1{2 "task_id": "F3-conf-02",3 "model_name": "ar1_1985_excovid",4 "model_description": "AR(1) with intercept estimated by OLS separately at each origin on that origin's vintage, sample of pairs (y_t, y_{t-1}) with y_{t-1} from 1985Q1 to the vintage's last quarter, excluding pairs involving 2020Q2 or 2020Q3; 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": 1.4835747469242266,13 "mae_model_h1": 1.233214264175,14 "rmse_model_h2": 1.3976488356584449,15 "mae_model_h2": 1.0295196499375001,16 "rel_improvement_rmse_h1": 0.2620081368804734,17 "rel_improvement_rmse_h2": 0.3829981306665231,18 "dm_hln_stat_h1": 1.4911492057757907,19 "dm_hln_pvalue_two_sided_h1": 0.1795464114658882,20 "dm_hln_stat_h2": 1.7545559999997002,21 "dm_hln_pvalue_two_sided_h2": 0.12277407888421336,22 "mean_abs_revision_h1_targets": 0.5625000000000001,23 "feasibility": "complete",24 "feasibility_reason": null,25 "data_issues": [26 {27 "issue": "2025Q3 advance estimate delayed by Oct-Nov 2025 federal shutdown; 8th origin is 2025-12-31, not 2025-10-31",28 "handling": "used the provided 2025-12-31 vintage as the 8th origin; targets remain 2025Q4 (h=1) and 2026Q1 (h=2)"29 },30 {31 "issue": "pandemic outliers 2020Q2/2020Q3 in every vintage",32 "handling": "excluded from AR(1) estimation pairs (see exclusions.csv); not relevant to the naive forecast"33 }34 ],35 "n_input_rows": {36 "current_vintage.csv": 318,37 "first_release.csv": 13,38 "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 "ar1_coefficients_by_origin": {50 "2024-01-31": [51 1.73619,52 0.34039353 ],54 "2024-04-30": [55 1.730579,56 0.33959357 ],58 "2024-07-31": [59 1.736276,60 0.33844361 ],62 "2024-10-31": [63 1.748907,64 0.34154865 ],66 "2025-01-31": [67 1.747921,68 0.34142469 ],70 "2025-04-30": [71 1.726554,72 0.34277773 ],74 "2025-07-31": [75 1.750149,76 0.33704877 ],78 "2025-12-31": [79 1.771621,80 0.33465781 ]82 }83}