1{2 "task_id": "F3-conf-02",3 "model_name": "ar1_ols",4 "model_description": "AR(1) with intercept estimated by OLS on each origin's vintage only, dependent quarters 1985Q1 to the vintage's last quarter excluding 2020Q2-2020Q4, re-estimated at every origin; h=2 forecast by iteration.",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 "dm_stat_h1": 1.5879072679051514,19 "dm_hln_pvalue_two_sided_h1": 0.18103299486177352,20 "n_model_smaller_abs_error_h1": 5,21 "dm_stat_h2": 2.2715660554953985,22 "dm_hln_pvalue_two_sided_h2": 0.10831654981415594,23 "n_model_smaller_abs_error_h2": 8,24 "mean_abs_revision_h1_targets": 0.5625000000000001,25 "feasibility": "complete",26 "feasibility_reason": null,27 "data_issues": [28 {29 "issue": "COVID-19 outliers 2020Q2 (about -28%) and 2020Q3 (about +35%) in every vintage would dominate OLS AR estimates",30 "handling": "AR(1) estimation sample excludes dependent quarters 2020Q2-2020Q4, so 2020Q2/2020Q3 enter neither as regressand nor regressor; naive forecast unaffected"31 },32 {33 "issue": "Eighth origin is 2025-12-31 (2025Q3 advance estimate delayed by the 2025 federal shutdown) and 2025Q4 first release dated 2026-02-28",34 "handling": "Used as given; at that origin the h=1/h=2 targets are 2025Q4/2026Q1 as defined by the task"35 },36 {37 "issue": "Historical quarters are revised between vintages (e.g. 2025Q1: -0.3, -0.5, -0.6 in successive vintages)",38 "handling": "At each origin only that origin's vintage file is used; current vintage used only for the revision statistic"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": null,55 "last_origin_ar1_intercept": 1.7761306755042419,56 "last_origin_ar1_phi": 0.3353427675120714,57 "last_origin_ar1_implied_mean": 2.672250580732979558}