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1{2  "task_id": "F3-conf-04",3  "model_name": "dsar_bic",4  "model_description": "Direct (one regression per horizon) OLS model: infl(s+h) on four target-quarter seasonal dummies plus p lags infl(s),...,infl(s-p+1), p in 0..4 chosen by BIC on a common sample, re-estimated and re-selected at each origin on an expanding window from 1995Q2 using only quarters <= 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_model_h1": 2.1974413926289347,11  "mae_model_h1": 1.5610943812457803,12  "rmse_snaive_h2": 2.846674080377472,13  "mae_snaive_h2": 2.1259446750000004,14  "rmse_model_h2": 2.3607744099808405,15  "mae_model_h2": 1.532854153098179,16  "rmse_snaive_h4": 2.8823159392575315,17  "mae_snaive_h4": 2.181266125,18  "rmse_model_h4": 2.355133607575277,19  "mae_model_h4": 1.6015151795416702,20  "rel_improvement_rmse_h1": 0.22873137218719586,21  "rel_improvement_rmse_h2": 0.17069030618784453,22  "rel_improvement_rmse_h4": 0.18290234061504496,23  "loss_diff_mean_h4": 2.7610908641674845,24  "loss_diff_se_h4": 2.147724001358359,25  "hac_lags_h4": 3,26  "hac_kernel_h4": "bartlett",27  "dm_stat_h4": 1.2855892388506125,28  "dm_pvalue_h4": 0.19858645432611777,29  "feasibility": "complete",30  "feasibility_reason": null,31  "data_issues": [32    {33      "issue": "infl_annualised missing for 1995Q1 (no prior quarter)",34      "handling": "row excluded from all estimation samples"35    },36    {37      "issue": "large genuine outliers (2008Q4, 2020Q2, 2022Q1-Q2) in the target",38      "handling": "kept as observed; no winsorising; noted in report"39    }40  ],41  "n_input_rows": {42    "cpi_quarterly.csv": 127,43    "cpi_monthly.csv": 38144  },45  "n_analysed": 122,46  "random_seed": null,47  "supplementary": {48    "n_analysed_definition": "quarters with observed inflation <= last origin (1995Q2-2025Q3); regression obs in last fit are fewer (lags/horizon)",49    "n_reg_last_origin": {50      "h1": 118,51      "h2": 117,52      "h4": 11553    },54    "selected_p_counts": {55      "h1": {56        "0": 25,57        "1": 1558      },59      "h2": {60        "0": 17,61        "1": 2362      },63      "h4": {64        "0": 4065      }66    },67    "mean_loss_diff_h1": 3.2887694929739317,68    "mean_loss_diff_h2": 2.5302975050725403,69    "dm_sensitivity_h4": [70      {71        "kernel": "bartlett",72        "lags": 3,73        "se": 2.147724001358359,74        "dm_stat": 1.2855892388506125,75        "p_normal": 0.19858645432611777,76        "hln_stat": null,77        "p_hln_t39": null78      },79      {80        "kernel": "bartlett",81        "lags": 4,82        "se": 1.9081207445518902,83        "dm_stat": 1.4470210399687828,84        "p_normal": 0.14789103087778135,85        "hln_stat": null,86        "p_hln_t39": null87      },88      {89        "kernel": "bartlett",90        "lags": 6,91        "se": 1.4193073287084612,92        "dm_stat": 1.9453791355252263,93        "p_normal": 0.051729364014192335,94        "hln_stat": null,95        "p_hln_t39": null96      },97      {98        "kernel": "rectangular",99        "lags": 3,100        "se": 1.7506197465710471,101        "dm_stat": 1.5772076543610656,102        "p_normal": 0.11474775232739512,103        "hln_stat": 1.4390669433670553,104        "p_hln_t39": 0.15810970949730788105      }106    ],107    "loss_diff_mean_h4_excl_2021_2022_targets": 3.702945639059794108  }109}
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