1{2 "task_id": "F3-dev-01",3 "model_name": "ARIMA210",4 "model_description": "ARIMA(2,1,0) without constant (AR(2) on first differences of the level), estimated by Gaussian maximum likelihood (statsmodels SARIMAX, Kalman filter; missing months treated as missing) on an expanding window starting 1948-01-01 and ending at each origin, re-estimated at every origin; h-step forecasts by recursive iteration.",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": 0.11979041413031663,15 "mae_model_h1": 0.09561928226076515,16 "rmse_model_h3": 0.1593741901249531,17 "mae_model_h3": 0.12090394601678622,18 "rel_improvement_rmse_h1": -0.022905396522720833,19 "rel_improvement_rmse_h3": -0.005103249292343737,20 "ar1_coef_last_window": 0.036569699661563586,21 "ar2_coef_last_window": -0.04222744929256375,22 "dm_stat_h1": 2.4559640158118414,23 "dm_pvalue_h1": 0.019315858142969447,24 "dm_stat_h3": 1.0949160137919336,25 "dm_pvalue_h3": 0.2812494464012166,26 "feasibility": "complete",27 "feasibility_reason": null,28 "data_issues": [29 {30 "issue": "Missing UNRATE value(s) at 2025-10-01",31 "handling": "Kept as missing (no imputation). Naive at a missing origin uses the latest earlier observation; the ARIMA Kalman filter skips the missing month in estimation and forecasting; (origin,horizon) pairs with a missing target (2025-07-01 h=3; 2025-09-01 h=1) are in the ledger with empty actual and excluded from error statistics."32 },33 {34 "issue": "Final (revised) vintage data, not real-time vintages",35 "handling": "Errors measure forecastability of the revised series; no real-time validity claimed."36 }37 ],38 "n_input_rows": {39 "UNRATE.csv": 94540 },41 "n_analysed": 941,42 "random_seed": null43}