{
  "task_id": "F3-conf-02",
  "model_name": "ar1_1985_excovid",
  "model_description": "AR(1) with intercept estimated by OLS separately at each origin on that origin's vintage, sample of pairs (y_t, y_{t-1}) with y_{t-1} from 1985Q1 to the vintage's last quarter, excluding pairs involving 2020Q2 or 2020Q3; h=2 forecast by iterating the h=1 forecast.",
  "n_origins": 8,
  "first_origin": "2024-01-31",
  "last_origin": "2025-12-31",
  "rmse_naive_h1": 2.0102860492974624,
  "mae_naive_h1": 1.6874999999999996,
  "rmse_naive_h2": 2.265226258014859,
  "mae_naive_h2": 1.8124999999999998,
  "rmse_model_h1": 1.4835747469242266,
  "mae_model_h1": 1.233214264175,
  "rmse_model_h2": 1.3976488356584449,
  "mae_model_h2": 1.0295196499375001,
  "rel_improvement_rmse_h1": 0.2620081368804734,
  "rel_improvement_rmse_h2": 0.3829981306665231,
  "dm_hln_stat_h1": 1.4911492057757907,
  "dm_hln_pvalue_two_sided_h1": 0.1795464114658882,
  "dm_hln_stat_h2": 1.7545559999997002,
  "dm_hln_pvalue_two_sided_h2": 0.12277407888421336,
  "mean_abs_revision_h1_targets": 0.5625000000000001,
  "feasibility": "complete",
  "feasibility_reason": null,
  "data_issues": [
    {
      "issue": "2025Q3 advance estimate delayed by Oct-Nov 2025 federal shutdown; 8th origin is 2025-12-31, not 2025-10-31",
      "handling": "used the provided 2025-12-31 vintage as the 8th origin; targets remain 2025Q4 (h=1) and 2026Q1 (h=2)"
    },
    {
      "issue": "pandemic outliers 2020Q2/2020Q3 in every vintage",
      "handling": "excluded from AR(1) estimation pairs (see exclusions.csv); not relevant to the naive forecast"
    }
  ],
  "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": [
      1.73619,
      0.340393
    ],
    "2024-04-30": [
      1.730579,
      0.339593
    ],
    "2024-07-31": [
      1.736276,
      0.338443
    ],
    "2024-10-31": [
      1.748907,
      0.341548
    ],
    "2025-01-31": [
      1.747921,
      0.341424
    ],
    "2025-04-30": [
      1.726554,
      0.342777
    ],
    "2025-07-31": [
      1.750149,
      0.337048
    ],
    "2025-12-31": [
      1.771621,
      0.334657
    ]
  }
}