1{2 "task_id": "F3-conf-02",3 "model_name": "ar1_post1985_excovid",4 "model_description": "AR(1) with intercept estimated by OLS at each origin on that origin's vintage only, dependent quarters 1985Q1 to the last vintage quarter, excluding regression rows t=2020Q2-2020Q4 (COVID outliers in y_t or y_{t-1}); h=2 forecast iterated from 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_model_h1": 1.4854810377410896,11 "mae_model_h1": 1.2336553091736995,12 "rmse_naive_h2": 2.265226258014859,13 "mae_naive_h2": 1.8124999999999998,14 "rmse_model_h2": 1.4000730374931272,15 "mae_model_h2": 1.0297873006202798,16 "rel_improvement_rmse_h1": 0.26105986844000484,17 "rel_improvement_rmse_h2": 0.38192794978454503,18 "n_origins_model_abs_error_smaller_h1": 5,19 "n_origins_model_abs_error_smaller_h2": 8,20 "mean_abs_revision_h1_targets": 0.5625000000000001,21 "feasibility": "complete",22 "feasibility_reason": null,23 "data_issues": [24 {25 "issue": "COVID-19 outliers 2020Q2 (~-28) and 2020Q3 (~+35) in every vintage",26 "handling": "AR regression rows t=2020Q2-2020Q4 excluded (dependent or lag is a COVID quarter); naive unaffected"27 },28 {29 "issue": "Irregular origin spacing: 8th origin 2025-12-31 instead of 2025-10-31 (2025Q3 advance estimate delayed by federal shutdown)",30 "handling": "Used as provided; horizons defined relative to last quarter in each vintage, so targets are 2025Q4 and 2026Q1"31 },32 {33 "issue": "Values of earlier quarters differ across vintages (revisions)",34 "handling": "Each origin uses only its own vintage; current vintage used only for revision statistic"35 }36 ],37 "n_input_rows": {38 "current_vintage.csv": 318,39 "first_release.csv": 13,40 "vintages/A191RL1Q225SBEA_vintage_2024-01-31.csv": 307,41 "vintages/A191RL1Q225SBEA_vintage_2024-04-30.csv": 308,42 "vintages/A191RL1Q225SBEA_vintage_2024-07-31.csv": 309,43 "vintages/A191RL1Q225SBEA_vintage_2024-10-31.csv": 310,44 "vintages/A191RL1Q225SBEA_vintage_2025-01-31.csv": 311,45 "vintages/A191RL1Q225SBEA_vintage_2025-04-30.csv": 312,46 "vintages/A191RL1Q225SBEA_vintage_2025-07-31.csv": 313,47 "vintages/A191RL1Q225SBEA_vintage_2025-12-31.csv": 31448 },49 "n_analysed": 160,50 "random_seed": null,51 "ar1_coefficients_by_origin": {52 "2024-01-31": {53 "intercept": 1.740987811847352,54 "phi": 0.34112458750263974,55 "n_reg": 15356 },57 "2024-04-30": {58 "intercept": 1.735383972337271,59 "phi": 0.340324255532007,60 "n_reg": 15461 },62 "2024-07-31": {63 "intercept": 1.7410078382331322,64 "phi": 0.339182491319633,65 "n_reg": 15566 },67 "2024-10-31": {68 "intercept": 1.7535732188313151,69 "phi": 0.342234370772098,70 "n_reg": 15671 },72 "2025-01-31": {73 "intercept": 1.7525583227108583,74 "phi": 0.3421075053688942,75 "n_reg": 15776 },77 "2025-04-30": {78 "intercept": 1.731218830940902,79 "phi": 0.34347535386856687,80 "n_reg": 15881 },82 "2025-07-31": {83 "intercept": 1.7547184424238143,84 "phi": 0.3377599442514625,85 "n_reg": 15986 },87 "2025-12-31": {88 "intercept": 1.7761306755042419,89 "phi": 0.3353427675120714,90 "n_reg": 16091 }92 },93 "abs_revision_h1_targets": {94 "2024-01-01": 0.20000000000000018,95 "2024-04-01": 0.8000000000000003,96 "2024-07-01": 0.40000000000000036,97 "2024-10-01": 0.10000000000000009,98 "2025-01-01": 0.4,99 "2025-04-01": 1.0,100 "2025-07-01": 0.3999999999999999,101 "2025-10-01": 1.2102 }103}