step,rule,n_before,n_after,n_removed,rationale
1,drop quarters before 1959Q4,319,268,51,outside question (1959Q4 kept only as lag level)
2,drop quarters after 2019Q4,268,241,27,information rule: post-2019Q4 must not enter any estimate
3,drop 1959Q4 (lag-only quarter; no difference),241,240,1,first differences need previous quarter