{
  "task_id": "F3-conf-04",
  "model_name": "ar_sd_aic",
  "model_description": "OLS AR(p) on annualised quarterly inflation with intercept and three quarterly seasonal dummies, p in {0..4} selected by AIC at each origin on a common sample, expanding window from 1995Q2 (first lag-4-complete obs 1996Q2) to the origin, multi-step forecasts iterated.",
  "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": 2.191813404902365,
  "mae_model_h1": 1.5187712,
  "rmse_snaive_h2": 2.846674080377472,
  "mae_snaive_h2": 2.1259446750000004,
  "rmse_model_h2": 2.460222520387272,
  "mae_model_h2": 1.5503333,
  "rmse_snaive_h4": 2.8823159392575315,
  "mae_snaive_h4": 2.181266125,
  "rmse_model_h4": 2.3396849355013485,
  "mae_model_h4": 1.5936096499999999,
  "rel_improvement_rmse_h1": 0.23070671059020353,
  "rel_improvement_rmse_h2": 0.13575546377228975,
  "rel_improvement_rmse_h4": 0.18826215279368774,
  "loss_diff_mean_h4": 2.8336195762860754,
  "loss_diff_se_h4": 2.082285048244578,
  "hac_lags_h4": 3,
  "hac_kernel_h4": "bartlett",
  "dm_stat_h4": 1.3608221308004362,
  "dm_pvalue_h4": 0.17356990636596992,
  "feasibility": "complete",
  "feasibility_reason": null,
  "data_issues": [
    {
      "issue": "infl_annualised missing for 1995Q1 (first difference)",
      "handling": "row dropped from target series; 126 inflation observations used"
    }
  ],
  "n_input_rows": {
    "cpi_quarterly.csv": 127,
    "cpi_monthly.csv": 381
  },
  "n_analysed": 118,
  "random_seed": null
}