1{2 "task_id": "F3-conf-04",3 "model_name": "ar_seasdum",4 "model_description": "OLS AR(p) on annualised quarterly inflation with four quarterly seasonal intercepts, p in {0..4} chosen by AIC at each origin on a common sample, expanding window from 1995Q2 to the origin, iterated multi-step forecasts.",5 "n_origins": 40,6 "first_origin": "2015-10-01",7 "last_origin": "2025-07-01",8 "rmse_snaive_h1": 2.849125860156572,9 "mae_snaive_h1": 2.1374736750000003,10 "rmse_model_h1": 2.1918133412897713,11 "mae_model_h1": 1.5187711988356731,12 "rmse_snaive_h2": 2.846674080377472,13 "mae_snaive_h2": 2.1259446750000004,14 "rmse_model_h2": 2.46022256417967,15 "mae_model_h2": 1.550333358372702,16 "rmse_snaive_h4": 2.8823159392575315,17 "mae_snaive_h4": 2.181266125,18 "rmse_model_h4": 2.3396848872653107,19 "mae_model_h4": 1.5936096377164786,20 "rel_improvement_rmse_h1": 0.23070673291725996,21 "rel_improvement_rmse_h2": 0.13575544838858333,22 "rel_improvement_rmse_h4": 0.18826216952885444,23 "loss_diff_mean_h4": 2.8336198020003365,24 "loss_diff_se_h4": 2.0822850037684537,25 "hac_lags_h4": 3,26 "hac_kernel_h4": "bartlett",27 "dm_stat_h4": 1.360822268264018,28 "dm_pvalue_h4": 0.17356986291430632,29 "sensitivity_h4": {30 "bartlett_L4_se": 1.84792653245693,31 "bartlett_L4_pvalue": 0.12517609522502945,32 "bartlett_L6_se": 1.3749867136255691,33 "bartlett_L6_pvalue": 0.03931884953277284,34 "bartlett_L8_se": 1.1966007926602846,35 "bartlett_L8_pvalue": 0.017881743617665084,36 "rectangular_L3_se": 1.6959903400311052,37 "hln_stat_bartlett_L3": 1.2416338055687701,38 "hln_pvalue_t39": 0.22178745465698943,39 "iid_se_L0": 1.9716700152128979,40 "d_autocorr_lag1_to_4": [41 0.20771087168628657,42 -0.054263869940997765,43 -0.28400474251358954,44 -0.406316865070562445 ],46 "n_origins_model_better_sqerr_h4": 2947 },48 "selected_ar_order_counts": {49 "1": 15,50 "2": 2551 },52 "feasibility": "complete",53 "feasibility_reason": null,54 "data_issues": [55 {56 "issue": "infl_annualised missing for 1995Q1 (no prior quarter)",57 "handling": "dropped; series starts 1995Q2"58 },59 {60 "issue": "infl_annualised reproduced from cpi_avg only to ~3e-6 due to 6-dp rounding of cpi_avg",61 "handling": "used infl_annualised as given"62 },63 {64 "issue": "COVID-2020 and 2021-2023 inflation-surge outliers within evaluation window",65 "handling": "kept (genuine data); noted as threat to DM stationarity assumption"66 }67 ],68 "n_input_rows": {69 "cpi_quarterly.csv": 127,70 "cpi_monthly.csv": 38171 },72 "n_analysed": 118,73 "random_seed": null74}