{
  "task_id": "F3-dev-01",
  "model_name": "AR_BIC_diff",
  "model_description": "AR(p) on monthly first differences of UNRATE with intercept, p in 0..6 re-selected by BIC at each origin, OLS on an expanding window starting 1948 (first usable change 1948-02, common sample after 6 lags) with impulse dummies for the 2020-04 and 2020-05 changes; iterated multi-step forecasts cumulated to levels.",
  "n_origins": 36,
  "first_origin": "2023-07-01",
  "last_origin": "2026-06-01",
  "n_evaluated_h1": 35,
  "rmse_naive_h1": 0.11710800875382403,
  "mae_naive_h1": 0.09142857142857148,
  "rmse_model_h1": 0.13126670452109548,
  "mae_model_h1": 0.1062675428571429,
  "n_evaluated_h3": 35,
  "rmse_naive_h3": 0.15856499343441843,
  "mae_naive_h3": 0.12000000000000005,
  "rmse_model_h3": 0.1813477002590013,
  "mae_model_h3": 0.14058517142857146,
  "rel_improvement_rmse_h1": -0.1209028820311926,
  "rel_improvement_rmse_h3": -0.1436805585591352,
  "feasibility": "complete",
  "feasibility_reason": null,
  "data_issues": [
    {
      "issue": "1 missing observation(s): 2025-10-01 (empty value field)",
      "handling": "Target pairs with missing actual (origin 2025-09 h1, origin 2025-07 h3) kept in ledger with empty actual and excluded from error statistics; differences touching the missing month dropped from estimation; for forecasting at later origins the interior gap is linearly interpolated from neighbours dated <= origin; at origin 2025-10 the naive forecast uses 2025-09 and the model forecasts 2025-10 as an intermediate step."
    },
    {
      "issue": "Extreme COVID-19 jump (2020-04 +10.4 pp, 2020-05 -1.6 pp) inside every training window",
      "handling": "Impulse dummies on the 2020-04 and 2020-05 monthly changes (dates known before all origins); sensitivity without dummies reported in report.md."
    },
    {
      "issue": "Final-vintage data (revised seasonal factors), not real-time vintages",
      "handling": "Errors computed on data as given; no real-time validity claimed."
    }
  ],
  "n_input_rows": {
    "UNRATE.csv": 945
  },
  "n_analysed": 941,
  "random_seed": null
}