{
  "task_id": "F3-conf-01",
  "model_name": "adl_emp_direct",
  "model_description": "Direct OLS regression per horizon h of gdp_yoy[m+h+2] on a constant, gdp_yoy[m] and emp_yoy[m+1], re-estimated at each origin t on an expanding sample from 1998 using only pairs observed at t (gdp <= t-2, emp <= t-1), excluding pairs touching 2020-03..2021-12; forecast plugs in gdp_yoy[t-2] and emp_yoy[t-1].",
  "n_origins": 48,
  "first_origin": "2022-05-01",
  "last_origin": "2026-04-01",
  "last_target_date_available": "2026-02-01",
  "last_predictor_date_available": "2026-03-01",
  "rmse_naive_h1": 0.813620914876824,
  "mae_naive_h1": 0.6421395833333333,
  "rmse_naive_h3": 1.1399827160604965,
  "mae_naive_h3": 0.8715583333333333,
  "rmse_model_h1": 0.7429391714223801,
  "mae_model_h1": 0.6039917578066155,
  "rmse_model_h3": 0.9023000239646665,
  "mae_model_h3": 0.7534546734385598,
  "rel_improvement_rmse_h1": 0.08687306602134803,
  "rel_improvement_rmse_h3": 0.20849675065004825,
  "feasibility": "complete",
  "feasibility_reason": null,
  "data_issues": [
    {
      "issue": "gdp_level/gdp_yoy empty for 2026-08 and 2026-09 (not yet published)",
      "handling": "never needed: latest GDP month used is 2026-02 (t-2 at last origin); latest target is 2026-07."
    },
    {
      "issue": "README says gdp_yoy/emp_yoy are empty for the first 12 months, but the file has values for 1998-01..1998-12 that cannot be recomputed from the levels in the file",
      "handling": "used as given (values for 1999 onward match 100*(L_m/L_{m-12}-1) to <5e-5); noted as a documentation inconsistency."
    },
    {
      "issue": "pandemic outliers 2020-03..2021-12 (gdp_yoy from -16.2 to +18.5 percent) would dominate OLS estimates",
      "handling": "training pairs whose regressor or target month falls in 2020-03..2021-12 are excluded (rule fixed a priori; window ends before the first origin's information set)."
    },
    {
      "issue": "current-vintage data, not historical first releases",
      "handling": "exercise simulates publication timing only; no real-time validity claimed."
    }
  ],
  "n_input_rows": {
    "canada_gdp_employment.csv": 345
  },
  "n_analysed": 310,
  "random_seed": null,
  "dm_stat_h1": 1.4092110099855293,
  "dm_pvalue_two_sided_h1": 0.16535513441717664,
  "dm_stat_h3": 1.5242598000021463,
  "dm_pvalue_two_sided_h3": 0.13414500432933552
}