1{2 "task_id": "F3-conf-02",3 "model_name": "ar1_post1985_exCovid",4 "model_description": "AR(1) with intercept estimated by OLS, separately at each origin, on that origin's vintage from 1985Q1 to its last quarter, excluding regression rows whose dependent quarter is 2020Q2-2020Q4; h=2 forecast by iterating the AR(1).",5 "n_origins": 8,6 "first_origin": "2024-01-31",7 "last_origin": "2025-12-31",8 "rmse_naive_h1": 2.0102860492974624,9 "mae_naive_h1": 1.6874999999999996,10 "rmse_naive_h2": 2.265226258014859,11 "mae_naive_h2": 1.8124999999999998,12 "rmse_model_h1": 1.4835747469436587,13 "mae_model_h1": 1.233214264194708,14 "rmse_model_h2": 1.3976488356542833,15 "mae_model_h2": 1.029519649931495,16 "rel_improvement_rmse_h1": 0.26200813687080715,17 "rel_improvement_rmse_h2": 0.3829981306683602,18 "mean_abs_revision_h1_targets": 0.5625000000000001,19 "feasibility": "complete",20 "feasibility_reason": null,21 "data_issues": [22 {23 "issue": "Origins are not equally spaced: the 8th origin is 2025-12-31 (5 months after 2025-07-31) because the 2025Q3 advance estimate was delayed by the Oct-Nov 2025 federal shutdown (data/README.md).",24 "handling": "Used as given; horizons are defined relative to the last quarter in each vintage, so targets remain consecutive quarters."25 },26 {27 "issue": "All vintages contain extreme COVID-19 observations (2020Q2 about -28, 2020Q3 about +35 pp SAAR).",28 "handling": "AR(1) regression rows with dependent quarter 2020Q2-2020Q4 excluded (pre-specified; see out/exclusions.csv). Naive forecast unaffected."29 },30 {31 "issue": "Target quarter 2025Q4 first release became available only at the 2026-02-28 vintage (shutdown delay).",32 "handling": "first_release.csv used as given; it is after the origin, so no look-ahead."33 }34 ],35 "n_input_rows": {36 "first_release.csv": 13,37 "current_vintage.csv": 318,38 "vintages/A191RL1Q225SBEA_vintage_2024-01-31.csv": 307,39 "vintages/A191RL1Q225SBEA_vintage_2024-04-30.csv": 308,40 "vintages/A191RL1Q225SBEA_vintage_2024-07-31.csv": 309,41 "vintages/A191RL1Q225SBEA_vintage_2024-10-31.csv": 310,42 "vintages/A191RL1Q225SBEA_vintage_2025-01-31.csv": 311,43 "vintages/A191RL1Q225SBEA_vintage_2025-04-30.csv": 312,44 "vintages/A191RL1Q225SBEA_vintage_2025-07-31.csv": 313,45 "vintages/A191RL1Q225SBEA_vintage_2025-12-31.csv": 31446 },47 "n_analysed": 159,48 "random_seed": null,49 "supp_dm_hln_stat_h1": -1.4911492057314406,50 "supp_dm_hln_pvalue_h1": 0.17954641147721687,51 "supp_n_origins_model_abs_err_lt_naive_h1": 5,52 "supp_mean_error_naive_h1": -0.2375,53 "supp_mean_error_model_h1": -0.34392800777969856,54 "supp_dm_hln_stat_h2": -1.7545560000496379,55 "supp_dm_hln_pvalue_h2": 0.12277407887526527,56 "supp_n_origins_model_abs_err_lt_naive_h2": 8,57 "supp_mean_error_naive_h2": -0.1875,58 "supp_mean_error_model_h2": -0.3315868342528854,59 "supp_ar1_phi_range": [60 0.33465673263863993,61 0.34277714717032462 ],63 "supp_ar1_implied_mean_range": [64 2.6204721557518296,65 2.66271669453750766 ],67 "supp_revisions_h1_targets": {68 "2024-01-01": -0.20000000000000018,69 "2024-04-01": 0.8000000000000003,70 "2024-07-01": 0.40000000000000036,71 "2024-10-01": 0.10000000000000009,72 "2025-01-01": 0.4,73 "2025-04-01": 1.0,74 "2025-07-01": -0.3999999999999999,75 "2025-10-01": -1.276 }77}