1{2 "task_id": "F3-conf-02",3 "model_name": "ar1_post1985_excovid",4 "model_description": "AR(1) with intercept estimated by OLS separately on each origin's vintage, regression sample t = 1985Q1 to the last quarter in the vintage excluding t in 2020Q2-2020Q4 (pandemic outliers as y_t or y_{t-1}); h=2 forecast by iterating the h=1 forecast.",5 "n_origins": 8,6 "first_origin": "2024-01-31",7 "last_origin": "2025-12-31",8 "rmse_naive_h1": 2.0102860492974624,9 "mae_naive_h1": 1.6874999999999996,10 "rmse_naive_h2": 2.265226258014859,11 "mae_naive_h2": 1.8124999999999998,12 "rmse_model_h1": 1.4854810377441334,13 "mae_model_h1": 1.233655309175,14 "rmse_model_h2": 1.4000730374963555,15 "mae_model_h2": 1.029787300625,16 "rel_improvement_rmse_h1": 0.2610598684384908,17 "rel_improvement_rmse_h2": 0.38192794978311984,18 "supp_dm_hln_stat_h1": 1.4853512396173343,19 "supp_dm_hln_pvalue_two_sided_h1": 0.18103299486177352,20 "supp_n_model_wins_sqloss_h1": 5,21 "supp_dm_hln_stat_h2": 1.8401788231213547,22 "supp_dm_hln_pvalue_two_sided_h2": 0.10831654981415594,23 "supp_n_model_wins_sqloss_h2": 8,24 "mean_abs_revision_h1_targets": 0.5625000000000001,25 "feasibility": "complete",26 "feasibility_reason": null,27 "data_issues": [28 {29 "issue": "Pandemic outlier quarters 2020Q2 (about -28%) and 2020Q3 (about +35%) present in every vintage",30 "handling": "AR(1) regression observations with 2020Q2 or 2020Q3 as dependent or lagged value are excluded (decided before evaluation); naive unaffected"31 },32 {33 "issue": "Eighth origin is 2025-12-31 instead of 2025-10-31 because the 2025Q3 advance estimate was delayed by the federal shutdown",34 "handling": "Used as given; targets defined relative to the last quarter in that vintage (2025Q4, 2026Q1)"35 },36 {37 "issue": "current_vintage.csv contains revisions unknown at the origins",38 "handling": "Used only for the revision statistic mean_abs_revision_h1_targets, never for estimation or forecast input"39 }40 ],41 "n_input_rows": {42 "current_vintage.csv": 318,43 "first_release.csv": 13,44 "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": 160,54 "random_seed": null55}