1{2 "task_id": "F3-conf-04",3 "model_name": "ar_seas_aic",4 "model_description": "OLS autoregression of quarterly annualised inflation on a constant, three quarterly seasonal dummies and p own lags (p in 0..4 chosen by AIC at each origin on a common sample), estimated on an expanding window from 1995Q2 to the origin, with iterated multi-step forecasts (h=1,2,4) and known future seasonal dummies.",5 "n_origins": 40,6 "first_origin": "2015-10-01",7 "last_origin": "2025-07-01",8 "rmse_snaive_h1": 2.849125860156572,9 "mae_snaive_h1": 2.1374736750000003,10 "rmse_model_h1": 2.1929816943854896,11 "mae_model_h1": 1.5194119747378632,12 "rmse_snaive_h2": 2.846674080377472,13 "mae_snaive_h2": 2.1259446750000004,14 "rmse_model_h2": 2.4625629688732484,15 "mae_model_h2": 1.5525627877515993,16 "rmse_snaive_h4": 2.8823159392575315,17 "mae_snaive_h4": 2.181266125,18 "rmse_model_h4": 2.3430305749774485,19 "mae_model_h4": 1.597327211136124,20 "rel_improvement_rmse_h1": 0.23029665868640303,21 "rel_improvement_rmse_h2": 0.13493329431421597,22 "rel_improvement_rmse_h4": 0.18710140582957746,23 "loss_diff_mean_h4": 2.8179528984188726,24 "loss_diff_se_h4": 2.0862370066811216,25 "hac_lags_h4": 3,26 "hac_kernel_h4": "bartlett",27 "dm_stat_h4": 1.3507347867928952,28 "dm_pvalue_h4": 0.17678040465620282,29 "feasibility": "complete",30 "feasibility_reason": null,31 "data_issues": [32 {33 "issue": "infl_annualised is empty for 1995Q1 (no previous quarter)",34 "handling": "first quarter dropped; series starts 1995Q2 (126 obs)"35 }36 ],37 "n_input_rows": {38 "cpi_quarterly.csv": 127,39 "cpi_monthly.csv": 38140 },41 "n_analysed": 121,42 "random_seed": null43}