{
  "task_id": "F3-conf-04",
  "model_name": "dsar_bic",
  "model_description": "Direct (one regression per horizon) OLS model: infl(s+h) on four target-quarter seasonal dummies plus p lags infl(s),...,infl(s-p+1), p in 0..4 chosen by BIC on a common sample, re-estimated and re-selected at each origin on an expanding window from 1995Q2 using only quarters <= 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": 2.1974413926289347,
  "mae_model_h1": 1.5610943812457803,
  "rmse_snaive_h2": 2.846674080377472,
  "mae_snaive_h2": 2.1259446750000004,
  "rmse_model_h2": 2.3607744099808405,
  "mae_model_h2": 1.532854153098179,
  "rmse_snaive_h4": 2.8823159392575315,
  "mae_snaive_h4": 2.181266125,
  "rmse_model_h4": 2.355133607575277,
  "mae_model_h4": 1.6015151795416702,
  "rel_improvement_rmse_h1": 0.22873137218719586,
  "rel_improvement_rmse_h2": 0.17069030618784453,
  "rel_improvement_rmse_h4": 0.18290234061504496,
  "loss_diff_mean_h4": 2.7610908641674845,
  "loss_diff_se_h4": 2.147724001358359,
  "hac_lags_h4": 3,
  "hac_kernel_h4": "bartlett",
  "dm_stat_h4": 1.2855892388506125,
  "dm_pvalue_h4": 0.19858645432611777,
  "feasibility": "complete",
  "feasibility_reason": null,
  "data_issues": [
    {
      "issue": "infl_annualised missing for 1995Q1 (no prior quarter)",
      "handling": "row excluded from all estimation samples"
    },
    {
      "issue": "large genuine outliers (2008Q4, 2020Q2, 2022Q1-Q2) in the target",
      "handling": "kept as observed; no winsorising; noted in report"
    }
  ],
  "n_input_rows": {
    "cpi_quarterly.csv": 127,
    "cpi_monthly.csv": 381
  },
  "n_analysed": 122,
  "random_seed": null,
  "supplementary": {
    "n_analysed_definition": "quarters with observed inflation <= last origin (1995Q2-2025Q3); regression obs in last fit are fewer (lags/horizon)",
    "n_reg_last_origin": {
      "h1": 118,
      "h2": 117,
      "h4": 115
    },
    "selected_p_counts": {
      "h1": {
        "0": 25,
        "1": 15
      },
      "h2": {
        "0": 17,
        "1": 23
      },
      "h4": {
        "0": 40
      }
    },
    "mean_loss_diff_h1": 3.2887694929739317,
    "mean_loss_diff_h2": 2.5302975050725403,
    "dm_sensitivity_h4": [
      {
        "kernel": "bartlett",
        "lags": 3,
        "se": 2.147724001358359,
        "dm_stat": 1.2855892388506125,
        "p_normal": 0.19858645432611777,
        "hln_stat": null,
        "p_hln_t39": null
      },
      {
        "kernel": "bartlett",
        "lags": 4,
        "se": 1.9081207445518902,
        "dm_stat": 1.4470210399687828,
        "p_normal": 0.14789103087778135,
        "hln_stat": null,
        "p_hln_t39": null
      },
      {
        "kernel": "bartlett",
        "lags": 6,
        "se": 1.4193073287084612,
        "dm_stat": 1.9453791355252263,
        "p_normal": 0.051729364014192335,
        "hln_stat": null,
        "p_hln_t39": null
      },
      {
        "kernel": "rectangular",
        "lags": 3,
        "se": 1.7506197465710471,
        "dm_stat": 1.5772076543610656,
        "p_normal": 0.11474775232739512,
        "hln_stat": 1.4390669433670553,
        "p_hln_t39": 0.15810970949730788
      }
    ],
    "loss_diff_mean_h4_excl_2021_2022_targets": 3.702945639059794
  }
}