{
  "task_id": "F3-conf-01",
  "model_name": "ardl_direct_emp",
  "model_description": "Direct OLS regression per horizon h of gdp_yoy[s+h] on a constant, gdp_yoy[s-2] and emp_yoy[s-1], estimated at each origin on an expanding window from 1998 using only pairs whose target is published (<= t-2), excluding rows touching the pre-specified COVID window 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_model_h1": 0.7429391714223801,
  "mae_model_h1": 0.6039917578066155,
  "rmse_naive_h3": 1.1399827160604965,
  "mae_naive_h3": 0.8715583333333333,
  "rmse_model_h3": 0.9023000239646665,
  "mae_model_h3": 0.7534546734385598,
  "rel_improvement_rmse_h1": 0.08687306602134803,
  "rel_improvement_rmse_h3": 0.20849675065004825,
  "dm_stat_h1": 1.3944544671156984,
  "dm_pvalue_two_sided_h1": 0.16973721446272597,
  "dm_hac_lags_h1": 2,
  "dm_stat_h3": 1.4447840259739004,
  "dm_pvalue_two_sided_h3": 0.1551529243590485,
  "dm_hac_lags_h3": 4,
  "diag_rmse_ar_only_h1": 0.7153894841379895,
  "diag_mae_ar_only_h1": 0.5809934710095334,
  "diag_rmse_ar_only_h3": 0.8640294076084106,
  "diag_mae_ar_only_h3": 0.716270971598207,
  "feasibility": "complete",
  "feasibility_reason": null,
  "data_issues": [
    {
      "issue": "gdp_yoy is populated for 1998-01..1998-12 although data/README.md says it is empty for the first 12 months and the file has no 1997 levels to verify it.",
      "handling": "Values kept as given (they are the official target column); all gdp_yoy values computable from gdp_level in the file match to 4 decimals."
    },
    {
      "issue": "gdp_level/gdp_yoy missing for 2026-08 and 2026-09 (not yet published).",
      "handling": "Expected; never needed (latest target 2026-07)."
    },
    {
      "issue": "COVID-19 swings (gdp_yoy -16.2% in 2020-04, +18.5% in 2021-04) would dominate OLS estimates.",
      "handling": "Pre-specified exclusion of training rows whose target or regressor month lies in 2020-03..2021-12; naive forecast unaffected."
    },
    {
      "issue": "Current-vintage data, not real-time vintages.",
      "handling": "Exercise simulates publication timing only; no real-time validity claimed."
    }
  ],
  "n_input_rows": {
    "canada_gdp_employment.csv": 345
  },
  "n_analysed": 310,
  "n_analysed_last_h3": 306,
  "last_coefficients_h1": {
    "const": 0.2984584285466793,
    "gdp_yoy_lag2": 0.8160660347393057,
    "emp_yoy_lag1": 0.058054549122923786
  },
  "last_coefficients_h3": {
    "const": 0.6858809168481204,
    "gdp_yoy_lag2": 0.6596629835912409,
    "emp_yoy_lag1": 0.03216114193552756
  },
  "random_seed": null
}