{
  "task_id": "F3-conf-02",
  "model_name": "ar1_post1985",
  "model_description": "AR(1) with intercept estimated by OLS on the origin vintage, sample 1985Q1 to the last quarter of that vintage, with 2020Q2 and 2020Q3 set to missing (no regression pair uses them); h=2 forecast obtained by iterating the AR(1) recursion.",
  "n_origins": 8,
  "first_origin": "2024-01-31",
  "last_origin": "2025-12-31",
  "rmse_naive_h1": 2.0102860493,
  "mae_naive_h1": 1.6875,
  "rmse_naive_h2": 2.265226258,
  "mae_naive_h2": 1.8125,
  "rmse_model_h1": 1.4835747469,
  "mae_model_h1": 1.2332142642,
  "rmse_model_h2": 1.3976488357,
  "mae_model_h2": 1.0295196499,
  "rel_improvement_rmse_h1": 0.2620081369,
  "rel_improvement_rmse_h2": 0.3829981306,
  "mean_abs_revision_h1_targets": 0.5625,
  "feasibility": "complete",
  "feasibility_reason": null,
  "data_issues": [
    {
      "issue": "Pandemic outliers 2020Q2/2020Q3 (about -28% and +35% SAAR) in every vintage.",
      "handling": "Set to missing in the AR(1) estimation sample (documented in out/exclusions.csv); naive forecasts unaffected."
    },
    {
      "issue": "Historical values differ across vintages (annual revisions, e.g. 2024Q4 2.3 -> 2.4 -> 1.9 across vintages).",
      "handling": "Each origin uses only its own vintage file; current vintage used only for the revision statistic."
    },
    {
      "issue": "Eighth origin is 2025-12-31 rather than 2025-10-31 (2025Q3 advance estimate delayed by the federal shutdown); its h=1 target 2025Q4 first release dated 2026-02-28.",
      "handling": "Used as given in TASK.md; origins are not equally spaced in calendar time but each still forecasts 1 and 2 quarters past its last published quarter."
    }
  ],
  "n_input_rows": {
    "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,
    "current_vintage.csv": 318,
    "first_release.csv": 13
  },
  "n_analysed": 161,
  "random_seed": null,
  "supp_ar1_coefficients_by_origin": {
    "2024-01-31": {
      "c": 1.7361898026074702,
      "phi": 0.34039275398089675,
      "n_pairs": 152
    },
    "2024-04-30": {
      "c": 1.7305790509680756,
      "phi": 0.33959265807517736,
      "n_pairs": 153
    },
    "2024-07-31": {
      "c": 1.7362755341851663,
      "phi": 0.3384425695751649,
      "n_pairs": 154
    },
    "2024-10-31": {
      "c": 1.7489072640017447,
      "phi": 0.3415484922496021,
      "n_pairs": 155
    },
    "2025-01-31": {
      "c": 1.747921489650478,
      "phi": 0.34142351706726565,
      "n_pairs": 156
    },
    "2025-04-30": {
      "c": 1.7265541136483835,
      "phi": 0.342777147170324,
      "n_pairs": 157
    },
    "2025-07-31": {
      "c": 1.7501492451503575,
      "phi": 0.33704757560277687,
      "n_pairs": 158
    },
    "2025-12-31": {
      "c": 1.7716206256012257,
      "phi": 0.33465673263863993,
      "n_pairs": 159
    }
  },
  "supp_abs_revision_h1_targets": {
    "2024-01-01": 0.2,
    "2024-04-01": 0.8,
    "2024-07-01": 0.4,
    "2024-10-01": 0.1,
    "2025-01-01": 0.4,
    "2025-04-01": 1.0,
    "2025-07-01": 0.4,
    "2025-10-01": 1.2
  },
  "supp_mean_error_naive_h1": -0.2375,
  "supp_mean_error_naive_h2": -0.1875,
  "supp_mean_error_model_h1": -0.3439280078,
  "supp_mean_error_model_h2": -0.3315868343,
  "supp_dm_hln_stat_h1": 1.4911492058,
  "supp_dm_hln_pvalue_two_sided_h1": 0.1795464115,
  "supp_dm_hln_stat_h2": 1.8510836005,
  "supp_dm_hln_pvalue_two_sided_h2": 0.106597457
}