1{2 "task_id": "F3-conf-04",3 "model_name": "ar_sd_aic",4 "model_description": "OLS AR(p) on annualised quarterly inflation with intercept and three quarterly seasonal dummies, p in {0..4} selected by AIC at each origin on a common sample, expanding window from 1995Q2 (first lag-4-complete obs 1996Q2) to the origin, multi-step forecasts iterated.",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": 2.191813404902365,11 "mae_model_h1": 1.5187712,12 "rmse_snaive_h2": 2.846674080377472,13 "mae_snaive_h2": 2.1259446750000004,14 "rmse_model_h2": 2.460222520387272,15 "mae_model_h2": 1.5503333,16 "rmse_snaive_h4": 2.8823159392575315,17 "mae_snaive_h4": 2.181266125,18 "rmse_model_h4": 2.3396849355013485,19 "mae_model_h4": 1.5936096499999999,20 "rel_improvement_rmse_h1": 0.23070671059020353,21 "rel_improvement_rmse_h2": 0.13575546377228975,22 "rel_improvement_rmse_h4": 0.18826215279368774,23 "loss_diff_mean_h4": 2.8336195762860754,24 "loss_diff_se_h4": 2.082285048244578,25 "hac_lags_h4": 3,26 "hac_kernel_h4": "bartlett",27 "dm_stat_h4": 1.3608221308004362,28 "dm_pvalue_h4": 0.17356990636596992,29 "feasibility": "complete",30 "feasibility_reason": null,31 "data_issues": [32 {33 "issue": "infl_annualised missing for 1995Q1 (first difference)",34 "handling": "row dropped from target series; 126 inflation observations used"35 }36 ],37 "n_input_rows": {38 "cpi_quarterly.csv": 127,39 "cpi_monthly.csv": 38140 },41 "n_analysed": 118,42 "random_seed": null43}