1{2 "task_id": "F3-conf-04",3 "model_name": "sar_aic",4 "model_description": "OLS regression of quarterly annualised inflation on four quarterly seasonal intercepts plus p own lags, p in {0,...,4} selected by AIC at each origin on a common sample (first 4 obs held out for lags), expanding window from 1995Q2 to the origin, iterated (recursive) multi-step forecasts for h=1,2,4.",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": 2.1918133412897713,11 "mae_model_h1": 1.5187711988356731,12 "rmse_snaive_h2": 2.846674080377472,13 "mae_snaive_h2": 2.1259446750000004,14 "rmse_model_h2": 2.46022256417967,15 "mae_model_h2": 1.550333358372702,16 "rmse_snaive_h4": 2.8823159392575315,17 "mae_snaive_h4": 2.181266125,18 "rmse_model_h4": 2.3396848872653107,19 "mae_model_h4": 1.5936096377164786,20 "rel_improvement_rmse_h1": 0.23070673291725996,21 "rel_improvement_rmse_h2": 0.13575544838858333,22 "rel_improvement_rmse_h4": 0.18826216952885444,23 "loss_diff_mean_h4": 2.8336198020003365,24 "loss_diff_se_h4": 1.84792653245693,25 "hac_lags_h4": 4,26 "hac_kernel_h4": "bartlett",27 "dm_stat_h4": 1.533405009469109,28 "dm_pvalue_h4": 0.12517609522502945,29 "sens_rect_lag3_lrv_positive": true,30 "sens_rect_lag3_dm_stat_h4": 1.6707759089879997,31 "sens_hln_dm_stat_h4": 1.524439964357573,32 "sens_hln_dm_pvalue_h4_t39": 0.13546782930685836,33 "sens_bartlett_lag3_dm_stat_h4": 1.360822268264018,34 "sens_bartlett_lag6_dm_stat_h4": 2.060834314921225,35 "sens_bartlett_lag8_dm_stat_h4": 2.368057767787893,36 "selected_p_counts": {37 "1": 15,38 "2": 2539 },40 "feasibility": "complete",41 "feasibility_reason": null,42 "data_issues": [43 {44 "issue": "infl_annualised missing for 1995Q1 (no previous quarter)",45 "handling": "row dropped (exclusions.csv step 1)"46 },47 {48 "issue": "recomputing 400*dln(cpi_avg) differs from infl_annualised by up to ~3e-6 due to 6-decimal rounding of cpi_avg",49 "handling": "used infl_annualised as given (immaterial)"50 }51 ],52 "n_input_rows": {53 "cpi_quarterly.csv": 127,54 "cpi_monthly.csv": 38155 },56 "n_analysed": 118,57 "random_seed": null58}