1{2 "task_id": "F3-conf-01",3 "model_name": "ardl_direct_emp",4 "model_description": "Direct OLS regression per horizon h of gdp_yoy[s+h] on a constant, gdp_yoy[s-2] and emp_yoy[s-1], estimated at each origin on an expanding window from 1998 using only pairs whose target is published (<= t-2), excluding rows touching the pre-specified COVID window 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_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_stat_h1": 1.3944544671156984,21 "dm_pvalue_two_sided_h1": 0.16973721446272597,22 "dm_hac_lags_h1": 2,23 "dm_stat_h3": 1.4447840259739004,24 "dm_pvalue_two_sided_h3": 0.1551529243590485,25 "dm_hac_lags_h3": 4,26 "diag_rmse_ar_only_h1": 0.7153894841379895,27 "diag_mae_ar_only_h1": 0.5809934710095334,28 "diag_rmse_ar_only_h3": 0.8640294076084106,29 "diag_mae_ar_only_h3": 0.716270971598207,30 "feasibility": "complete",31 "feasibility_reason": null,32 "data_issues": [33 {34 "issue": "gdp_yoy is populated for 1998-01..1998-12 although data/README.md says it is empty for the first 12 months and the file has no 1997 levels to verify it.",35 "handling": "Values kept as given (they are the official target column); all gdp_yoy values computable from gdp_level in the file match to 4 decimals."36 },37 {38 "issue": "gdp_level/gdp_yoy missing for 2026-08 and 2026-09 (not yet published).",39 "handling": "Expected; never needed (latest target 2026-07)."40 },41 {42 "issue": "COVID-19 swings (gdp_yoy -16.2% in 2020-04, +18.5% in 2021-04) would dominate OLS estimates.",43 "handling": "Pre-specified exclusion of training rows whose target or regressor month lies in 2020-03..2021-12; naive forecast unaffected."44 },45 {46 "issue": "Current-vintage data, not real-time vintages.",47 "handling": "Exercise simulates publication timing only; no real-time validity claimed."48 }49 ],50 "n_input_rows": {51 "canada_gdp_employment.csv": 34552 },53 "n_analysed": 310,54 "n_analysed_last_h3": 306,55 "last_coefficients_h1": {56 "const": 0.2984584285466793,57 "gdp_yoy_lag2": 0.8160660347393057,58 "emp_yoy_lag1": 0.05805454912292378659 },60 "last_coefficients_h3": {61 "const": 0.6858809168481204,62 "gdp_yoy_lag2": 0.6596629835912409,63 "emp_yoy_lag1": 0.0321611419355275664 },65 "random_seed": null66}