1{2 "task_id": "F3-conf-04",3 "model_name": "ar_seas_aic",4 "model_description": "Iterated multi-step AR(p) for annualised NSA quarterly inflation with four quarterly seasonal intercepts, p in {0,...,4} chosen by AIC on a common sample at each origin, estimated by OLS on an expanding window from 1995Q2 to the origin.",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": 2.1929816943854905,11 "mae_model_h1": 1.5194119747378636,12 "rmse_snaive_h2": 2.846674080377472,13 "mae_snaive_h2": 2.1259446750000004,14 "rmse_model_h2": 2.4625629688732493,15 "mae_model_h2": 1.5525627877515995,16 "rmse_snaive_h4": 2.8823159392575315,17 "mae_snaive_h4": 2.181266125,18 "rmse_model_h4": 2.343030574977449,19 "mae_model_h4": 1.5973272111361247,20 "rel_improvement_rmse_h1": 0.2302966586864027,21 "rel_improvement_rmse_h2": 0.13493329431421563,22 "rel_improvement_rmse_h4": 0.18710140582957724,23 "loss_diff_mean_h4": 2.817952898418871,24 "loss_diff_se_h4": 1.8512807864167726,25 "hac_lags_h4": 4,26 "hac_kernel_h4": "bartlett",27 "dm_stat_h4": 1.5221639629681083,28 "dm_pvalue_h4": 0.12796800229110086,29 "feasibility": "complete",30 "feasibility_reason": null,31 "data_issues": [32 {33 "issue": "infl_annualised is empty for 1995Q1 (no previous quarter)",34 "handling": "1995Q1 dropped from the inflation series; estimation starts 1995Q2"35 }36 ],37 "n_input_rows": {38 "cpi_quarterly.csv": 127,39 "cpi_monthly.csv": 38140 },41 "n_analysed": 121,42 "random_seed": null43}