1{2 "task_id": "F3-conf-01",3 "model_name": "adl_emp_direct",4 "model_description": "Direct OLS regression per horizon h of gdp_yoy[m+h+2] on a constant, gdp_yoy[m] and emp_yoy[m+1], re-estimated at each origin t on an expanding sample from 1998 using only pairs observed at t (gdp <= t-2, emp <= t-1), excluding pairs touching 2020-03..2021-12; 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": 0.7429391714223801,15 "mae_model_h1": 0.6039917578066155,16 "rmse_model_h3": 0.9023000239646665,17 "mae_model_h3": 0.7534546734385598,18 "rel_improvement_rmse_h1": 0.08687306602134803,19 "rel_improvement_rmse_h3": 0.20849675065004825,20 "feasibility": "complete",21 "feasibility_reason": null,22 "data_issues": [23 {24 "issue": "gdp_level/gdp_yoy empty for 2026-08 and 2026-09 (not yet published)",25 "handling": "never needed: latest GDP month used is 2026-02 (t-2 at last origin); latest target is 2026-07."26 },27 {28 "issue": "README says gdp_yoy/emp_yoy are empty for the first 12 months, but the file has values for 1998-01..1998-12 that cannot be recomputed from the levels in the file",29 "handling": "used as given (values for 1999 onward match 100*(L_m/L_{m-12}-1) to <5e-5); noted as a documentation inconsistency."30 },31 {32 "issue": "pandemic outliers 2020-03..2021-12 (gdp_yoy from -16.2 to +18.5 percent) would dominate OLS estimates",33 "handling": "training pairs whose regressor or target month falls in 2020-03..2021-12 are excluded (rule fixed a priori; window ends before the first origin's information set)."34 },35 {36 "issue": "current-vintage data, not historical 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 "random_seed": null,45 "dm_stat_h1": 1.4092110099855293,46 "dm_pvalue_two_sided_h1": 0.16535513441717664,47 "dm_stat_h3": 1.5242598000021463,48 "dm_pvalue_two_sided_h3": 0.1341450043293355249}