Forecasts for CPI

Point forecasts for Consumer Price Index (CPI) are presented below :

	Point forecasts for CPI
Forecasting horizon	ARIMA	ARIMA(1,1)	ETS	TBATS	LASSO	RANGER
August	100,58	99,83	99,70	99,87	99,78	100,06
September	100,58	100,16	100,01	100,10	100,18	100,16
October	100,58	100,39	100,21	100,48	100,55	100,45
November	100,58	100,48	100,34	100,47	100,54	100,77
December	100,58	100,69	100,63	100,80	100,97	101,12
January	100,58	100,93	100,95	101,09	101,26	101,28

Mean Absolute Error (MAE) values are presented below:

	Mean absolute error (MAE)
Forecasting horizon	ARIMA	ARIMA(1,1)	ETS	TBATS	LASSO	RANGER
1 month	0,39	0,19	0,24	0,20	0,26	0,23
2 months	0,39	0,24	0,28	0,30	0,37	0,23
3 months	0,40	0,31	0,32	0,38	0,47	0,27
4 months	0,40	0,33	0,27	0,41	0,54	0,30
5 months	0,41	0,37	0,24	0,35	0,59	0,30
6 months	0,41	0,38	0,32	0,38	0,68	0,33

Link to download:

cpi_point_forecasts_010818_010119

cpi_mae_010818_010119

Have you spotted a typo?
Highlight it, click Ctrl+Enter and send us a message. Thank you for your help!
To be used only for spelling or punctuation mistakes.

Workgroup 'Centre for Macroeconomic Forecasting'

Forecasts for CPI