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 with the first available difference (1948-04 as dependent observation) up to the origin, iterated recursively and cumulated to levels for h-step forecasts.",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": 0.11985758509962682,15 "mae_model_h1": 0.09565579999999999,16 "rmse_model_h3": 0.159770241753767,17 "mae_model_h3": 0.12128480000000005,18 "rel_improvement_rmse_h1": -0.023478977868906847,19 "rel_improvement_rmse_h3": -0.007600973539263922,20 "feasibility": "complete",21 "feasibility_reason": null,22 "data_issues": [23 {24 "issue": "Missing value(s) (empty field) at 2025-10-01",25 "handling": "Excluded from estimation (any regression row whose dependent or lagged difference touches the missing month is dropped); naive uses latest earlier observation; when missing is the latest month at an origin the AR model iterates forward from the last observed month (extra steps); when it is interior to the window it is linearly interpolated from neighbours dated <= origin only to build lag inputs; (origin,horizon) pairs whose target is missing are kept in the ledger with empty actual and excluded from error statistics."26 },27 {28 "issue": "COVID-19 outlier: unemployment jumped from 4.4 (2020-03) to 14.8 (2020-04), extreme first differences in training sample",29 "handling": "Retained in the primary specification (pre-specified, no outlier treatment); a sensitivity variant excluding 2020-03..2020-12 differences from estimation is reported in report.md only."30 }31 ],32 "n_input_rows": {33 "UNRATE.csv": 94534 },35 "n_analysed": 935,36 "random_seed": null37}