{
  "task_id": "F3-dev-01",
  "model_name": "ARIMA210_nc",
  "model_description": "ARIMA(2,1,0) without constant, i.e. AR(2) on first differences of UNRATE, estimated by Gaussian maximum likelihood (Kalman filter, statsmodels SARIMAX, missing months skipped) on an expanding window starting 1948-01-01 and ending at the origin, re-estimated at each origin; multi-step forecasts are iterated.",
  "n_origins": 36,
  "first_origin": "2023-07-01",
  "last_origin": "2026-06-01",
  "n_evaluated_h1": 35,
  "n_evaluated_h3": 35,
  "rmse_naive_h1": 0.11710800875382403,
  "mae_naive_h1": 0.09142857142857148,
  "rmse_naive_h3": 0.15856499343441843,
  "mae_naive_h3": 0.12000000000000005,
  "rmse_model_h1": 0.1197904141277979,
  "mae_model_h1": 0.09561928226000001,
  "rmse_model_h3": 0.15937419012351917,
  "mae_model_h3": 0.12090394601714284,
  "rel_improvement_rmse_h1": -0.022905396501212927,
  "rel_improvement_rmse_h3": -0.005103249283300526,
  "dm_stat_h1": -2.4559640134162657,
  "dm_pvalue_h1": 0.019315858251851482,
  "dm_stat_h3": -0.9643792812517766,
  "dm_pvalue_h3": 0.3416653293625982,
  "feasibility": "complete",
  "feasibility_reason": null,
  "data_issues": [
    {
      "issue": "Missing observation(s) in UNRATE.csv: ['2025-10-01']",
      "handling": "Naive at origin 2025-10-01 uses the 2025-09-01 value; the ARIMA likelihood/filter skips the missing month; (origin,horizon) pairs targeting it are kept in forecasts.csv with empty actual and excluded from error statistics (h1: 1, h3: 1)."
    },
    {
      "issue": "Data are the final (revised) vintage retrieved 2026-10-30, not real-time vintages.",
      "handling": "Evaluation is pseudo-out-of-sample on revised data; no real-time validity is claimed."
    },
    {
      "issue": "COVID-19 spike (2020-04 = 14.8%) lies inside every training window.",
      "handling": "Retained (genuine observation); noted as a limitation for Gaussian MLE of the AR coefficients."
    }
  ],
  "n_input_rows": {
    "UNRATE.csv": 945
  },
  "n_analysed": 941,
  "random_seed": null
}