1{2 "task_id": "F3-dev-01",3 "model_name": "AR2_diff",4 "model_description": "AR(2) with intercept on first differences of UNRATE, estimated by OLS on all available observations from 1948-01 up to each origin (expanding window; rows touching missing values dropped), iterated h-step forecasts of differences cumulated onto the last observed level.",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": 0.11985758088999837,12 "mae_model_h1": 0.09565582574285725,13 "rel_improvement_rmse_h1": -0.023478941922360663,14 "n_evaluated_h3": 35,15 "rmse_naive_h3": 0.15856499343441843,16 "mae_naive_h3": 0.12000000000000005,17 "rmse_model_h3": 0.1597703235567206,18 "mae_model_h3": 0.12128483319714281,19 "rel_improvement_rmse_h3": -0.007601489434682085,20 "feasibility": "complete",21 "feasibility_reason": null,22 "data_issues": [23 {24 "issue": "missing observation(s) at ['2025-10-01']",25 "handling": "target pairs with missing actual kept in ledger with empty actual and excluded from error statistics; origin 2025-10 uses latest earlier observation (naive) / iterates one extra step (model); for later origins the missing level is linearly interpolated from data <= origin for the AR state only; regression rows touching it are dropped"26 },27 {28 "issue": "COVID-19 outliers (2020-04 = 14.8%, large swings 2020-04..2020-08) in the estimation sample",29 "handling": "kept (no outlier treatment, decided a priori); they influence OLS coefficients - see report"30 },31 {32 "issue": "final-vintage (revised) data, not real-time vintages",33 "handling": "results describe pseudo-out-of-sample accuracy on revised data; no real-time claim"34 }35 ],36 "n_input_rows": {37 "UNRATE.csv": 94538 },39 "n_analysed": 941,40 "n_regression_rows_last_window": 935,41 "random_seed": null,42 "dm_stat_h1": 2.503616278597123,43 "dm_pvalue_two_sided_h1": 0.017257584613991104,44 "mean_error_naive_h1": 0.017142857142857133,45 "mean_error_model_h1": 0.017253188068571377,46 "dm_stat_h3": 1.3581793932123778,47 "dm_pvalue_two_sided_h3": 0.18335154844780102,48 "mean_error_naive_h3": 0.03999999999999996,49 "mean_error_model_h3": 0.04062121473999998,50 "ar_coefficients_last_window": {51 "const": 0.0003368050557942884,52 "phi1": 0.036584777952152876,53 "phi2": -0.0422094833550280354 }55}