1{2 "task_id": "F3-conf-02",3 "model_name": "ar1_1985",4 "model_description": "AR(1) with intercept estimated by OLS at each origin on that origin's vintage only, sample 1985Q1 to last published quarter, excluding regression pairs involving 2020Q2-2020Q3; h=2 forecast iterated from the h=1 forecast.",5 "n_origins": 8,6 "first_origin": "2024-01-31",7 "last_origin": "2025-12-31",8 "rmse_naive_h1": 2.010286,9 "mae_naive_h1": 1.6875,10 "rmse_model_h1": 1.483575,11 "mae_model_h1": 1.233214,12 "rmse_naive_h2": 2.265226,13 "mae_naive_h2": 1.8125,14 "rmse_model_h2": 1.397649,15 "mae_model_h2": 1.02952,16 "rel_improvement_rmse_h1": 0.262008,17 "rel_improvement_rmse_h2": 0.382998,18 "n_origins_model_better_sqerr_h1": 5,19 "dm_tstat_sqerr_h1": 1.491149,20 "dm_pvalue_two_sided_h1": 0.179546,21 "n_origins_model_better_sqerr_h2": 8,22 "dm_tstat_sqerr_h2": 1.54885,23 "dm_pvalue_two_sided_h2": 0.165347,24 "mean_abs_revision_h1_targets": 0.5625,25 "feasibility": "complete",26 "feasibility_reason": null,27 "data_issues": [28 {29 "issue": "Pandemic outliers 2020Q2 (about -28) and 2020Q3 (about +35) present in every vintage.",30 "handling": "Regression pairs involving these quarters excluded from AR(1) estimation; naive unaffected."31 },32 {33 "issue": "Origins unevenly spaced: 2025Q3 advance estimate delayed by the 2025 federal shutdown, so origin 8 is 2025-12-31.",34 "handling": "Used as specified; target 2025Q4 is the h=2 target of origin 7 and the h=1 target of origin 8."35 },36 {37 "issue": "current_vintage.csv contains revisions unknown at the origins.",38 "handling": "Used only for mean_abs_revision_h1_targets, never for estimation or forecast input."39 }40 ],41 "n_input_rows": {42 "first_release.csv": 13,43 "current_vintage.csv": 318,44 "vintages/A191RL1Q225SBEA_vintage_2024-01-31.csv": 307,45 "vintages/A191RL1Q225SBEA_vintage_2024-04-30.csv": 308,46 "vintages/A191RL1Q225SBEA_vintage_2024-07-31.csv": 309,47 "vintages/A191RL1Q225SBEA_vintage_2024-10-31.csv": 310,48 "vintages/A191RL1Q225SBEA_vintage_2025-01-31.csv": 311,49 "vintages/A191RL1Q225SBEA_vintage_2025-04-30.csv": 312,50 "vintages/A191RL1Q225SBEA_vintage_2025-07-31.csv": 313,51 "vintages/A191RL1Q225SBEA_vintage_2025-12-31.csv": 31452 },53 "n_analysed": 314,54 "n_model_estimation_pairs_last_origin": 159,55 "random_seed": null56}