1{2 "task_id": "F3-dev-01",3 "model_name": "ARIMA210_nc",4 "model_description": "ARIMA(2,1,0) without constant, i.e. AR(2) on first differences of UNRATE, estimated by Gaussian maximum likelihood (Kalman filter, statsmodels SARIMAX, missing months skipped) on an expanding window starting 1948-01-01 and ending at the origin, re-estimated at each origin; multi-step forecasts are iterated.",5 "n_origins": 36,6 "first_origin": "2023-07-01",7 "last_origin": "2026-06-01",8 "n_evaluated_h1": 35,9 "n_evaluated_h3": 35,10 "rmse_naive_h1": 0.11710800875382403,11 "mae_naive_h1": 0.09142857142857148,12 "rmse_naive_h3": 0.15856499343441843,13 "mae_naive_h3": 0.12000000000000005,14 "rmse_model_h1": 0.1197904141277979,15 "mae_model_h1": 0.09561928226000001,16 "rmse_model_h3": 0.15937419012351917,17 "mae_model_h3": 0.12090394601714284,18 "rel_improvement_rmse_h1": -0.022905396501212927,19 "rel_improvement_rmse_h3": -0.005103249283300526,20 "dm_stat_h1": -2.4559640134162657,21 "dm_pvalue_h1": 0.019315858251851482,22 "dm_stat_h3": -0.9643792812517766,23 "dm_pvalue_h3": 0.3416653293625982,24 "feasibility": "complete",25 "feasibility_reason": null,26 "data_issues": [27 {28 "issue": "Missing observation(s) in UNRATE.csv: ['2025-10-01']",29 "handling": "Naive at origin 2025-10-01 uses the 2025-09-01 value; the ARIMA likelihood/filter skips the missing month; (origin,horizon) pairs targeting it are kept in forecasts.csv with empty actual and excluded from error statistics (h1: 1, h3: 1)."30 },31 {32 "issue": "Data are the final (revised) vintage retrieved 2026-10-30, not real-time vintages.",33 "handling": "Evaluation is pseudo-out-of-sample on revised data; no real-time validity is claimed."34 },35 {36 "issue": "COVID-19 spike (2020-04 = 14.8%) lies inside every training window.",37 "handling": "Retained (genuine observation); noted as a limitation for Gaussian MLE of the AR coefficients."38 }39 ],40 "n_input_rows": {41 "UNRATE.csv": 94542 },43 "n_analysed": 941,44 "random_seed": null45}