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1{2  "task_id": "F3-conf-04",3  "model_name": "dirSAR_bic",4  "model_description": "Direct h-step OLS regression of inflation at t+h on four target-quarter dummies and p lags of inflation (y_t..y_{t-p+1}), p in 0..4 selected by BIC per origin and horizon, expanding window from 1995Q2 to the origin.",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_snaive_h2": 2.846674080377472,11  "mae_snaive_h2": 2.1259446750000004,12  "rmse_snaive_h4": 2.8823159392575315,13  "mae_snaive_h4": 2.181266125,14  "rmse_model_h1": 2.198834414079543,15  "mae_model_h1": 1.5611853249999998,16  "rmse_model_h2": 2.363779318821271,17  "mae_model_h2": 1.5363174000000002,18  "rmse_model_h4": 2.353223041405404,19  "mae_model_h4": 1.6022729499999997,20  "rel_improvement_rmse_h1": 0.22824244276849637,21  "rel_improvement_rmse_h2": 0.1696347203513262,22  "rel_improvement_rmse_h4": 0.18356519861192555,23  "loss_diff_mean_h4": 2.7700864910967247,24  "loss_diff_se_h4": 1.9071384907692368,25  "hac_lags_h4": 4,26  "hac_kernel_h4": "bartlett",27  "dm_stat_h4": 1.4524831335030217,28  "dm_pvalue_h4": 0.14636731560957036,29  "sensitivity_dm_h4": {30    "bartlett_L3": {31      "se": 2.147928735089179,32      "stat": 1.2896547477780795,33      "p_normal": 0.19717055791836968,34      "p_t39": 0.2047663148882469535    },36    "bartlett_L8": {37      "se": 1.2251049087958863,38      "stat": 2.2611014544210324,39      "p_normal": 0.02375297534694602,40      "p_t39": 0.0294076313697804341    },42    "rectangular_L3": {43      "se": 1.7516021512982491,44      "stat": 1.5814587171199792,45      "p_normal": 0.11377319103977829,46      "p_t39": 0.1218503293575534447    },48    "main_p_t39": 0.1543659974610467649  },50  "dm_tests_h1_h2_bartlett_L_h": {51    "h1": {52      "mean": 3.2826453864723995,53      "se": 2.0273081923720593,54      "stat": 1.6192137923694416,55      "p_normal": 0.105401271440379956    },57    "h2": {58      "mean": 2.5161006518057745,59      "se": 2.2744717091063618,60      "stat": 1.1062351937515849,61      "p_normal": 0.2686247336127961562    }63  },64  "feasibility": "complete",65  "feasibility_reason": null,66  "data_issues": [67    {68      "issue": "infl_annualised missing for 1995Q1 (no previous quarter)",69      "handling": "row dropped; inflation sample starts 1995Q2"70    },71    {72      "issue": "infl_annualised recomputed from rounded cpi_avg differs by up to ~3e-6",73      "handling": "file values used as given (negligible)"74    }75  ],76  "n_input_rows": {77    "cpi_quarterly.csv": 127,78    "cpi_monthly.csv": 38179  },80  "n_analysed": 122,81  "n_regression_rows_last_origin": {82    "h1": 121,83    "h2": 120,84    "h4": 11885  },86  "selected_p_counts": {87    "h1": {88      "0": 25,89      "1": 15,90      "2": 0,91      "3": 0,92      "4": 093    },94    "h2": {95      "0": 17,96      "1": 23,97      "2": 0,98      "3": 0,99      "4": 0100    },101    "h4": {102      "0": 40,103      "1": 0,104      "2": 0,105      "3": 0,106      "4": 0107    }108  },109  "baseline_note": "seasonal-naive baseline = keys *_snaive_*",110  "random_seed": null111}
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