1{2 "task_id": "F3-conf-01",3 "model_name": "ardl_emp_direct",4 "model_description": "Direct OLS per horizon h: gdp_yoy(s) = a + b*gdp_yoy(s-h-2) + c*emp_yoy(s-h-1), expanding window from 1998 using only targets observed at the origin (s <= t-2), dropping training rows whose target or regressor month lies in 2020-03..2021-12 (COVID); forecast plugs in gdp_yoy(t-2) and emp_yoy(t-1).",5 "n_origins": 48,6 "first_origin": "2022-05-01",7 "last_origin": "2026-04-01",8 "last_target_date_available": "2026-02-01",9 "last_predictor_date_available": "2026-03-01",10 "rmse_naive_h1": 0.813620914876824,11 "mae_naive_h1": 0.6421395833333333,12 "rmse_naive_h3": 1.1399827160604965,13 "mae_naive_h3": 0.8715583333333333,14 "rmse_model_h1": 0.7429391431496228,15 "mae_model_h1": 0.6039917291666668,16 "rmse_model_h3": 0.9023000300820814,17 "mae_model_h3": 0.7534547083333333,18 "rel_improvement_rmse_h1": 0.08687310077064803,19 "rel_improvement_rmse_h3": 0.20849674528381346,20 "feasibility": "complete",21 "feasibility_reason": null,22 "data_issues": [23 {24 "issue": "COVID-19 outliers in 2020-2021 (gdp_yoy from -16.2% to +18.5%, emp_yoy similar) would dominate OLS fits.",25 "handling": "Training rows with target or regressor month in 2020-03..2021-12 excluded from model estimation; evaluation sample (targets 2022-06..2026-07) unaffected; naive unaffected."26 },27 {28 "issue": "Data are the current (final) vintage, not first releases; yoy columns match levels to rounding (max abs diff ~5e-5).",29 "handling": "Used as given; results simulate publication timing only, no real-time validity claimed."30 },31 {32 "issue": "GDP columns empty for 2026-08 and 2026-09.",33 "handling": "Not needed: latest target month is 2026-07; GDP never used beyond t-2."34 }35 ],36 "n_input_rows": {37 "canada_gdp_employment.csv": 34538 },39 "n_analysed": 310,40 "n_analysed_note": "training rows at last origin: h=1 310, h=3 306 (n_analysed reports h=1)",41 "random_seed": null,42 "supplementary_dm_test": {43 "h1": {44 "dm_stat": -2.0256616311210522,45 "p_two_sided": 0.0484981372071764646 },47 "h3": {48 "dm_stat": -1.6522374059203309,49 "p_two_sided": 0.1051523490574761850 }51 }52}