{
  "task_id": "F3-dev-01",
  "model_name": "ARIMA210",
  "model_description": "ARIMA(2,1,0) without constant (AR(2) on first differences of the level), estimated by Gaussian maximum likelihood (statsmodels SARIMAX, Kalman filter; missing months treated as missing) on an expanding window starting 1948-01-01 and ending at each origin, re-estimated at every origin; h-step forecasts by recursive iteration.",
  "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": 0.11979041413031663,
  "mae_model_h1": 0.09561928226076515,
  "rmse_model_h3": 0.1593741901249531,
  "mae_model_h3": 0.12090394601678622,
  "rel_improvement_rmse_h1": -0.022905396522720833,
  "rel_improvement_rmse_h3": -0.005103249292343737,
  "ar1_coef_last_window": 0.036569699661563586,
  "ar2_coef_last_window": -0.04222744929256375,
  "dm_stat_h1": 2.4559640158118414,
  "dm_pvalue_h1": 0.019315858142969447,
  "dm_stat_h3": 1.0949160137919336,
  "dm_pvalue_h3": 0.2812494464012166,
  "feasibility": "complete",
  "feasibility_reason": null,
  "data_issues": [
    {
      "issue": "Missing UNRATE value(s) at 2025-10-01",
      "handling": "Kept as missing (no imputation). Naive at a missing origin uses the latest earlier observation; the ARIMA Kalman filter skips the missing month in estimation and forecasting; (origin,horizon) pairs with a missing target (2025-07-01 h=3; 2025-09-01 h=1) are in the ledger with empty actual and excluded from error statistics."
    },
    {
      "issue": "Final (revised) vintage data, not real-time vintages",
      "handling": "Errors measure forecastability of the revised series; no real-time validity claimed."
    }
  ],
  "n_input_rows": {
    "UNRATE.csv": 945
  },
  "n_analysed": 941,
  "random_seed": null
}