1{2 "task_id": "F3-conf-04",3 "model_name": "sar_aic",4 "model_description": "Iterated (recursive) seasonal AR(p): OLS of infl on a constant, three quarterly dummies and p own lags, p in 0..4 re-selected by AIC at each origin on a common sample, expanding window from 1995Q2 through the origin quarter; multi-step forecasts by iterating the fitted equation.",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": 2.19298172952465,11 "mae_model_h1": 1.5194119750000001,12 "rmse_snaive_h2": 2.846674080377472,13 "mae_snaive_h2": 2.1259446750000004,14 "rmse_model_h2": 2.462562954183725,15 "mae_model_h2": 1.552562775,16 "rmse_snaive_h4": 2.8823159392575315,17 "mae_snaive_h4": 2.181266125,18 "rmse_model_h4": 2.3430306045734604,19 "mae_model_h4": 1.597327275,20 "rel_improvement_rmse_h1": 0.23029664635309022,21 "rel_improvement_rmse_h2": 0.13493329947445665,22 "rel_improvement_rmse_h4": 0.18710139556144145,23 "loss_diff_mean_h4": 2.8179527597301504,24 "loss_diff_se_h4": 1.6984335302793625,25 "hac_lags_h4": 3,26 "hac_kernel_h4": "rectangular",27 "dm_stat_h4": 1.6591480970507257,28 "dm_pvalue_h4": 0.09708595339670391,29 "sensitivity_h4": {30 "bartlett_L3": {31 "se": 2.0862370781374437,32 "dm": 1.3507346740505493,33 "p_normal": 0.1767804407843254234 },35 "bartlett_L4": {36 "se": 1.8512808782370995,37 "dm": 1.5221638125564034,38 "p_normal": 0.1279680399697436539 },40 "bartlett_L6": {41 "se": 1.3784080905190417,42 "dm": 2.044353032394816,43 "p_normal": 0.0409186836754165444 },45 "rectangular_L3": {46 "se": 1.6984335302793625,47 "dm": 1.6591480970507257,48 "p_normal": 0.0970859533967039149 },50 "HLN_rectangular_L3_t39": {51 "dm": 1.5138305815433624,52 "p_t": 0.1381316557356014653 }54 },55 "chosen_p_by_origin": [56 2,57 2,58 2,59 2,60 2,61 2,62 2,63 2,64 2,65 2,66 2,67 2,68 2,69 2,70 2,71 2,72 2,73 2,74 2,75 2,76 2,77 2,78 2,79 2,80 2,81 1,82 1,83 1,84 1,85 1,86 1,87 1,88 1,89 1,90 1,91 1,92 1,93 1,94 1,95 196 ],97 "feasibility": "complete",98 "feasibility_reason": null,99 "data_issues": [100 {101 "issue": "infl_annualised missing for 1995Q1 (no prior quarter)",102 "handling": "row dropped (exclusions.csv step 1)"103 },104 {105 "issue": "files contain quarters after the last origin (to 2026Q3)",106 "handling": "estimation truncated at each origin; later quarters used only as realised targets"107 }108 ],109 "n_input_rows": {110 "cpi_quarterly.csv": 127,111 "cpi_monthly.csv": 381112 },113 "n_analysed": 121,114 "random_seed": null,115 "input_sha256": {116 "cpi_quarterly.csv": "c8652dec1567ec35e3b84ee8fa55545e9bf0ae4990a4d6d05b89a6d22f6801ea",117 "cpi_monthly.csv": "855d069176369d30d02cbbe0cc6456b76d2f3967cdaabc1b362c2461ef9015a2"118 }119}