{
  "task_id": "F3-conf-04",
  "model_name": "dirSAR_bic",
  "model_description": "Direct h-step OLS regression of inflation at t+h on four target-quarter dummies and p lags of inflation (y_t..y_{t-p+1}), p in 0..4 selected by BIC per origin and horizon, 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_snaive_h2": 2.846674080377472,
  "mae_snaive_h2": 2.1259446750000004,
  "rmse_snaive_h4": 2.8823159392575315,
  "mae_snaive_h4": 2.181266125,
  "rmse_model_h1": 2.198834414079543,
  "mae_model_h1": 1.5611853249999998,
  "rmse_model_h2": 2.363779318821271,
  "mae_model_h2": 1.5363174000000002,
  "rmse_model_h4": 2.353223041405404,
  "mae_model_h4": 1.6022729499999997,
  "rel_improvement_rmse_h1": 0.22824244276849637,
  "rel_improvement_rmse_h2": 0.1696347203513262,
  "rel_improvement_rmse_h4": 0.18356519861192555,
  "loss_diff_mean_h4": 2.7700864910967247,
  "loss_diff_se_h4": 1.9071384907692368,
  "hac_lags_h4": 4,
  "hac_kernel_h4": "bartlett",
  "dm_stat_h4": 1.4524831335030217,
  "dm_pvalue_h4": 0.14636731560957036,
  "sensitivity_dm_h4": {
    "bartlett_L3": {
      "se": 2.147928735089179,
      "stat": 1.2896547477780795,
      "p_normal": 0.19717055791836968,
      "p_t39": 0.20476631488824695
    },
    "bartlett_L8": {
      "se": 1.2251049087958863,
      "stat": 2.2611014544210324,
      "p_normal": 0.02375297534694602,
      "p_t39": 0.02940763136978043
    },
    "rectangular_L3": {
      "se": 1.7516021512982491,
      "stat": 1.5814587171199792,
      "p_normal": 0.11377319103977829,
      "p_t39": 0.12185032935755344
    },
    "main_p_t39": 0.15436599746104676
  },
  "dm_tests_h1_h2_bartlett_L_h": {
    "h1": {
      "mean": 3.2826453864723995,
      "se": 2.0273081923720593,
      "stat": 1.6192137923694416,
      "p_normal": 0.1054012714403799
    },
    "h2": {
      "mean": 2.5161006518057745,
      "se": 2.2744717091063618,
      "stat": 1.1062351937515849,
      "p_normal": 0.26862473361279615
    }
  },
  "feasibility": "complete",
  "feasibility_reason": null,
  "data_issues": [
    {
      "issue": "infl_annualised missing for 1995Q1 (no previous quarter)",
      "handling": "row dropped; inflation sample starts 1995Q2"
    },
    {
      "issue": "infl_annualised recomputed from rounded cpi_avg differs by up to ~3e-6",
      "handling": "file values used as given (negligible)"
    }
  ],
  "n_input_rows": {
    "cpi_quarterly.csv": 127,
    "cpi_monthly.csv": 381
  },
  "n_analysed": 122,
  "n_regression_rows_last_origin": {
    "h1": 121,
    "h2": 120,
    "h4": 118
  },
  "selected_p_counts": {
    "h1": {
      "0": 25,
      "1": 15,
      "2": 0,
      "3": 0,
      "4": 0
    },
    "h2": {
      "0": 17,
      "1": 23,
      "2": 0,
      "3": 0,
      "4": 0
    },
    "h4": {
      "0": 40,
      "1": 0,
      "2": 0,
      "3": 0,
      "4": 0
    }
  },
  "baseline_note": "seasonal-naive baseline = keys *_snaive_*",
  "random_seed": null
}