1{2 "task_id": "F3-dev-01",3 "model_name": "AR_BIC_diff",4 "model_description": "AR(p) on monthly first differences of UNRATE with intercept, p in 0..6 re-selected by BIC at each origin, OLS on an expanding window starting 1948 (first usable change 1948-02, common sample after 6 lags) with impulse dummies for the 2020-04 and 2020-05 changes; iterated multi-step forecasts cumulated to levels.",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": 0.13126670452109548,12 "mae_model_h1": 0.1062675428571429,13 "n_evaluated_h3": 35,14 "rmse_naive_h3": 0.15856499343441843,15 "mae_naive_h3": 0.12000000000000005,16 "rmse_model_h3": 0.1813477002590013,17 "mae_model_h3": 0.14058517142857146,18 "rel_improvement_rmse_h1": -0.1209028820311926,19 "rel_improvement_rmse_h3": -0.1436805585591352,20 "feasibility": "complete",21 "feasibility_reason": null,22 "data_issues": [23 {24 "issue": "1 missing observation(s): 2025-10-01 (empty value field)",25 "handling": "Target pairs with missing actual (origin 2025-09 h1, origin 2025-07 h3) kept in ledger with empty actual and excluded from error statistics; differences touching the missing month dropped from estimation; for forecasting at later origins the interior gap is linearly interpolated from neighbours dated <= origin; at origin 2025-10 the naive forecast uses 2025-09 and the model forecasts 2025-10 as an intermediate step."26 },27 {28 "issue": "Extreme COVID-19 jump (2020-04 +10.4 pp, 2020-05 -1.6 pp) inside every training window",29 "handling": "Impulse dummies on the 2020-04 and 2020-05 monthly changes (dates known before all origins); sensitivity without dummies reported in report.md."30 },31 {32 "issue": "Final-vintage data (revised seasonal factors), not real-time vintages",33 "handling": "Errors computed on data as given; no real-time validity claimed."34 }35 ],36 "n_input_rows": {37 "UNRATE.csv": 94538 },39 "n_analysed": 941,40 "random_seed": null41}