1{2 "task_id": "F3-dev-01",3 "model_name": "AR2_diff",4 "model_description": "AR(2) with intercept on monthly first differences of UNRATE, estimated by OLS on an expanding window starting 1948-01 (regression rows touching missing values dropped), re-estimated at every origin; level forecasts by iterating the difference recursion.",5 "n_origins": 36,6 "first_origin": "2023-07-01",7 "last_origin": "2026-06-01",8 "n_evaluated_h1": 35,9 "rmse_naive_h1": 0.11710800875382403,10 "mae_naive_h1": 0.09142857142857148,11 "rmse_model_h1": 0.11985758089022913,12 "mae_model_h1": 0.09565582574189531,13 "n_evaluated_h3": 35,14 "rmse_naive_h3": 0.15856499343441843,15 "mae_naive_h3": 0.12000000000000005,16 "rmse_model_h3": 0.15977032355322282,17 "mae_model_h3": 0.12128483318799818,18 "rel_improvement_rmse_h1": -0.023478941924331087,19 "rel_improvement_rmse_h3": -0.007601489412623064,20 "dm_stat_h1": 2.5036162781392184,21 "dm_pvalue_h1": 0.017257584632766314,22 "mean_loss_diff_h1": 0.000651553982572098,23 "dm_stat_h3": 1.3581793864758895,24 "dm_pvalue_h3": 0.18335155056438499,25 "mean_loss_diff_h3": 0.0003836991454443411,26 "feasibility": "complete",27 "feasibility_reason": null,28 "data_issues": [29 {30 "issue": "Missing UNRATE value(s) at 2025-10-01 (empty field).",31 "handling": "Origin 2025-10-01: naive uses 2025-09 value; AR forecasts iterated from last observed month (2025-09). Pairs with missing target (origin 2025-09 h1, origin 2025-07 h3) kept in ledger with empty actual and excluded from error statistics. In later training windows, regression rows touching the missing month are dropped; the forecasting state uses linear interpolation between observations dated <= origin."32 },33 {34 "issue": "Final (revised) vintage, not real-time data.",35 "handling": "Errors measure forecastability of the revised series; no real-time validity claimed."36 },37 {38 "issue": "COVID-19 spike 2020-03..2020-05 (4.4 -> 14.8 -> 13.2) inside every training window.",39 "handling": "Kept as genuine data; no outlier treatment (specification fixed a priori, not tuned on test errors)."40 }41 ],42 "n_input_rows": {43 "UNRATE.csv": 94544 },45 "n_analysed": 941,46 "n_regression_rows_last_window": 935,47 "random_seed": null48}