About Analysis and Forecast of Consumer Price Index

The analysis of time series of consumer price index offers a many questions bear on elimination of impact outlying observations thus with forecast construction. From statistical point of view development of consumer price index is very complicated owing to administration steps which disturbs a stochastic structure of its behaviour. Is it possible in the circumstances construct stochastic forecast or at least to modify it? Was not more useful to construct the forecast not by default? The article offer one, not by default, way.