1{2 "task_id": "F3-conf-01",3 "model_name": "adl_direct_emp",4 "model_description": "Direct (per-horizon) OLS regression of gdp_yoy(t+h) on a constant, gdp_yoy(t-2) and emp_yoy(t-1), re-estimated at each origin on an expanding window of training rows (from 1998-03) whose target month is <= t-2, excluding rows touching 2020-03..2021-12.",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_model_h1": 0.7429391714223801,13 "mae_model_h1": 0.6039917578066155,14 "rmse_naive_h3": 1.1399827160604965,15 "mae_naive_h3": 0.8715583333333333,16 "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 "dm_test": {21 "h1": {22 "mean_loss_diff_model_minus_naive": -0.11002038069122726,23 "dm_stat_hln": -1.3266201174612682,24 "p_value_two_sided": 0.191044366683287,25 "nw_lags": 226 },27 "h3": {28 "mean_loss_diff_model_minus_naive": -0.485415259670029,29 "dm_stat_hln": -1.3657496075270925,30 "p_value_two_sided": 0.178518085003236,31 "nw_lags": 432 }33 },34 "n_training_last_origin_h3": 306,35 "sensitivity_no_covid_exclusion": {36 "rmse_h1": 0.8040049585200156,37 "rel_improvement_rmse_h1": 0.011818718251932037,38 "rmse_h3": 0.7937029596656197,39 "rel_improvement_rmse_h3": 0.303758777669485840 },41 "feasibility": "complete",42 "feasibility_reason": null,43 "data_issues": [44 {45 "issue": "README states gdp_yoy is empty for the first 12 months, but the file contains yoy values for 1998 (both series).",46 "handling": "Used as given; yoy recomputed from levels agrees to rounding (<5e-5) where possible."47 },48 {49 "issue": "gdp columns missing for 2026-08 and 2026-09 (not yet published).",50 "handling": "Not needed: latest target (2026-07) and latest GDP input (2026-02) are present."51 },52 {53 "issue": "COVID-19 outliers (gdp_yoy from -16.2 to +18.5 in 2020-2021).",54 "handling": "Model training rows touching 2020-03..2021-12 excluded; naive unaffected; see out/exclusions.csv."55 },56 {57 "issue": "Current-vintage data (revised), not first releases.",58 "handling": "Exercise simulates publication timing only; no real-time validity claimed."59 }60 ],61 "n_input_rows": {62 "canada_gdp_employment.csv": 34563 },64 "n_analysed": 310,65 "random_seed": null66}