Consumer Price Index

Data obtained from The St. Louis Federal Reserve Economic Databasehttps://fred.stlouisfed.org/series/CPIAUCSL

Most Recent Observation (August 2025): 323.364

Model: ARIMA(0,2,3)(0,0,2)[12]

Coefficients:

Moving Average 1
- - Estimate: -0.4367
  - Standard Error: 0.0334
Moving Average 2
- - Estimate: -0.3916
  - Standard Error: 0.0331
Moving Average 3
- - Estimate: -0.0549
  - Standard Error: 0.0352
Seasonal Moving Average 1
- - Estimate: -0.1210
  - Standard Error: 0.0334
Seasonal Moving Average 2
- - Estimate: -0.0651
  - Standard Error: 0.0320

Residual Variance: 0.1352

Model Fit Metrics:

BIC: 826.06
AICc: 797.06

Forecast Values (Index 1982-1984 = 100):

2025
- - Sep: 324
  - Oct: 325
  - Nov: 326
  - Dec: 327
2026
- - Jan: 328
  - Feb: 329
  - Mar: 329
  - Apr: 330
  - May: 331
  - Jun: 332
  - Jul: 333
  - Aug: 334
  - Sep: 335
  - Oct: 335
  - Nov: 336
  - Dec: 337
2027
- - Jan: 338
  - Feb: 339
  - Mar: 340
  - Apr: 340
  - May: 341
  - Jun: 342
  - Jul: 343
  - Aug: 344
  - Sep: 345
  - Oct: 346
  - Nov: 346
  - Dec: 347

Model: ETS(M,Ad,N)

Coefficients:

Alpha (level): 0.9999
Beta (trend): 0.2839957
Phi (damping parameter): 0.979999
Level (l₀): 21.31322
Trend (b₀): 0.1721149

Residual Variance: 0

Model Fit Metrics:

BIC: 3837.218
AICc: 3808.207

Forecast Values (Index 1982-1984 = 100):

2025
- - Sep: 324
  - Oct: 325
  - Nov: 326
  - Dec: 326
2026
- - Jan: 327
  - Feb: 328
  - Mar: 328
  - Apr: 329
  - May: 330
  - Jun: 330
  - Jul: 331
  - Aug: 332
  - Sep: 332
  - Oct: 333
  - Nov: 333
  - Dec: 334
2027
- - Jan: 334
  - Feb: 335
  - Mar: 335
  - Apr: 336
  - May: 337
  - Jun: 337
  - Jul: 337
  - Aug: 338
  - Sep: 338
  - Oct: 339
  - Nov: 339
  - Dec: 340E

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