{
  "task_id": "F3-conf-04",
  "model_name": "ar_seas_aic",
  "model_description": "OLS autoregression of quarterly annualised inflation on a constant, three quarterly seasonal dummies and p own lags (p in 0..4 chosen by AIC at each origin on a common sample), estimated on an expanding window from 1995Q2 to the origin, with iterated multi-step forecasts (h=1,2,4) and known future seasonal dummies.",
  "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": 2.1929816943854896,
  "mae_model_h1": 1.5194119747378632,
  "rmse_snaive_h2": 2.846674080377472,
  "mae_snaive_h2": 2.1259446750000004,
  "rmse_model_h2": 2.4625629688732484,
  "mae_model_h2": 1.5525627877515993,
  "rmse_snaive_h4": 2.8823159392575315,
  "mae_snaive_h4": 2.181266125,
  "rmse_model_h4": 2.3430305749774485,
  "mae_model_h4": 1.597327211136124,
  "rel_improvement_rmse_h1": 0.23029665868640303,
  "rel_improvement_rmse_h2": 0.13493329431421597,
  "rel_improvement_rmse_h4": 0.18710140582957746,
  "loss_diff_mean_h4": 2.8179528984188726,
  "loss_diff_se_h4": 2.0862370066811216,
  "hac_lags_h4": 3,
  "hac_kernel_h4": "bartlett",
  "dm_stat_h4": 1.3507347867928952,
  "dm_pvalue_h4": 0.17678040465620282,
  "feasibility": "complete",
  "feasibility_reason": null,
  "data_issues": [
    {
      "issue": "infl_annualised is empty for 1995Q1 (no previous quarter)",
      "handling": "first quarter dropped; series starts 1995Q2 (126 obs)"
    }
  ],
  "n_input_rows": {
    "cpi_quarterly.csv": 127,
    "cpi_monthly.csv": 381
  },
  "n_analysed": 121,
  "random_seed": null
}