1{2 "task_id": "F3-conf-01",3 "model_name": "direct_ols_ar_emp",4 "model_description": "Direct OLS per horizon h re-estimated at each origin t on an expanding window: gdp_yoy(s+h) = a + b*gdp_yoy(s-2) + c*emp_yoy(s-1), using all pseudo-origins s with s+h <= t-2 (1998 onward, excluding rows whose target or regressor month lies in 2020-03..2021-12); the 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": 0.813621,11 "mae_naive_h1": 0.64214,12 "rmse_naive_h3": 1.139983,13 "mae_naive_h3": 0.871558,14 "rmse_model_h1": 0.742939,15 "mae_model_h1": 0.603992,16 "rmse_model_h3": 0.9023,17 "mae_model_h3": 0.753455,18 "rel_improvement_rmse_h1": 0.086873,19 "rel_improvement_rmse_h3": 0.208497,20 "feasibility": "complete",21 "feasibility_reason": null,22 "data_issues": [23 {24 "issue": "gdp_yoy and emp_yoy are populated for 1998-01..1998-12 although data/README.md says they are empty for the first 12 months; the 1997 levels needed to verify them are not in the file.",25 "handling": "Used as given (values from 1999-01 on were verified against the levels to within 5e-5 rounding error)."26 },27 {28 "issue": "GDP columns missing for 2026-08 and 2026-09 (not yet published).",29 "handling": "Not needed: latest target is 2026-07 (origin 2026-04, h=3); no rows dropped."30 },31 {32 "issue": "Pandemic outliers (GDP YoY between -16.2% and +18.5% in 2020-03..2021-12).",33 "handling": "Pre-specified exclusion of estimation rows whose target or regressor month is in 2020-03..2021-12; evaluation targets (2022-06 onward) are unaffected."34 },35 {36 "issue": "Data are the 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 "last_origin_coefficients": {46 "h1": {47 "const": 0.298458,48 "gdp_yoy_lag2": 0.816066,49 "emp_yoy_lag1": 0.05805550 },51 "h3": {52 "const": 0.685881,53 "gdp_yoy_lag2": 0.659663,54 "emp_yoy_lag1": 0.03216155 }56 },57 "random_seed": null,58 "dm_test_naive_vs_model": {59 "h1": {60 "dm_stat": 2.0257,61 "p_value_two_sided": 0.048562 },63 "h3": {64 "dm_stat": 1.3491,65 "p_value_two_sided": 0.183866 }67 }68}