1{2 "task_id": "F3-conf-01",3 "model_name": "direct_ardl_emp",4 "model_description": "Direct OLS per horizon h: gdp_yoy(m+h+2) = a + b*gdp_yoy(m) + c*emp_yoy(m+1), expanding window from 1998 using only pairs observed at the origin, excluding pairs touching 2020-03..2021-12; forecast plugs in gdp_yoy(t-2) and emp_yoy(t-1).",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": 0.813620914876824,11 "mae_naive_h1": 0.6421395833333333,12 "rmse_naive_h3": 1.1399827160604965,13 "mae_naive_h3": 0.8715583333333333,14 "rmse_model_h1": 0.7429391714223801,15 "mae_model_h1": 0.6039917578066155,16 "rmse_model_h3": 0.9023000239646665,17 "mae_model_h3": 0.7534546734385598,18 "rel_improvement_rmse_h1": 0.08687306602134803,19 "rel_improvement_rmse_h3": 0.20849675065004825,20 "feasibility": "complete",21 "feasibility_reason": null,22 "data_issues": [23 {24 "issue": "gdp_yoy/emp_yoy are populated for 1998-01..1998-12 although the file holds no 1997 levels (README says first 12 months empty); they could not be re-derived from the file.",25 "handling": "Kept as given; for later months the yoy columns were verified against the levels (max abs diff GDP 0, EMP 0)."26 },27 {28 "issue": "GDP columns empty for 2026-08 and 2026-09 (not yet published).",29 "handling": "Expected; not needed (last target month used is 2026-07)."30 },31 {32 "issue": "COVID-19 outliers in 2020-2021 (gdp_yoy range -16.2 to 18.5 %).",33 "handling": "Model training pairs touching any month in 2020-03..2021-12 are excluded (pre-specified choice); naive unaffected. Sensitivity without exclusion reported in report.md."34 }35 ],36 "n_input_rows": {37 "canada_gdp_employment.csv": 34538 },39 "n_analysed": 306,40 "random_seed": null,41 "supplementary": {42 "rmse_model_nocovidexcl_h1": 0.8040049585200156,43 "dm_stat_h1": 2.0256610645246287,44 "dm_pvalue_two_sided_h1": 0.048498197529364746,45 "rmse_model_nocovidexcl_h3": 0.7937029596656197,46 "dm_stat_h3": 1.6522377575525033,47 "dm_pvalue_two_sided_h3": 0.1051522770715510248 }49}