{
  "task_id": "F3-conf-04",
  "model_name": "direct_sdum_ybar4",
  "model_description": "Direct (one regression per horizon) OLS of y_{t+h} on four target-quarter seasonal dummies and the mean of the last four quarterly inflation rates at the origin (y_t..y_{t-3}), no intercept, re-estimated at each origin on an expanding window of all pairs with target quarter <= origin (sample starts 1995Q2); no model selection.",
  "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": 2.30133505858441,
  "mae_model_h1": 1.5281140859976232,
  "rmse_snaive_h2": 2.846674080377472,
  "mae_snaive_h2": 2.1259446750000004,
  "rmse_model_h2": 2.4410313887152637,
  "mae_model_h2": 1.5710263249573677,
  "rmse_snaive_h4": 2.8823159392575315,
  "mae_snaive_h4": 2.181266125,
  "rmse_model_h4": 2.3949481801248482,
  "mae_model_h4": 1.669784899861287,
  "rel_improvement_rmse_h1": 0.19226626988744489,
  "rel_improvement_rmse_h2": 0.1424970615562775,
  "rel_improvement_rmse_h4": 0.1690889442391338,
  "loss_diff_mean_h4": 2.571968388214702,
  "loss_diff_se_h4": 1.920034189330262,
  "hac_lags_h4": 4,
  "hac_kernel_h4": "bartlett",
  "dm_stat_h4": 1.3395430156959054,
  "dm_pvalue_h4": 0.18039396063974922,
  "sensitivity_dm_h4": {
    "bartlett_lag3": {
      "se": 2.1575734191748928,
      "dm_stat": 1.1920652921272472,
      "p_normal": 0.23323564483849146
    },
    "rectangular_lag3": {
      "se": 1.7751409793292807,
      "dm_stat": 1.4488811976987286,
      "p_normal": 0.14737076283360143
    },
    "bartlett_lag6": {
      "se": 1.429018723640721,
      "dm_stat": 1.7998143380949414,
      "p_normal": 0.07188995919840876
    },
    "primary_with_HLN_correction_t39": {
      "dm_stat": 1.22221830953966,
      "p_t": 0.2289607333059823
    }
  },
  "feasibility": "complete",
  "feasibility_reason": null,
  "data_issues": [
    {
      "issue": "infl_annualised missing for 1995Q1 (no prior quarter)",
      "handling": "row dropped (exclusion step 1)"
    },
    {
      "issue": "infl_annualised differs from 400*dln(cpi_avg) by up to ~3e-6 due to 6-dp rounding of cpi_avg",
      "handling": "file values used as given"
    }
  ],
  "n_input_rows": {
    "cpi_quarterly.csv": 127,
    "cpi_monthly.csv": 381
  },
  "n_analysed": 118,
  "n_analysed_by_horizon_last_origin": {
    "h1": 118,
    "h2": 117,
    "h4": 115
  },
  "random_seed": null
}