1{2 "task_id": "F3-conf-01",3 "model_name": "ardl_emp_direct",4 "model_description": "Direct h-step OLS, separately per horizon: gdp_yoy(t+h) on a constant, gdp_yoy(t-2), emp_yoy(t-1) and emp_yoy(t-2), re-estimated at each origin on an expanding window of all target months from 1998 up to t-2 (training rows with target or regressor months in 2020-03..2021-12 excluded).",5 "n_origins": 48,6 "first_origin": "2022-05-01",7 "last_origin": "2026-04-01",8 "last_target_date_available": "2026-02-01",9 "last_predictor_date_available": "2026-03-01",10 "rmse_naive_h1": 0.813621,11 "mae_naive_h1": 0.64214,12 "rmse_model_h1": 0.666445,13 "mae_model_h1": 0.553764,14 "rmse_naive_h3": 1.139983,15 "mae_naive_h3": 0.871558,16 "rmse_model_h3": 0.851089,17 "mae_model_h3": 0.689985,18 "rel_improvement_rmse_h1": 0.18089,19 "rel_improvement_rmse_h3": 0.25342,20 "feasibility": "complete",21 "feasibility_reason": null,22 "data_issues": [23 {24 "issue": "gdp_level/gdp_yoy empty for 2026-08 and 2026-09 (not yet published)",25 "handling": "never needed: latest target is 2026-07 and latest GDP used is 2026-02"26 },27 {28 "issue": "README says gdp_yoy/emp_yoy are empty for the first 12 months, but the file has values from 1998-01 (computed from pre-1998 levels not in the file)",29 "handling": "values used as given; recomputation from levels matches exactly wherever possible (from 1999-01)"30 },31 {32 "issue": "COVID-19 swings 2020-03..2021-12 (gdp_yoy from -16.2 to +18.5 %)",33 "handling": "training rows touching this window excluded from model estimation (pre-specified); evaluation period 2022-06..2026-07 unaffected"34 },35 {36 "issue": "data are current vintage, not first releases",37 "handling": "exercise simulates publication timing only; no real-time validity claimed"38 }39 ],40 "n_input_rows": {41 "canada_gdp_employment.csv": 34542 },43 "n_analysed": 310,44 "n_analysed_h3": 306,45 "random_seed": null,46 "input_sha256": "f4c8e4976fb5f5f0c326e40bcb4f85b8b22963e5be89e2729e1a430c198f2bed",47 "dm_stat_h1": -1.5565,48 "dm_pvalue_two_sided_h1": 0.1263,49 "dm_stat_h3": -1.2418,50 "dm_pvalue_two_sided_h3": 0.2205,51 "dm_note": "negative stat = model has lower squared loss than naive; HLN-corrected, NW lags h+1, t(T-1) reference"52}