{
  "task_id": "F3-conf-04",
  "model_name": "ar_seas_aic",
  "model_description": "Iterated multi-step AR(p) for annualised NSA quarterly inflation with four quarterly seasonal intercepts, p in {0,...,4} chosen by AIC on a common sample at each origin, estimated by OLS on an expanding window from 1995Q2 to the origin.",
  "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": 1.5194119747378636,
  "rmse_snaive_h2": 2.846674080377472,
  "mae_snaive_h2": 2.1259446750000004,
  "rmse_model_h2": 2.4625629688732493,
  "mae_model_h2": 1.5525627877515995,
  "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": 0.12796800229110086,
  "feasibility": "complete",
  "feasibility_reason": null,
  "data_issues": [
    {
      "issue": "infl_annualised is empty for 1995Q1 (no previous quarter)",
      "handling": "1995Q1 dropped from the inflation series; estimation starts 1995Q2"
    }
  ],
  "n_input_rows": {
    "cpi_quarterly.csv": 127,
    "cpi_monthly.csv": 381
  },
  "n_analysed": 121,
  "random_seed": null
}