1{2 "task_id": "F3-dev-01",3 "model_name": "AR2_diff",4 "model_description": "AR(2) with intercept on first differences of UNRATE, levels forecast by iterating the difference equation; estimated by OLS on complete cases over an expanding window from 1948 (first usable dependent obs 1948-04) to the origin; lag order fixed a priori; a missing in-window level is replaced for forecasting by the model's own forecast from earlier data.",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_model_h1": 0.11990235383143451,13 "mae_model_h1": 0.09570395610285726,14 "rmse_naive_h3": 0.15856499343441843,15 "mae_naive_h3": 0.12000000000000005,16 "rmse_model_h3": 0.1597646592179836,17 "mae_model_h3": 0.1212753795742857,18 "rel_improvement_rmse_h1": -0.02386126369448016,19 "rel_improvement_rmse_h3": -0.00756576692989519,20 "feasibility": "complete",21 "feasibility_reason": null,22 "data_issues": [23 {24 "issue": "Missing UNRATE value at 2025-10-01 (empty field).",25 "handling": "Kept as missing. Naive forecast at origin 2025-10-01 uses 2025-09-01. AR estimation uses complete cases only; for forecasting, the missing level is replaced by the model's own forecast from data before it. (origin, horizon) pairs whose target is this month are kept in forecasts.csv with empty actual and excluded from error statistics: 2025-07-01 h=3; 2025-09-01 h=1."26 },27 {28 "issue": "Data are the final (revised) vintage, not real-time vintages.",29 "handling": "Errors are pseudo-out-of-sample on revised data; no real-time validity is claimed."30 }31 ],32 "n_input_rows": {33 "UNRATE.csv": 94534 },35 "n_analysed": 941,36 "random_seed": null,37 "diag_ar_coef_last_origin": [38 0.0003368050557942884,39 0.036584777952152876,40 -0.0422094833550280341 ],42 "diag_ar_nobs_last_origin": 935,43 "diag_dm_stat_h1": 2.5293835905670052,44 "diag_dm_pvalue_two_sided_h1": 0.016230204271475115,45 "diag_dm_stat_h3": 1.356381379863757,46 "diag_dm_pvalue_two_sided_h3": 0.1839171525233683847}