1{2 "task_id": "F3-conf-03",3 "n_origins": 60,4 "first_origin": "2021-09-01",5 "last_origin": "2026-08-01",6 "lambda": 50.0,7 "normalisation_window": "expanding",8 "n_features": 8,9 "rmse_naive": 0.8830699166753823,10 "mae_naive": 0.6989594000000001,11 "rmse_mean": 0.5439355781141625,12 "mae_mean": 0.42929777256194207,13 "rmse_ridge": 0.5607989303521244,14 "mae_ridge": 0.45141289074453916,15 "rel_improvement_vs_naive": 0.3649439078805412,16 "rel_improvement_vs_mean": -0.031002480654837017,17 "feasibility": "complete",18 "feasibility_reason": null,19 "data_issues": [20 {21 "issue": "neworder_chg missing for 1992-01 and 1992-02",22 "handling": "Not needed: training rows start at s=1992-03 as specified; no imputation."23 },24 {25 "issue": "README states the 1992-01 value of every change series is empty, but ip_growth, oil_chg and permit_chg are populated for 1992-01",26 "handling": "Values used as given (ip_growth 1992-01 enters only as the 2nd lag of the first training row); documentation discrepancy noted."27 },28 {29 "issue": "Extreme COVID-era observations (ip_growth 2020-04 = -14.1%, 2020-06; oil_chg 2020-03..05) lie in every training window",30 "handling": "Retained: the model is fully specified by the task; no outlier treatment. Discussed as a limitation."31 },32 {33 "issue": "Current-vintage (revised) data and ignored publication lags",34 "handling": "Results interpreted as pseudo-out-of-sample on revised data, not real-time accuracy."35 }36 ],37 "n_input_rows": {38 "ip_predictors.csv": 41739 },40 "n_analysed": 413,41 "random_seed": null,42 "n_train_first_origin": 354,43 "n_train_last_origin": 413,44 "first_target": "2021-10-01",45 "last_target": "2026-09-01",46 "rel_improvement_mae_vs_naive": 0.3541643609850027,47 "rel_improvement_mae_vs_mean": -0.05151463528594524,48 "dm_stat_ridge_vs_naive": -3.3649594921847754,49 "dm_pvalue_ridge_vs_naive": 0.0013506687241571726,50 "dm_stat_ridge_vs_mean": 0.5392198591267084,51 "dm_pvalue_ridge_vs_mean": 0.5917642583421929,52 "ridge_coef_last_origin": {53 "ip_l0": 0.06478836171179567,54 "ip_l1": -0.10788765902756307,55 "ip_l2": 0.02651437472844772,56 "oil_chg": 0.34029324128529637,57 "fedfunds": 0.053871751020018094,58 "permit_chg": 0.050665850231511385,59 "neworder_chg": 0.022836054568240408,60 "tcu": 0.00099431369518997561 }62}