{
  "task_id": "F3-conf-04",
  "model_name": "sar_aic",
  "model_description": "Iterated AR(p) with four quarterly seasonal intercepts for annualised quarterly inflation, p in {0..4} chosen by AIC at each origin on a common sample (first 4 obs dropped), OLS on an expanding window from 1995Q2 to the origin, multi-step forecasts by iteration.",
  "n_origins": 40,
  "first_origin": "2015-10-01",
  "last_origin": "2025-07-01",
  "rmse_snaive_h1": 2.849125860156572,
  "mae_snaive_h1": 2.1374736750000003,
  "rmse_snaive_h2": 2.846674080377472,
  "mae_snaive_h2": 2.1259446750000004,
  "rmse_snaive_h4": 2.8823159392575315,
  "mae_snaive_h4": 2.181266125,
  "rmse_model_h1": 2.1918133412897713,
  "mae_model_h1": 1.5187711988356731,
  "rmse_model_h2": 2.46022256417967,
  "mae_model_h2": 1.550333358372702,
  "rmse_model_h4": 2.3396848872653107,
  "mae_model_h4": 1.5936096377164786,
  "rel_improvement_rmse_h1": 0.23070673291725996,
  "rel_improvement_rmse_h2": 0.13575544838858333,
  "rel_improvement_rmse_h4": 0.18826216952885444,
  "loss_diff_mean_h4": 2.8336198020003365,
  "loss_diff_se_h4": 2.0822850037684537,
  "hac_lags_h4": 3,
  "hac_kernel_h4": "bartlett",
  "dm_stat_h4": 1.360822268264018,
  "dm_pvalue_h4": 0.17356986291430632,
  "feasibility": "complete",
  "feasibility_reason": null,
  "data_issues": [
    {
      "issue": "infl_annualised is empty for 1995Q1 (no previous quarter)",
      "handling": "row excluded from all estimation samples (exclusion ledger step 1)"
    }
  ],
  "n_input_rows": {
    "cpi_quarterly.csv": 127,
    "cpi_monthly.csv": 381
  },
  "n_analysed": 118,
  "random_seed": null,
  "supp_dm_se_sensitivity_h4": {
    "bartlett_L3": 2.0822850037684537,
    "bartlett_L4": 1.84792653245693,
    "bartlett_L6": 1.3749867136255691,
    "rectangular_L3": 1.6959903400311056
  },
  "supp_hln_pvalue_h4": 0.22178745465698943,
  "supp_selected_p_counts": {
    "1": 15,
    "2": 25
  },
  "supp_selected_p_last_origin": 1
}