1{2 "task_id": "F3-conf-04",3 "model_name": "direct_sdum_ybar4",4 "model_description": "Direct (one regression per horizon) OLS of y_{t+h} on four target-quarter seasonal dummies and the mean of the last four quarterly inflation rates at the origin (y_t..y_{t-3}), no intercept, re-estimated at each origin on an expanding window of all pairs with target quarter <= origin (sample starts 1995Q2); no model selection.",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": 2.30133505858441,11 "mae_model_h1": 1.5281140859976232,12 "rmse_snaive_h2": 2.846674080377472,13 "mae_snaive_h2": 2.1259446750000004,14 "rmse_model_h2": 2.4410313887152637,15 "mae_model_h2": 1.5710263249573677,16 "rmse_snaive_h4": 2.8823159392575315,17 "mae_snaive_h4": 2.181266125,18 "rmse_model_h4": 2.3949481801248482,19 "mae_model_h4": 1.669784899861287,20 "rel_improvement_rmse_h1": 0.19226626988744489,21 "rel_improvement_rmse_h2": 0.1424970615562775,22 "rel_improvement_rmse_h4": 0.1690889442391338,23 "loss_diff_mean_h4": 2.571968388214702,24 "loss_diff_se_h4": 1.920034189330262,25 "hac_lags_h4": 4,26 "hac_kernel_h4": "bartlett",27 "dm_stat_h4": 1.3395430156959054,28 "dm_pvalue_h4": 0.18039396063974922,29 "sensitivity_dm_h4": {30 "bartlett_lag3": {31 "se": 2.1575734191748928,32 "dm_stat": 1.1920652921272472,33 "p_normal": 0.2332356448384914634 },35 "rectangular_lag3": {36 "se": 1.7751409793292807,37 "dm_stat": 1.4488811976987286,38 "p_normal": 0.1473707628336014339 },40 "bartlett_lag6": {41 "se": 1.429018723640721,42 "dm_stat": 1.7998143380949414,43 "p_normal": 0.0718899591984087644 },45 "primary_with_HLN_correction_t39": {46 "dm_stat": 1.22221830953966,47 "p_t": 0.228960733305982348 }49 },50 "feasibility": "complete",51 "feasibility_reason": null,52 "data_issues": [53 {54 "issue": "infl_annualised missing for 1995Q1 (no prior quarter)",55 "handling": "row dropped (exclusion step 1)"56 },57 {58 "issue": "infl_annualised differs from 400*dln(cpi_avg) by up to ~3e-6 due to 6-dp rounding of cpi_avg",59 "handling": "file values used as given"60 }61 ],62 "n_input_rows": {63 "cpi_quarterly.csv": 127,64 "cpi_monthly.csv": 38165 },66 "n_analysed": 118,67 "n_analysed_by_horizon_last_origin": {68 "h1": 118,69 "h2": 117,70 "h4": 11571 },72 "random_seed": null73}