1[2 {"id":"C1","text":"The direct seasonal-dummy AR model has lower out-of-sample RMSE and MAE than seasonal-naive at h=1, 2 and 4 (relative RMSE improvements 0.228, 0.170, 0.184).","results_keys":["rmse_snaive_h1","rmse_model_h1","rmse_snaive_h2","rmse_model_h2","rmse_snaive_h4","rmse_model_h4","mae_snaive_h1","mae_model_h1","mae_snaive_h2","mae_model_h2","mae_snaive_h4","mae_model_h4","rel_improvement_rmse_h1","rel_improvement_rmse_h2","rel_improvement_rmse_h4"],"status":"supported","caveat":"Point estimates on 40 origins; not statistically significant at h=1,2 by supplementary DM tests."},3 {"id":"C2","text":"At h=4 the mean squared-loss differential (2.77) is not statistically distinguishable from zero with a Bartlett HAC SE, lag 4 (DM=1.45, p=0.146).","results_keys":["loss_diff_mean_h4","loss_diff_se_h4","hac_lags_h4","hac_kernel_h4","dm_stat_h4","dm_pvalue_h4"],"status":"supported","caveat":"Sensitive to the HAC lag: Bartlett lag 8 gives p=0.024; lag 3 and rectangular lag 3 give p>0.1."},4 {"id":"C3","text":"At h=4 BIC selected zero lags at every origin, so the model is expanding-window seasonal means.","results_keys":["selected_p_counts"],"status":"supported","caveat":"Specific to the BIC and pmax=4 choice."},5 {"id":"C4","text":"Results are pseudo-out-of-sample on the current data vintage, not real-time.","results_keys":["data_issues"],"status":"not_evaluated","caveat":"No vintage data were provided."}6]7