{
  "source_commit": "79c01d5173322e6e25f7c95e88d83aeb810fc021",
  "csv_sha256": "8f01fc9c9cbaa5190921f5c4ca42e51718f74eee70c9e1823765176559af00af",
  "versions": {
    "numpy": "2.2.6",
    "pandas": "2.3.3",
    "scipy": "1.15.3",
    "statsmodels": "0.14.6",
    "scikit-learn": "1.7.2",
    "pmdarima": "2.1.1"
  },
  "data": {
    "raw_n": 118,
    "model_n": 117,
    "start": "2016-10-01",
    "end": "2026-07-01",
    "cpi_monthly_max_abs_difference_pp": 0.004956437086792054,
    "cpi_mismatches_over_001_pp": {},
    "provenance": "May 2025–July 2026 manually appended; original release URLs/vintages absent."
  },
  "target_correlations": {
    "Enflasyon_Aylik_Yuzde": 1,
    "Kur_Degisim": 0.05019220725931685,
    "Petrol_Degisim": 0.21658158112116663,
    "Faiz_Degisim": 0.32332461038283766
  },
  "adf_pvalues": {
    "Enflasyon_Aylik_Yuzde": 0.006686202102321933,
    "Kur_Degisim": 4.7885427556215655e-17,
    "Petrol_Degisim": 1.3398742315025047e-21,
    "Faiz_Degisim": 0.0902877434175115
  },
  "full_model": {
    "order": [
      0,
      1,
      2
    ],
    "seasonal_order": [
      0,
      0,
      0,
      12
    ],
    "converged": true,
    "aic": 446.2029561393639,
    "burn_in": 4,
    "params": {
      "Kur_Degisim": -0.03646043741245573,
      "Petrol_Degisim": 0.024247842709273933,
      "Faiz_Degisim": 0.14655926248608087,
      "ma.L1": -0.3414540506937793,
      "ma.L2": -0.4293963784339787,
      "sigma2": 2.716706865370614
    },
    "lb_original_lag12_p": 0.7389762975816043,
    "lb_burn_adjusted_df2_lag12_p": 0.6198793036318427
  },
  "legacy_cv": {
    "folds": [
      {
        "fold": 1,
        "train_n": 30,
        "test_n": 29,
        "train_end": "2019-04-01",
        "test_start": "2019-05-01",
        "test_end": "2021-09-01",
        "converged": true,
        "metrics": {
          "oracle_future_x": {
            "mae_pp": 0.5248821952837017,
            "rmse_pp": 0.6456083337825952
          },
          "training_only_scenario": {
            "mae_pp": 0.4346759145972089,
            "rmse_pp": 0.5469493900641094
          },
          "last_value": {
            "mae_pp": 0.6582758620689655,
            "rmse_pp": 0.7659094211323624
          },
          "training_mean": {
            "mae_pp": 0.444367816091954,
            "rmse_pp": 0.5466892902523592
          },
          "seasonal_naive": {
            "mae_pp": 1.4137931034482756,
            "rmse_pp": 2.0699925037345523
          }
        }
      },
      {
        "fold": 2,
        "train_n": 59,
        "test_n": 29,
        "train_end": "2021-09-01",
        "test_start": "2021-10-01",
        "test_end": "2024-02-01",
        "converged": true,
        "metrics": {
          "oracle_future_x": {
            "mae_pp": 3.4549799224659052,
            "rmse_pp": 4.461908605595158
          },
          "training_only_scenario": {
            "mae_pp": 3.4864387460167308,
            "rmse_pp": 4.5497083822115405
          },
          "last_value": {
            "mae_pp": 3.4306896551724146,
            "rmse_pp": 4.5051943201230475
          },
          "training_mean": {
            "mae_pp": 3.4907422559906487,
            "rmse_pp": 4.557115360305933
          },
          "seasonal_naive": {
            "mae_pp": 3.127241379310345,
            "rmse_pp": 4.324259952631321
          }
        }
      },
      {
        "fold": 3,
        "train_n": 88,
        "test_n": 29,
        "train_end": "2024-02-01",
        "test_start": "2024-03-01",
        "test_end": "2026-07-01",
        "converged": true,
        "metrics": {
          "oracle_future_x": {
            "mae_pp": 1.767815411850741,
            "rmse_pp": 1.9353753561368154
          },
          "training_only_scenario": {
            "mae_pp": 1.7366443909150588,
            "rmse_pp": 1.9281060623603605
          },
          "last_value": {
            "mae_pp": 2.1075862068965523,
            "rmse_pp": 2.311475122379497
          },
          "training_mean": {
            "mae_pp": 0.85673197492163,
            "rmse_pp": 1.0786327646583824
          },
          "seasonal_naive": {
            "mae_pp": 2.5303448275862066,
