1{2 "task_id": "F3-conf-02",3 "model_name": "ar1_post1985",4 "model_description": "AR(1) with intercept estimated by OLS on the origin vintage, sample 1985Q1 to the last quarter of that vintage, with 2020Q2 and 2020Q3 set to missing (no regression pair uses them); h=2 forecast obtained by iterating the AR(1) recursion.",5 "n_origins": 8,6 "first_origin": "2024-01-31",7 "last_origin": "2025-12-31",8 "rmse_naive_h1": 2.0102860493,9 "mae_naive_h1": 1.6875,10 "rmse_naive_h2": 2.265226258,11 "mae_naive_h2": 1.8125,12 "rmse_model_h1": 1.4835747469,13 "mae_model_h1": 1.2332142642,14 "rmse_model_h2": 1.3976488357,15 "mae_model_h2": 1.0295196499,16 "rel_improvement_rmse_h1": 0.2620081369,17 "rel_improvement_rmse_h2": 0.3829981306,18 "mean_abs_revision_h1_targets": 0.5625,19 "feasibility": "complete",20 "feasibility_reason": null,21 "data_issues": [22 {23 "issue": "Pandemic outliers 2020Q2/2020Q3 (about -28% and +35% SAAR) in every vintage.",24 "handling": "Set to missing in the AR(1) estimation sample (documented in out/exclusions.csv); naive forecasts unaffected."25 },26 {27 "issue": "Historical values differ across vintages (annual revisions, e.g. 2024Q4 2.3 -> 2.4 -> 1.9 across vintages).",28 "handling": "Each origin uses only its own vintage file; current vintage used only for the revision statistic."29 },30 {31 "issue": "Eighth origin is 2025-12-31 rather than 2025-10-31 (2025Q3 advance estimate delayed by the federal shutdown); its h=1 target 2025Q4 first release dated 2026-02-28.",32 "handling": "Used as given in TASK.md; origins are not equally spaced in calendar time but each still forecasts 1 and 2 quarters past its last published quarter."33 }34 ],35 "n_input_rows": {36 "vintages/A191RL1Q225SBEA_vintage_2024-01-31.csv": 307,37 "vintages/A191RL1Q225SBEA_vintage_2024-04-30.csv": 308,38 "vintages/A191RL1Q225SBEA_vintage_2024-07-31.csv": 309,39 "vintages/A191RL1Q225SBEA_vintage_2024-10-31.csv": 310,40 "vintages/A191RL1Q225SBEA_vintage_2025-01-31.csv": 311,41 "vintages/A191RL1Q225SBEA_vintage_2025-04-30.csv": 312,42 "vintages/A191RL1Q225SBEA_vintage_2025-07-31.csv": 313,43 "vintages/A191RL1Q225SBEA_vintage_2025-12-31.csv": 314,44 "current_vintage.csv": 318,45 "first_release.csv": 1346 },47 "n_analysed": 161,48 "random_seed": null,49 "supp_ar1_coefficients_by_origin": {50 "2024-01-31": {51 "c": 1.7361898026074702,52 "phi": 0.34039275398089675,53 "n_pairs": 15254 },55 "2024-04-30": {56 "c": 1.7305790509680756,57 "phi": 0.33959265807517736,58 "n_pairs": 15359 },60 "2024-07-31": {61 "c": 1.7362755341851663,62 "phi": 0.3384425695751649,63 "n_pairs": 15464 },65 "2024-10-31": {66 "c": 1.7489072640017447,67 "phi": 0.3415484922496021,68 "n_pairs": 15569 },70 "2025-01-31": {71 "c": 1.747921489650478,72 "phi": 0.34142351706726565,73 "n_pairs": 15674 },75 "2025-04-30": {76 "c": 1.7265541136483835,77 "phi": 0.342777147170324,78 "n_pairs": 15779 },80 "2025-07-31": {81 "c": 1.7501492451503575,82 "phi": 0.33704757560277687,83 "n_pairs": 15884 },85 "2025-12-31": {86 "c": 1.7716206256012257,87 "phi": 0.33465673263863993,88 "n_pairs": 15989 }90 },91 "supp_abs_revision_h1_targets": {92 "2024-01-01": 0.2,93 "2024-04-01": 0.8,94 "2024-07-01": 0.4,95 "2024-10-01": 0.1,96 "2025-01-01": 0.4,97 "2025-04-01": 1.0,98 "2025-07-01": 0.4,99 "2025-10-01": 1.2100 },101 "supp_mean_error_naive_h1": -0.2375,102 "supp_mean_error_naive_h2": -0.1875,103 "supp_mean_error_model_h1": -0.3439280078,104 "supp_mean_error_model_h2": -0.3315868343,105 "supp_dm_hln_stat_h1": 1.4911492058,106 "supp_dm_hln_pvalue_two_sided_h1": 0.1795464115,107 "supp_dm_hln_stat_h2": 1.8510836005,108 "supp_dm_hln_pvalue_two_sided_h2": 0.106597457109}