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Data obtained from The St. Louis Federal Reserve Economic Databasehttps://fred.stlouisfed.org/series/FEDFUNDS
Most Recent Observation (December 2025): 3.72
Most Recent Observation (December 2025): 3.72
Model: ARIMA(1,1,1)(0,0,1)[12]
Coefficients:
Autoregressive 1
Estimate: 0.1194
Standard Error: 0.0803
Moving Average 1
Estimate: 0.3271
Standard Error: 0.0768
Seasonal Moving Average 1
Estimate: -0.1319
Standard Error: 0.0341
Residual Variance: 0.1895
Model Fit Metrics:
BIC: 1031.04
AICc: 1012.08
Forecast Values (Percent):
2026
Jan: 3.69
Feb: 3.68
Mar: 3.68
Apr: 3.68
May: 3.68
Jun: 3.68
Jul: 3.68
Aug: 3.68
Sep: 3.69
Oct: 3.72
Nov: 3.75
Dec: 3.77
2027
Jan: 3.78
Feb: 3.78
Mar: 3.78
Apr: 3.78
May: 3.78
Jun: 3.78
Jul: 3.78
Aug: 3.78
Sep: 3.78
Oct: 3.78
Nov: 3.78
Dec: 3.78
Model: ETS(M,N,N)
Coefficients:
Alpha (level): 0.9999
Level (l₀): 0.7844133
Residual Variance: 0.0217
Model Fit Metrics:
BIC: 4198.620
AICc: 4184.384
Forecast Values (Percent):
2026
Jan: 3.72
Feb: 3.72
Mar: 3.72
Apr: 3.72
May: 3.72
Jun: 3.72
Jul: 3.72
Aug: 3.72
Sep: 3.72
Oct: 3.72
Nov: 3.72
Dec: 3.72
2027
Jan: 3.72
Feb: 3.72
Mar: 3.72
Apr: 3.72
May: 3.72
Jun: 3.72
Jul: 3.72
Aug: 3.72
Sep: 3.72
Oct: 3.72
Nov: 3.72
Dec: 3.72
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