            "rmse_pp": 3.341968241042684
          }
        }
      }
    ],
    "mean_fold_metrics": {
      "oracle_future_x": {
        "mae_pp": 1.9158925098667827,
        "rmse_pp": 2.347630765171523
      },
      "training_only_scenario": {
        "mae_pp": 1.8859196838429995,
        "rmse_pp": 2.34158794487867
      },
      "last_value": {
        "mae_pp": 2.065517241379311,
        "rmse_pp": 2.5275262878783025
      },
      "training_mean": {
        "mae_pp": 1.597280682334744,
        "rmse_pp": 2.0608124717388914
      },
      "seasonal_naive": {
        "mae_pp": 2.357126436781609,
        "rmse_pp": 3.2454068991361855
      }
    },
    "caveat": "Fixed order selected on full sample in original study; not nested validation. No vintage/release-lag data available."
  },
  "horizon17_cv": {
    "folds": [
      {
        "fold": 1,
        "train_n": 66,
        "test_n": 17,
        "train_end": "2022-04-01",
        "test_start": "2022-05-01",
        "test_end": "2023-09-01",
        "converged": true,
        "metrics": {
          "oracle_future_x": {
            "mae_pp": 3.330627013445448,
            "rmse_pp": 3.698094163012888
          },
          "training_only_scenario": {
            "mae_pp": 3.366832769443769,
            "rmse_pp": 3.656886883857773
          },
          "last_value": {
            "mae_pp": 3.9529411764705875,
            "rmse_pp": 4.277668413846909
          },
          "training_mean": {
            "mae_pp": 2.307450980392157,
            "rmse_pp": 3.195254560157587
          },
          "seasonal_naive": {
            "mae_pp": 3.4205882352941175,
            "rmse_pp": 4.655632262615454
          }
        }
      },
      {
        "fold": 2,
        "train_n": 83,
        "test_n": 17,
        "train_end": "2023-09-01",
        "test_start": "2023-10-01",
        "test_end": "2025-02-01",
        "converged": true,
        "metrics": {
          "oracle_future_x": {
            "mae_pp": 1.561999850105128,
            "rmse_pp": 1.739344376747665
          },
          "training_only_scenario": {
            "mae_pp": 1.4515135373282089,
            "rmse_pp": 1.6497959147031769
          },
          "last_value": {
            "mae_pp": 1.8158823529411765,
            "rmse_pp": 2.0026085929283806
          },
          "training_mean": {
            "mae_pp": 1.205988660524451,
            "rmse_pp": 1.614190161283877
          },
          "seasonal_naive": {
            "mae_pp": 1.7394117647058824,
            "rmse_pp": 2.5811158097864206
          }
        }
      },
      {
        "fold": 3,
        "train_n": 100,
        "test_n": 17,
        "train_end": "2025-02-01",
        "test_start": "2025-03-01",
        "test_end": "2026-07-01",
        "converged": true,
        "metrics": {
          "oracle_future_x": {
            "mae_pp": 0.984727080626306,
            "rmse_pp": 1.1494736441314877
          },
          "training_only_scenario": {
            "mae_pp": 1.0655287665265445,
            "rmse_pp": 1.2229829261601102
          },
          "last_value": {
            "mae_pp": 0.8735294117647059,
            "rmse_pp": 1.0824291852941097
          },
          "training_mean": {
            "mae_pp": 0.8899235294117647,
            "rmse_pp": 1.0873637567124284
          },
          "seasonal_naive": {
            "mae_pp": 0.7970588235294118,
            "rmse_pp": 0.9667684192559189
          }
        }
      }
    ],
    "mean_fold_metrics": {
      "oracle_future_x": {
        "mae_pp": 1.9591179813922939,
        "rmse_pp": 2.19563739463068
      },
      "training_only_scenario": {
        "mae_pp": 1.9612916910995075,
        "rmse_pp": 2.1765552415736864
      },
      "last_value": {
        "mae_pp": 2.214117647058823,
        "rmse_pp": 2.4542353973564666
      },
      "training_mean": {
        "mae_pp": 1.4677877234427907,
        "rmse_pp": 1.9656028260512974
      },
      "seasonal_naive": {
        "mae_pp": 1.9856862745098038,
        "rmse_pp": 2.734505497219265
      }
    },
    "caveat": "Fixed order selected on full sample in original study; not nested validation. No vintage/release-lag data available."
