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1{2  "task_id": "F3-conf-04",3  "model_name": "ar_seas_aic",4  "model_description": "Iterated (recursive) AR(p) for annualised quarterly inflation with four quarter-of-year intercepts, p in 0..8 selected by AIC on a common sample at each origin, estimated by OLS on an expanding window of all quarters <= origin (from 1995Q2).",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": 2.19298172952465,15  "mae_model_h1": 1.5194119750000001,16  "rmse_model_h2": 2.462562954183725,17  "mae_model_h2": 1.552562775,18  "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": 2.0862370781374437,25  "hac_lags_h4": 3,26  "hac_kernel_h4": "bartlett",27  "dm_stat_h4": 1.3507346740505493,28  "dm_pvalue_h4": 0.17678044078432542,29  "sensitivity_h4": {30    "bartlett_L4": {31      "se": 1.8512808782370995,32      "dm": 1.5221638125564034,33      "p_normal": 0.1279680399697436534    },35    "bartlett_L6": {36      "se": 1.378408090519042,37      "dm": 2.0443530323948154,38      "p_normal": 0.040918683675416639    },40    "rectangular_L3": {41      "se": 1.6984335302793625,42      "dm": 1.6591480970507257,43      "p_normal": 0.0970859533967039144    },45    "hln_bartlett_L3_t39": {46      "dm": 1.232429739553389,47      "p_t": 0.2251668892111405648    }49  },50  "n_loss_diff_positive_h4": 29,51  "selected_lags_by_origin": {52    "2015-10-01": 2,53    "2016-01-01": 2,54    "2016-04-01": 2,55    "2016-07-01": 2,56    "2016-10-01": 2,57    "2017-01-01": 2,58    "2017-04-01": 2,59    "2017-07-01": 2,60    "2017-10-01": 2,61    "2018-01-01": 2,62    "2018-04-01": 2,63    "2018-07-01": 2,64    "2018-10-01": 2,65    "2019-01-01": 2,66    "2019-04-01": 2,67    "2019-07-01": 2,68    "2019-10-01": 2,69    "2020-01-01": 2,70    "2020-04-01": 2,71    "2020-07-01": 2,72    "2020-10-01": 2,73    "2021-01-01": 2,74    "2021-04-01": 2,75    "2021-07-01": 2,76    "2021-10-01": 2,77    "2022-01-01": 1,78    "2022-04-01": 1,79    "2022-07-01": 1,80    "2022-10-01": 1,81    "2023-01-01": 1,82    "2023-04-01": 1,83    "2023-07-01": 1,84    "2023-10-01": 1,85    "2024-01-01": 1,86    "2024-04-01": 1,87    "2024-07-01": 1,88    "2024-10-01": 1,89    "2025-01-01": 1,90    "2025-04-01": 1,91    "2025-07-01": 192  },93  "feasibility": "complete",94  "feasibility_reason": null,95  "data_issues": [96    {97      "issue": "infl_annualised missing for 1995Q1 (no preceding quarter)",98      "handling": "row dropped; estimation starts 1995Q2"99    },100    {101      "issue": "extreme value 12.15 in 2022Q2 (inflation surge)",102      "handling": "genuine observation, kept"103    }104  ],105  "n_input_rows": {106    "cpi_quarterly.csv": 127,107    "cpi_monthly.csv": 381108  },109  "n_analysed": 121,110  "random_seed": null111}
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