{
  "task_id": "F3-conf-02",
  "model_name": "ar1",
  "model_description": "AR(1) with intercept, y_t = c + phi*y_{t-1} + e_t, estimated by OLS on the origin vintage from 1985Q1 (first lag) to the vintage's last quarter, dropping observations whose dependent quarter is 2020Q2-2020Q4 (COVID outliers as dependent or lag); h=2 by iterating the 1-step forecast.",
  "n_origins": 8,
  "first_origin": "2024-01-31",
  "last_origin": "2025-12-31",
  "rmse_naive_h1": 2.010286,
  "mae_naive_h1": 1.6875,
  "rmse_naive_h2": 2.265226,
  "mae_naive_h2": 1.8125,
  "rmse_model_h1": 1.483575,
  "mae_model_h1": 1.233214,
  "rmse_model_h2": 1.397649,
  "mae_model_h2": 1.02952,
  "rel_improvement_rmse_h1": 0.262008,
  "rel_improvement_rmse_h2": 0.382998,
  "mean_abs_revision_h1_targets": 0.5625,
  "feasibility": "complete",
  "feasibility_reason": null,
  "data_issues": [
    {
      "issue": "COVID quarters 2020Q2-2020Q3 are extreme outliers in every vintage",
      "handling": "AR(1) estimation drops observations with dependent quarter 2020Q2-2020Q4; naive unaffected"
    },
    {
      "issue": "8th origin is 2025-12-31 (2025Q3 advance estimate delayed by the 2025 shutdown); origins are not equally spaced",
      "handling": "used as given in TASK.md; horizons defined relative to last quarter in each vintage"
    }
  ],
  "n_input_rows": {
    "current_vintage.csv": 318,
    "first_release.csv": 13,
    "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,
  "ar1_coefficients_by_origin": {
    "2024-01-31": {
      "c": 1.73619,
      "phi": 0.340393
    },
    "2024-04-30": {
      "c": 1.730579,
      "phi": 0.339593
    },
    "2024-07-31": {
      "c": 1.736276,
      "phi": 0.338443
    },
    "2024-10-31": {
      "c": 1.748907,
      "phi": 0.341548
    },
    "2025-01-31": {
      "c": 1.747921,
      "phi": 0.341424
    },
    "2025-04-30": {
      "c": 1.726554,
      "phi": 0.342777
    },
    "2025-07-31": {
      "c": 1.750149,
      "phi": 0.337048
    },
    "2025-12-31": {
      "c": 1.771621,
      "phi": 0.334657
    }
  },
  "n_origins_model_abs_error_lower_h1": 5,
  "n_origins_model_abs_error_lower_h2": 8
}