1# F3-dev-01 — Rolling-origin forecasts of the US unemployment rate: can a simple time-series model beat the naive forecast?23## Scientific question4Over the last three years, does a simple autoregressive-type model forecast the US civilian unemployment rate better than the naive (no-change) forecast at one- and three-month horizons? The estimands are the out-of-sample root-mean-squared error (RMSE) and mean absolute error (MAE) of (a) the naive forecast and (b) one model of your choice, computed over a fixed set of rolling (expanding-window) forecast origins, and the relative improvement of the model over the naive forecast, 1 − RMSE_model / RMSE_naive, at each horizon.56## Inputs7- `data/UNRATE.csv` — observed data: US unemployment rate (percent, seasonally adjusted, monthly), FRED series UNRATE (source BLS), retrieved 2026-10-30 (UTC) from https://fred.stlouisfed.org/graph/fredgraph.csv?id=UNRATE, exactly as served (header `observation_date,UNRATE`, one row per month dated YYYY-MM-01, 1948-01 to 2026-09). Missing observations appear as an empty value field. This is the current (final) vintage; see `data/README.md` for provenance, SHA-256 and terms.89## Information-availability rules10- Forecast origins: the 36 months t = 2023-07-01, 2023-08-01, …, 2026-06-01 (the `observation_date` of the origin month). Horizons h ∈ {1, 3} months; the target of origin t at horizon h is the month t + h.11- A forecast made at origin t may use only observations dated ≤ t (expanding window: the training sample grows with t). Model selection, parameter estimation and any transformation (e.g. differencing, scaling) must use only observations dated ≤ t.12- Naive baseline: the forecast for every horizon is the most recent available observation dated ≤ t (if the origin month itself is missing, use the latest earlier observation).13- If the actual value at a target month is missing in the data, that (origin, horizon) pair still appears in the forecast ledger with an empty `actual`, but is excluded from all error statistics; report the number of evaluated pairs per horizon.14- The evaluation errors are computed on the data as given (final vintage); do not claim real-time validity.1516## Required outputs17- `out/forecasts.csv` — the forecast ledger, one row per (origin, horizon, model), with columns `origin_date` (YYYY-MM-DD), `target_date` (YYYY-MM-DD), `horizon` (integer), `forecast` (number), `actual` (number, empty if missing), `model` (string: `naive` for the baseline, and the value of `model_name` for your model). Expected: 36 origins × 2 horizons × 2 models = 144 rows.18- `out/results.json` with the keys:1920| key | type | unit | meaning |21|---|---|---|---|22| `task_id` | string | — | "F3-dev-01" |23| `model_name` | string | — | short name of your model (e.g. "AR2_diff"), used in the `model` column |24| `model_description` | string | — | one-sentence specification (lags, transformation, estimation sample start, estimation method) |25| `n_origins` | integer | — | number of forecast origins (36) |26| `first_origin`, `last_origin` | string | date | first and last origin dates |27| `n_evaluated_h1`, `n_evaluated_h3` | integer | — | (origin, horizon) pairs with a non-missing actual, per horizon |28| `rmse_naive_h1`, `mae_naive_h1`, `rmse_naive_h3`, `mae_naive_h3` | number | percentage points | naive-forecast errors per horizon |29| `rmse_model_h1`, `mae_model_h1`, `rmse_model_h3`, `mae_model_h3` | number | percentage points | your model's errors per horizon |30| `rel_improvement_rmse_h1`, `rel_improvement_rmse_h3` | number | fraction | 1 − rmse_model / rmse_naive (negative if the model is worse) |31| `feasibility` | string | — | "complete", "partial" or "infeasible" |32| `feasibility_reason` | string or null | — | explanation if not complete |33| `data_issues` | array of {"issue","handling"} | — | data problems detected and how handled (empty list if none) |34| `n_input_rows` | object | — | {"UNRATE.csv": number of data rows read, excluding the header} |35| `n_analysed` | integer | — | observations used in the last training window |36| `random_seed` | integer or null | — | seed used, if any |3738- `out/report.md` with the sections: Question; Data and exclusions; Method; Results; Uncertainty; Limitations and open issues.39- `out/analysis.py` — running `~/wp29/venv/bin/python out/analysis.py` from the workspace root must regenerate `out/results.json` and `out/forecasts.csv` from `data/` only, deterministically.40- `out/claims.json` — a list of the central claims of the report: [{"id": "C1", "text": "...", "results_keys": ["..."], "status": "supported"|"unsupported"|"not_evaluated", "caveat": "..."}].4142## Constraints43- No network access. Python: `~/wp29/venv/bin/python` (numpy, pandas, scipy, statsmodels available). Do not modify `data/`.44- This task is designed to be completed in well under 20 minutes of work.45