  },
  "conditional_forecast": {
    "future_predictors_each_month": {
      "Kur_Degisim": 1.4952385109975577,
      "Petrol_Degisim": 7.470915734966333,
      "Faiz_Degisim": 0
    },
    "points": [
      {
        "date": "2026-08-01",
        "mean_pct": 1.9694090345820723,
        "lower95_pct": -1.2610889999658876,
        "upper95_pct": 5.199907069130032
      },
      {
        "date": "2026-09-01",
        "mean_pct": 2.291050470470553,
        "lower95_pct": -1.577034571406854,
        "upper95_pct": 6.1591355123479605
      },
      {
        "date": "2026-10-01",
        "mean_pct": 2.291050470470553,
        "lower95_pct": -1.6472330992240019,
        "upper95_pct": 6.229334040165108
      },
      {
        "date": "2026-11-01",
        "mean_pct": 2.291050470470553,
        "lower95_pct": -1.7162020870127441,
        "upper95_pct": 6.29830302795385
      },
      {
        "date": "2026-12-01",
        "mean_pct": 2.291050470470553,
        "lower95_pct": -1.7840039639617982,
        "upper95_pct": 6.366104904902905
      },
      {
        "date": "2027-01-01",
        "mean_pct": 2.291050470470553,
        "lower95_pct": -1.8506960485377157,
        "upper95_pct": 6.432796989478822
      },
      {
        "date": "2027-02-01",
        "mean_pct": 2.291050470470553,
        "lower95_pct": -1.9163311157238163,
        "upper95_pct": 6.498432056664923
      },
      {
        "date": "2027-03-01",
        "mean_pct": 2.291050470470553,
        "lower95_pct": -1.9809578857920829,
        "upper95_pct": 6.563058826733188
      },
      {
        "date": "2027-04-01",
        "mean_pct": 2.291050470470553,
        "lower95_pct": -2.0446214474803583,
        "upper95_pct": 6.626722388421465
      },
      {
        "date": "2027-05-01",
        "mean_pct": 2.291050470470553,
        "lower95_pct": -2.1073636260236,
        "upper95_pct": 6.6894645669647055
      },
      {
        "date": "2027-06-01",
        "mean_pct": 2.291050470470553,
        "lower95_pct": -2.169223304576089,
        "upper95_pct": 6.7513242455171945
      },
      {
        "date": "2027-07-01",
        "mean_pct": 2.291050470470553,
        "lower95_pct": -2.230236706042255,
        "upper95_pct": 6.8123376469833605
      },
      {
        "date": "2027-08-01",
        "mean_pct": 2.291050470470553,
        "lower95_pct": -2.290437641118246,
        "upper95_pct": 6.872538582059352
      },
      {
        "date": "2027-09-01",
        "mean_pct": 2.291050470470553,
        "lower95_pct": -2.3498577273674353,
        "upper95_pct": 6.931958668308541
      },
      {
        "date": "2027-10-01",
        "mean_pct": 2.291050470470553,
        "lower95_pct": -2.4085265833599494,
        "upper95_pct": 6.990627524301056
      },
      {
        "date": "2027-11-01",
        "mean_pct": 2.291050470470553,
        "lower95_pct": -2.46647200125993,
        "upper95_pct": 7.0485729422010355
      },
      {
        "date": "2027-12-01",
        "mean_pct": 2.291050470470553,
        "lower95_pct": -2.5237201007146273,
        "upper95_pct": 7.105821041655734
      }
    ],
    "caveat": "Conditional on fixed exogenous paths/model. Not all-shock coverage; not annual inflation."
  }
}
