{
  "task_id": "F3-conf-04",
  "model_name": "sar_aic",
  "model_description": "OLS regression of quarterly annualised inflation on four quarterly seasonal intercepts plus p own lags, p in {0,...,4} selected by AIC at each origin on a common sample (first 4 obs held out for lags), expanding window from 1995Q2 to the origin, iterated (recursive) multi-step forecasts for h=1,2,4.",
  "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": 2.1918133412897713,
  "mae_model_h1": 1.5187711988356731,
  "rmse_snaive_h2": 2.846674080377472,
  "mae_snaive_h2": 2.1259446750000004,
  "rmse_model_h2": 2.46022256417967,
  "mae_model_h2": 1.550333358372702,
  "rmse_snaive_h4": 2.8823159392575315,
  "mae_snaive_h4": 2.181266125,
  "rmse_model_h4": 2.3396848872653107,
  "mae_model_h4": 1.5936096377164786,
  "rel_improvement_rmse_h1": 0.23070673291725996,
  "rel_improvement_rmse_h2": 0.13575544838858333,
  "rel_improvement_rmse_h4": 0.18826216952885444,
  "loss_diff_mean_h4": 2.8336198020003365,
  "loss_diff_se_h4": 1.84792653245693,
  "hac_lags_h4": 4,
  "hac_kernel_h4": "bartlett",
  "dm_stat_h4": 1.533405009469109,
  "dm_pvalue_h4": 0.12517609522502945,
  "sens_rect_lag3_lrv_positive": true,
  "sens_rect_lag3_dm_stat_h4": 1.6707759089879997,
  "sens_hln_dm_stat_h4": 1.524439964357573,
  "sens_hln_dm_pvalue_h4_t39": 0.13546782930685836,
  "sens_bartlett_lag3_dm_stat_h4": 1.360822268264018,
  "sens_bartlett_lag6_dm_stat_h4": 2.060834314921225,
  "sens_bartlett_lag8_dm_stat_h4": 2.368057767787893,
  "selected_p_counts": {
    "1": 15,
    "2": 25
  },
  "feasibility": "complete",
  "feasibility_reason": null,
  "data_issues": [
    {
      "issue": "infl_annualised missing for 1995Q1 (no previous quarter)",
      "handling": "row dropped (exclusions.csv step 1)"
    },
    {
      "issue": "recomputing 400*dln(cpi_avg) differs from infl_annualised by up to ~3e-6 due to 6-decimal rounding of cpi_avg",
      "handling": "used infl_annualised as given (immaterial)"
    }
  ],
  "n_input_rows": {
    "cpi_quarterly.csv": 127,
    "cpi_monthly.csv": 381
  },
  "n_analysed": 118,
  "random_seed": null
}