
      "handling": "Results interpreted as pseudo-out-of-sample on revised data, not real-time accuracy."
    }
  ],
  "n_input_rows": {
    "ip_predictors.csv": 417
  },
  "n_analysed": 413,
  "random_seed": null,
  "n_train_first_origin": 354,
  "n_train_last_origin": 413,
  "first_target": "2021-10-01",
  "last_target": "2026-09-01",
  "rel_improvement_mae_vs_naive": 0.3541643609850027,
  "rel_improvement_mae_vs_mean": -0.05151463528594524,
  "dm_stat_ridge_vs_naive": -3.3649594921847754,
  "dm_pvalue_ridge_vs_naive": 0.0013506687241571726,
  "dm_stat_ridge_vs_mean": 0.5392198591267084,
  "dm_pvalue_ridge_vs_mean": 0.5917642583421929,
  "ridge_coef_last_origin": {
    "ip_l0": 0.06478836171179567,
    "ip_l1": -0.10788765902756307,
    "ip_l2": 0.02651437472844772,
    "oil_chg": 0.34029324128529637,
    "fedfunds": 0.053871751020018094,
    "permit_chg": 0.050665850231511385,
    "neworder_chg": 0.022836054568240408,
    "tcu": 0.000994313695189975
  }
}