{
  "task_id": "F3-dev-01",
  "model_name": "AR2_diff",
  "model_description": "AR(2) with intercept on first differences of UNRATE, estimated by OLS on all available observations from 1948-01 up to each origin (expanding window; rows touching missing values dropped), iterated h-step forecasts of differences cumulated onto the last observed level.",
  "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": 0.11985758088999837,
  "mae_model_h1": 0.09565582574285725,
  "rel_improvement_rmse_h1": -0.023478941922360663,
  "n_evaluated_h3": 35,
  "rmse_naive_h3": 0.15856499343441843,
  "mae_naive_h3": 0.12000000000000005,
  "rmse_model_h3": 0.1597703235567206,
  "mae_model_h3": 0.12128483319714281,
  "rel_improvement_rmse_h3": -0.007601489434682085,
  "feasibility": "complete",
  "feasibility_reason": null,
  "data_issues": [
    {
      "issue": "missing observation(s) at ['2025-10-01']",
      "handling": "target pairs with missing actual kept in ledger with empty actual and excluded from error statistics; origin 2025-10 uses latest earlier observation (naive) / iterates one extra step (model); for later origins the missing level is linearly interpolated from data <= origin for the AR state only; regression rows touching it are dropped"
    },
    {
      "issue": "COVID-19 outliers (2020-04 = 14.8%, large swings 2020-04..2020-08) in the estimation sample",
      "handling": "kept (no outlier treatment, decided a priori); they influence OLS coefficients - see report"
    },
    {
      "issue": "final-vintage (revised) data, not real-time vintages",
      "handling": "results describe pseudo-out-of-sample accuracy on revised data; no real-time claim"
    }
  ],
  "n_input_rows": {
    "UNRATE.csv": 945
  },
  "n_analysed": 941,
  "n_regression_rows_last_window": 935,
  "random_seed": null,
  "dm_stat_h1": 2.503616278597123,
  "dm_pvalue_two_sided_h1": 0.017257584613991104,
  "mean_error_naive_h1": 0.017142857142857133,
  "mean_error_model_h1": 0.017253188068571377,
  "dm_stat_h3": 1.3581793932123778,
  "dm_pvalue_two_sided_h3": 0.18335154844780102,
  "mean_error_naive_h3": 0.03999999999999996,
  "mean_error_model_h3": 0.04062121473999998,
  "ar_coefficients_last_window": {
    "const": 0.0003368050557942884,
    "phi1": 0.036584777952152876,
    "phi2": -0.04220948335502803
  }
}