{
  "task_id": "F3-conf-04",
  "model_name": "ar_seas_aic",
  "model_description": "Iterated (recursive) AR(p) for annualised quarterly inflation with four quarter-of-year intercepts, p in 0..8 selected by AIC on a common sample at each origin, estimated by OLS on an expanding window of all quarters <= origin (from 1995Q2).",
  "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": 2.19298172952465,
  "mae_model_h1": 1.5194119750000001,
  "rmse_model_h2": 2.462562954183725,
  "mae_model_h2": 1.552562775,
  "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": 2.0862370781374437,
  "hac_lags_h4": 3,
  "hac_kernel_h4": "bartlett",
  "dm_stat_h4": 1.3507346740505493,
  "dm_pvalue_h4": 0.17678044078432542,
  "sensitivity_h4": {
    "bartlett_L4": {
      "se": 1.8512808782370995,
      "dm": 1.5221638125564034,
      "p_normal": 0.12796803996974365
    },
    "bartlett_L6": {
      "se": 1.378408090519042,
      "dm": 2.0443530323948154,
      "p_normal": 0.0409186836754166
    },
    "rectangular_L3": {
      "se": 1.6984335302793625,
      "dm": 1.6591480970507257,
      "p_normal": 0.09708595339670391
    },
    "hln_bartlett_L3_t39": {
      "dm": 1.232429739553389,
      "p_t": 0.22516688921114056
    }
  },
  "n_loss_diff_positive_h4": 29,
  "selected_lags_by_origin": {
    "2015-10-01": 2,
    "2016-01-01": 2,
    "2016-04-01": 2,
    "2016-07-01": 2,
    "2016-10-01": 2,
    "2017-01-01": 2,
    "2017-04-01": 2,
    "2017-07-01": 2,
    "2017-10-01": 2,
    "2018-01-01": 2,
    "2018-04-01": 2,
    "2018-07-01": 2,
    "2018-10-01": 2,
    "2019-01-01": 2,
    "2019-04-01": 2,
    "2019-07-01": 2,
    "2019-10-01": 2,
    "2020-01-01": 2,
    "2020-04-01": 2,
    "2020-07-01": 2,
    "2020-10-01": 2,
    "2021-01-01": 2,
    "2021-04-01": 2,
    "2021-07-01": 2,
    "2021-10-01": 2,
    "2022-01-01": 1,
    "2022-04-01": 1,
    "2022-07-01": 1,
    "2022-10-01": 1,
    "2023-01-01": 1,
    "2023-04-01": 1,
    "2023-07-01": 1,
    "2023-10-01": 1,
    "2024-01-01": 1,
    "2024-04-01": 1,
    "2024-07-01": 1,
    "2024-10-01": 1,
    "2025-01-01": 1,
    "2025-04-01": 1,
    "2025-07-01": 1
  },
  "feasibility": "complete",
  "feasibility_reason": null,
  "data_issues": [
    {
      "issue": "infl_annualised missing for 1995Q1 (no preceding quarter)",
      "handling": "row dropped; estimation starts 1995Q2"
    },
    {
      "issue": "extreme value 12.15 in 2022Q2 (inflation surge)",
      "handling": "genuine observation, kept"
    }
  ],
  "n_input_rows": {
    "cpi_quarterly.csv": 127,
    "cpi_monthly.csv": 381
  },
  "n_analysed": 121,
  "random_seed": null
}