1{2 "task_id": "F3-conf-01",3 "model_name": "ardl_emp",4 "model_description": "Direct h-step OLS regression of gdp_yoy(t+h) on a constant, the latest available gdp_yoy (t-2) and the latest available LFS emp_yoy (t-1), re-estimated at each origin on an expanding window starting 1998 using only pairs whose target is observed at the origin, excluding pairs touching 2020-03..2021-06 (COVID).",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_model_h1": 0.7412347469524387,13 "mae_model_h1": 0.6030098541666667,14 "rmse_naive_h3": 1.1399827160604965,15 "mae_naive_h3": 0.8715583333333333,16 "rmse_model_h3": 0.9466798110600257,17 "mae_model_h3": 0.7957363958333333,18 "rel_improvement_rmse_h1": 0.08896792916802532,19 "rel_improvement_rmse_h3": 0.16956652261227145,20 "dm_stat_h1": 1.3308886605073662,21 "dm_pvalue_h1": 0.1896462756025693,22 "dm_stat_h3": 1.2563329714548979,23 "dm_pvalue_h3": 0.2152041190128537,24 "feasibility": "complete",25 "feasibility_reason": null,26 "data_issues": [27 {28 "issue": "gdp_yoy/emp_yoy populated for 1998-01..1998-12 although README says empty for first 12 months (1997 levels not in file; cannot be verified)",29 "handling": "used as given; only affects the earliest training observations"30 },31 {32 "issue": "GDP columns missing for 2026-08 and 2026-09 (not yet published)",33 "handling": "expected; never needed (latest target 2026-07)"34 },35 {36 "issue": "COVID-19 extreme y/y swings 2020-03..2021-06 (gdp_yoy -16.2 to +18.5)",37 "handling": "training pairs whose target or regressor month is in 2020-03..2021-06 excluded from model estimation; naive unaffected"38 },39 {40 "issue": "data are current vintage, not first releases",41 "handling": "exercise simulates publication timing only; no real-time validity claimed"42 }43 ],44 "n_input_rows": {45 "canada_gdp_employment.csv": 34546 },47 "n_analysed": 316,48 "n_analysed_h3": 312,49 "last_estimation_sample": {50 "h1": {51 "n": 316,52 "n_covid": 19,53 "first": "1998-04-01",54 "last": "2026-02-01",55 "beta": [56 0.2922715731600751,57 0.815370883958882,58 0.064195021912570959 ]60 },61 "h3": {62 "n": 312,63 "n_covid": 21,64 "first": "1998-06-01",65 "last": "2026-02-01",66 "beta": [67 0.6321209864459353,68 0.6522533186565527,69 0.0858271649141629470 ]71 }72 },73 "random_seed": null74}