Consumer Price Index

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

Most Recent Observation (December 2025): 326.030

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

Coefficients:

Moving Average 1
- - Estimate: -0.4372
  - Standard Error: 0.0334
Moving Average 2
- - Estimate: -0.3944
  - Standard Error: 0.0328
Moving Average 3
- - Estimate: -0.0507
  - Standard Error: 0.0352
Seasonal Moving Average 1
- - Estimate: -0.1204
  - Standard Error: 0.0334
Seasonal Moving Average 2
- - Estimate: -0.0631
  - Standard Error: 0.0321

Residual Variance: 0.1351

Model Fit Metrics:

BIC: 830.6
AICc: 801.58

Forecast Values (Index 1982-1984 = 100):

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

Model: ETS(M,Ad,N)

Coefficients:

Alpha (level): 0.9999
Beta (trend): 0.2840139
Phi (damping parameter): 0.9799982
Level (l₀): 21.31806
Trend (b₀): 0.1736855

Residual Variance: 0

Model Fit Metrics:

BIC: 3864.531
AICc: 3835.494

(Note: October 2025 observation interpolated to address missing value)

Forecast Values (Index 1982-1984 = 100):

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

Google Sites

Report abuse