1{2 "task_id": "F3-conf-01",3 "model_name": "ardl_direct_emp",4 "model_description": "Direct h-step OLS 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 from 1998 using only pairs whose target is published at the origin, excluding pairs 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 "feasibility": "complete",21 "feasibility_reason": null,22 "data_issues": [23 {24 "issue": "gdp_yoy/emp_yoy are filled for 1998-01..1998-12 although README says they are empty for the first 12 months (levels for 1997 are not in the file).",25 "handling": "Values used as given; for 1999-01 onward yoy columns were verified to match levels to 4 decimals."26 },27 {28 "issue": "GDP columns empty for 2026-08 and 2026-09 (not yet published).",29 "handling": "Expected; not needed since the last target is 2026-07."30 },31 {32 "issue": "COVID-19 shock: yoy GDP growth ranges from -16.2% to +18.5% in 2020-2021, extreme outliers for OLS.",33 "handling": "Pre-specified (not tuned on test errors): training pairs in which the target or any regressor month lies in 2020-03..2021-12 are dropped from the model's estimation sample; the forecast at each origin still uses the latest available values."34 }35 ],36 "n_input_rows": {37 "canada_gdp_employment.csv": 34538 },39 "n_analysed": 310,40 "n_analysed_by_horizon": {41 "h1": 310,42 "h3": 30643 },44 "random_seed": null,45 "supplementary_dm_test": {46 "h1": {47 "dm_stat": -2.0256610645246287,48 "p_two_sided": 0.04849819752936474649 },50 "h3": {51 "dm_stat": -1.6522377575525033,52 "p_two_sided": 0.1051522770715510253 }54 }55}