Martin Chanza

Forecasting South Africa’s Consumer Price Index Using Seasonal ARIMA, LSTM, Support Vector Regression, and Gradient Boosting Models

Accurate forecasting of the Consumer Price Index (CPI) is essential for effective monetary policy, inflation targeting, and macroeconomic planning. This study evaluates the forecasting performance of a traditional statistical model, Seasonal Autoregressive Integrated Moving Average with exogenous variables (SARIMAX), a...