{
  "task_id": "F3-conf-04",
  "model_name": "sar_aic",
  "model_description": "Iterated (recursive) seasonal AR(p): OLS of infl on a constant, three quarterly dummies and p own lags, p in 0..4 re-selected by AIC at each origin on a common sample, expanding window from 1995Q2 through the origin quarter; multi-step forecasts by iterating the fitted equation.",
  "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": 2.19298172952465,
  "mae_model_h1": 1.5194119750000001,
  "rmse_snaive_h2": 2.846674080377472,
  "mae_snaive_h2": 2.1259446750000004,
  "rmse_model_h2": 2.462562954183725,
  "mae_model_h2": 1.552562775,
  "rmse_snaive_h4": 2.8823159392575315,
  "mae_snaive_h4": 2.181266125,
  "rmse_model_h4": 2.3430306045734604,
  "mae_model_h4": 1.597327275,
  "rel_improvement_rmse_h1": 0.23029664635309022,
  "rel_improvement_rmse_h2": 0.13493329947445665,
  "rel_improvement_rmse_h4": 0.18710139556144145,
  "loss_diff_mean_h4": 2.8179527597301504,
  "loss_diff_se_h4": 1.6984335302793625,
  "hac_lags_h4": 3,
  "hac_kernel_h4": "rectangular",
  "dm_stat_h4": 1.6591480970507257,
  "dm_pvalue_h4": 0.09708595339670391,
  "sensitivity_h4": {
    "bartlett_L3": {
      "se": 2.0862370781374437,
      "dm": 1.3507346740505493,
      "p_normal": 0.17678044078432542
    },
    "bartlett_L4": {
      "se": 1.8512808782370995,
      "dm": 1.5221638125564034,
      "p_normal": 0.12796803996974365
    },
    "bartlett_L6": {
      "se": 1.3784080905190417,
      "dm": 2.044353032394816,
      "p_normal": 0.04091868367541654
    },
    "rectangular_L3": {
      "se": 1.6984335302793625,
      "dm": 1.6591480970507257,
      "p_normal": 0.09708595339670391
    },
    "HLN_rectangular_L3_t39": {
      "dm": 1.5138305815433624,
      "p_t": 0.13813165573560146
    }
  },
  "chosen_p_by_origin": [
    2,
    2,
    2,
    2,
    2,
    2,
    2,
    2,
    2,
    2,
    2,
    2,
    2,
    2,
    2,
    2,
    2,
    2,
    2,
    2,
    2,
    2,
    2,
    2,
    2,
    1,
    1,
    1,
    1,
    1,
    1,
    1,
    1,
    1,
    1,
    1,
    1,
    1,
    1,
    1
  ],
  "feasibility": "complete",
  "feasibility_reason": null,
  "data_issues": [
    {
      "issue": "infl_annualised missing for 1995Q1 (no prior quarter)",
      "handling": "row dropped (exclusions.csv step 1)"
    },
    {
      "issue": "files contain quarters after the last origin (to 2026Q3)",
      "handling": "estimation truncated at each origin; later quarters used only as realised targets"
    }
  ],
  "n_input_rows": {
    "cpi_quarterly.csv": 127,
    "cpi_monthly.csv": 381
  },
  "n_analysed": 121,
  "random_seed": null,
  "input_sha256": {
    "cpi_quarterly.csv": "c8652dec1567ec35e3b84ee8fa55545e9bf0ae4990a4d6d05b89a6d22f6801ea",
    "cpi_monthly.csv": "855d069176369d30d02cbbe0cc6456b76d2f3967cdaabc1b362c2461ef9015a2"
  }
}