{
  "task_id": "F3-conf-04",
  "model_name": "ar_sdum_aic",
  "model_description": "Iterated multi-step AR(p) with four quarter-of-year intercept dummies, estimated by OLS on an expanding window (1995Q2 to origin), lag order p in 0..4 re-selected by AIC at every origin on a common sample, then re-estimated on the full window.",
  "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": 0.13603579303325308,
  "feasibility": "complete",
  "feasibility_reason": null,
  "data_issues": [
    {
      "issue": "infl_annualised is missing for 1995Q1 (first difference undefined)",
      "handling": "1995Q1 excluded from all estimation samples; consistency of cpi_avg with the monthly file and of infl_annualised with 400*dln(cpi_avg) verified (max abs diff < 1e-5)"
    },
    {
      "issue": "Evaluation window contains the 2020 COVID shock and the 2021-2023 inflation surge (outliers relative to the pre-2015 estimation sample)",
      "handling": "No winsorising or exclusion; errors computed on the data as given, noted as a limitation"
    }
  ],
  "n_input_rows": {
    "cpi_quarterly.csv": 127,
    "cpi_monthly.csv": 381
  },
  "n_analysed": 121,
  "random_seed": null,
  "supplementary": {
    "chosen_p_by_origin": {
      "2015-10-01": 2,
      "2016-01-01": 2,
      "2016-04-01": 2,
      "2016-07-01": 2,
      "2016-10-01": 2,
      "2017-01-01": 2,
      "2017-04-01": 2,
      "2017-07-01": 2,
      "2017-10-01": 2,
      "2018-01-01": 2,
      "2018-04-01": 2,
      "2018-07-01": 2,
      "2018-10-01": 2,
      "2019-01-01": 2,
      "2019-04-01": 2,
      "2019-07-01": 2,
      "2019-10-01": 2,
      "2020-01-01": 2,
      "2020-04-01": 2,
      "2020-07-01": 2,
      "2020-10-01": 2,
      "2021-01-01": 2,
      "2021-04-01": 2,
      "2021-07-01": 2,
      "2021-10-01": 2,
      "2022-01-01": 1,
      "2022-04-01": 1,
      "2022-07-01": 1,
      "2022-10-01": 1,
      "2023-01-01": 1,
      "2023-04-01": 1,
      "2023-07-01": 1,
      "2023-10-01": 1,
      "2024-01-01": 1,
      "2024-04-01": 1,
      "2024-07-01": 1,
      "2024-10-01": 1,
      "2025-01-01": 1,
      "2025-04-01": 1,
      "2025-07-01": 1
    },
    "dm_sensitivity": {
      "bartlett_L3": {
        "se": 2.086237006681122,
        "stat": 1.350734786792894,
        "p_t": 0.18456596611776083,
        "p_normal": 0.17678040465620326
      },
      "bartlett_L4": {
        "se": 1.8512807864167726,
        "stat": 1.5221639629681083,
        "p_t": 0.13603579303325308,
        "p_normal": 0.12796800229110086
      },
      "bartlett_L6": {
        "se": 1.3784080101108849,
        "stat": 2.0443532522654038,
        "p_t": 0.04771156354253877,
        "p_normal": 0.04091866197008554
      },
      "bartlett_L8": {
        "se": 1.1993260546633506,
        "stat": 2.349613674664866,
        "p_t": 0.023949838766267575,
        "p_normal": 0.01879290479120312
      },
      "rectangular_L3": {
        "se": 1.6984334664159886,
        "stat": 1.6591482410937635,
        "p_t": 0.1051078761785903,
        "p_normal": 0.09708592437817802
      },
      "hln_rectangular_L3": {
        "stat": 1.5138307129703013,
        "p_t": 0.1381316224787431
      },
      "dm_h1_bartlett_L1": {
        "mean": 3.3083494551030697,
        "se": 1.9931443431548814,
        "stat": 1.65986445811867,
        "p_t": 0.10496281889788621
      },
      "dm_h2_bartlett_L2": {
        "mean": 2.039336944227094,
        "se": 2.6562340916947274,
        "stat": 0.7677549770946425,
        "p_t": 0.4472564751510958
      },
      "h4_excl_targets_2020_2023": {
        "n": 24,
        "loss_diff_mean": 1.2670684079148344
      }
    },
    "dm_pvalue_reference": "Student t with n-1 = 39 df"
  }
}