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Research brief · Featured project

Argentina Inflation Forecast Lab

How do statistical inflation forecasts compare with a benchmark?

Approach and data

Historical evaluation of time-series forecasting approaches, comparing a reference forecast with ARIMA and SARIMA models.

Documented evidence

Historical MAE: benchmark 0.307, ARIMA 0.442, SARIMA 0.463 percentage points.

Interpretation and limitations

These are historical evaluation errors, not current inflation forecasts. Performance is sample- and specification-dependent.

Transparency: Consult the full project and Spanish research brief for the exact data coverage, assumptions and supporting materials. This page is a translated research summary, not a new empirical analysis.

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