1{2 "task_id": "F3-conf-02",3 "model_name": "ar1",4 "model_description": "AR(1) with intercept, y_t = c + phi*y_{t-1} + e_t, estimated by OLS on the origin vintage from 1985Q1 (first lag) to the vintage's last quarter, dropping observations whose dependent quarter is 2020Q2-2020Q4 (COVID outliers as dependent or lag); h=2 by iterating the 1-step 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_naive_h2": 2.265226,11 "mae_naive_h2": 1.8125,12 "rmse_model_h1": 1.483575,13 "mae_model_h1": 1.233214,14 "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 "mean_abs_revision_h1_targets": 0.5625,19 "feasibility": "complete",20 "feasibility_reason": null,21 "data_issues": [22 {23 "issue": "COVID quarters 2020Q2-2020Q3 are extreme outliers in every vintage",24 "handling": "AR(1) estimation drops observations with dependent quarter 2020Q2-2020Q4; naive unaffected"25 },26 {27 "issue": "8th origin is 2025-12-31 (2025Q3 advance estimate delayed by the 2025 shutdown); origins are not equally spaced",28 "handling": "used as given in TASK.md; horizons defined relative to last quarter in each vintage"29 }30 ],31 "n_input_rows": {32 "current_vintage.csv": 318,33 "first_release.csv": 13,34 "vintages/A191RL1Q225SBEA_vintage_2024-01-31.csv": 307,35 "vintages/A191RL1Q225SBEA_vintage_2024-04-30.csv": 308,36 "vintages/A191RL1Q225SBEA_vintage_2024-07-31.csv": 309,37 "vintages/A191RL1Q225SBEA_vintage_2024-10-31.csv": 310,38 "vintages/A191RL1Q225SBEA_vintage_2025-01-31.csv": 311,39 "vintages/A191RL1Q225SBEA_vintage_2025-04-30.csv": 312,40 "vintages/A191RL1Q225SBEA_vintage_2025-07-31.csv": 313,41 "vintages/A191RL1Q225SBEA_vintage_2025-12-31.csv": 31442 },43 "n_analysed": 159,44 "random_seed": null,45 "ar1_coefficients_by_origin": {46 "2024-01-31": {47 "c": 1.73619,48 "phi": 0.34039349 },50 "2024-04-30": {51 "c": 1.730579,52 "phi": 0.33959353 },54 "2024-07-31": {55 "c": 1.736276,56 "phi": 0.33844357 },58 "2024-10-31": {59 "c": 1.748907,60 "phi": 0.34154861 },62 "2025-01-31": {63 "c": 1.747921,64 "phi": 0.34142465 },66 "2025-04-30": {67 "c": 1.726554,68 "phi": 0.34277769 },70 "2025-07-31": {71 "c": 1.750149,72 "phi": 0.33704873 },74 "2025-12-31": {75 "c": 1.771621,76 "phi": 0.33465777 }78 },79 "n_origins_model_abs_error_lower_h1": 5,80 "n_origins_model_abs_error_lower_h2": 881}