EXPERIMENTAL FORECAST

Annual Inflation

Experimental forecast — not an official BRH or IHSI projection.

Forecast evidence: Stronger
Available history
74
Minimum training history
36
Minimum history for validation
37
Backtest origins
12
Latest observed18.92026-06-30
Selected modelExponential Smoothingets_v1
Training observations74Backtest origins: 12
MASE0.508Meaningfully outperformed the naive baseline.
Annual Inflation: Observed / ForecastForecast begins
  • Observed
  • Forecast
  • 80% prediction interval
  • 95% prediction interval

Prediction interval unavailable for this model.

Forecast

Forecast values and prediction intervals

PeriodForecast80% low80% high95% low95% high
2026-0718.182

Validated Model Performance

Exponential Smoothing

Meaningfully outperformed the naive baseline.

MAE0.97

RMSE1.453

sMAPE3.784%

MASE0.508

Model comparison

Model comparison

Selected modelMAERMSEsMAPEMASESample
naive1.4921.8115.803%0.77812
seasonal_naive4.8255.45618.937%2.51912
drift1.471.8285.725%0.76712
autoreg1.0291.5164.012%0.5412
ets0.971.4533.784%0.50812
arima1.0621.4614.194%0.55512

Forecast details

Forecast details

Forecast accuracy can deteriorate sharply during structural breaks, policy changes, political disruptions, natural disasters, or other events absent from historical patterns.

View forecasting methodology →

Training period2020-05-012026-06-30

Generated atAug 27, 2026, 4:54 PM

Latest data period2026-06-30

Data vintageAug 26, 2026, 1:54 PM

Evaluation modelatest revision

Reproducibility hashb3f1cd8609d694bcda56e3f7a238e5782f5f149dfd04f8d701b3d9d9fcc50240

Experimental forecast — not an official BRH or IHSI projection.