1{2 "task_id": "F3-conf-01",3 "model_name": "ardl_emp_direct",4 "model_description": "Direct h-step OLS regression per horizon and origin of gdp_yoy(m) on a constant, gdp_yoy(m-h-2) and emp_yoy(m-h-1), estimated on an expanding window from 1998 using only training pairs whose target month is <= t-2 (and employment <= t-1), excluding pairs touching 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": 0.8136209149,11 "mae_naive_h1": 0.6421395833,12 "rmse_model_h1": 0.7429391714,13 "mae_model_h1": 0.6039917578,14 "rmse_naive_h3": 1.1399827161,15 "mae_naive_h3": 0.8715583333,16 "rmse_model_h3": 0.902300024,17 "mae_model_h3": 0.7534546734,18 "rel_improvement_rmse_h1": 0.086873066,19 "rel_improvement_rmse_h3": 0.2084967507,20 "feasibility": "complete",21 "feasibility_reason": null,22 "data_issues": [23 {24 "issue": "README states gdp_yoy is empty for the first 12 months, but gdp_yoy and emp_yoy are populated from 1998-01 (presumably from pre-1998 levels not in the file).",25 "handling": "Used the provided yoy values as given; they match recomputation from levels to <=5e-5 where verifiable."26 },27 {28 "issue": "gdp_level/gdp_yoy missing for 2026-08 and 2026-09 (not yet published).",29 "handling": "Expected; never needed (last target month 2026-07, last GDP used 2026-02)."30 },31 {32 "issue": "Extreme COVID-19 swings 2020-03..2021-06 and base effects through 2021 in both series.",33 "handling": "Pre-specified exclusion of training pairs touching 2020-03..2021-12 from the model; sensitivity without exclusion reported (sens_* keys). Naive baseline unaffected."34 },35 {36 "issue": "Data are the current vintage (revised), not first releases.",37 "handling": "Exercise simulates publication timing only; no real-time validity claimed."38 }39 ],40 "n_input_rows": {41 "canada_gdp_employment.csv": 34542 },43 "n_analysed": 310,44 "n_analysed_last_origin_h3": 306,45 "random_seed": null,46 "dm_stat_h1": -2.0256610645,47 "dm_pvalue_h1": 0.0484981975,48 "sens_rmse_model_nocovidexcl_h1": 0.8040049585,49 "sens_rel_improvement_rmse_nocovidexcl_h1": 0.0118187183,50 "dm_stat_h3": -1.3490597541,51 "dm_pvalue_h3": 0.1837816051,52 "sens_rmse_model_nocovidexcl_h3": 0.7937029597,53 "sens_rel_improvement_rmse_nocovidexcl_h3": 0.303758777754}