1{2 "task_id": "F3-dev-01",3 "model_name": "AR2_diff",4 "model_description": "AR(2) with intercept on first differences of UNRATE, iterated to levels for h=1,3; lag order fixed a priori; re-estimated by OLS at each origin on an expanding window from 1948-03 (first available difference rows) to the origin, excluding regression rows whose differences fall in 2020-04..2020-09 (COVID outliers) and rows involving the missing 2025-10 value.",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": 0.1183164357185546,12 "mae_model_h1": 0.09759177142857144,13 "rel_improvement_rmse_h1": -0.010318909676543475,14 "n_evaluated_h3": 35,15 "rmse_naive_h3": 0.15856499343441843,16 "mae_naive_h3": 0.12000000000000005,17 "rmse_model_h3": 0.17424051215760036,18 "mae_model_h3": 0.14019328571428577,19 "rel_improvement_rmse_h3": -0.09885863445430165,20 "feasibility": "complete",21 "feasibility_reason": null,22 "data_issues": [23 {24 "issue": "UNRATE for 2025-10-01 is missing (empty field).",25 "handling": "Excluded as an evaluation target (origins 2025-09 h=1 and 2025-07 h=3 have empty actual). Naive at origin 2025-10 uses 2025-09. AR model: regression rows involving it are dropped; for the forecast state it is linearly interpolated once 2025-11 is observed (only data <= origin), and at origin 2025-10 the model iterates from 2025-09 (h+1 steps)."26 },27 {28 "issue": "Extreme COVID-19 outliers in 2020 (peak 14.8 in 2020-04; monthly changes up to +10.4 pp).",29 "handling": "Regression rows whose differences are dated 2020-04..2020-09 excluded from AR estimation (a fixed rule decided from pre-2023 data); sensitivity without exclusion reported in report.md."30 }31 ],32 "n_input_rows": {33 "UNRATE.csv": 94534 },35 "n_analysed": 927,36 "random_seed": 1234537}