Univariate ARIMA Extrapolation Forecast | ||||||||
time | Y[t] | F[t] | 95% LB | 95% UB | p-value (H0: Y[t] = F[t]) | P(F[t]>Y[t-1]) | P(F[t]>Y[t-s]) | P(F[t]>Y[96]) |
84 | 100.55 | - | - | - | - | - | - | - |
85 | 100.83 | - | - | - | - | - | - | - |
86 | 101.51 | - | - | - | - | - | - | - |
87 | 102.16 | - | - | - | - | - | - | - |
88 | 102.39 | - | - | - | - | - | - | - |
89 | 102.54 | - | - | - | - | - | - | - |
90 | 102.85 | - | - | - | - | - | - | - |
91 | 103.47 | - | - | - | - | - | - | - |
92 | 103.57 | - | - | - | - | - | - | - |
93 | 103.69 | - | - | - | - | - | - | - |
94 | 103.5 | - | - | - | - | - | - | - |
95 | 103.47 | - | - | - | - | - | - | - |
96 | 103.45 | - | - | - | - | - | - | - |
97 | 103.48 | 103.6867 | 103.2159 | 104.1574 | 0.1948 | 0.8378 | 1 | 0.8378 |
98 | 103.93 | 104.0323 | 103.3674 | 104.6971 | 0.3815 | 0.9482 | 1 | 0.957 |
99 | 103.89 | 104.2556 | 103.4417 | 105.0696 | 0.1893 | 0.7835 | 1 | 0.9738 |
100 | 104.4 | 104.4808 | 103.5411 | 105.4204 | 0.4331 | 0.8911 | 1 | 0.9842 |
101 | 104.79 | 104.6601 | 103.6096 | 105.7105 | 0.4042 | 0.6862 | 1 | 0.988 |
102 | 104.77 | 104.7311 | 103.5805 | 105.8817 | 0.4736 | 0.46 | 0.9993 | 0.9855 |
103 | 105.13 | 104.965 | 103.7223 | 106.2078 | 0.3974 | 0.6208 | 0.9908 | 0.9916 |
104 | 105.26 | 104.9902 | 103.6617 | 106.3187 | 0.3453 | 0.4183 | 0.9819 | 0.9885 |
105 | 104.96 | 105.1677 | 103.7587 | 106.5768 | 0.3863 | 0.4489 | 0.9801 | 0.9916 |
106 | 104.75 | 105.1337 | 103.6485 | 106.6189 | 0.3063 | 0.5906 | 0.9845 | 0.9869 |
107 | 105.01 | 105.1733 | 103.6157 | 106.731 | 0.4186 | 0.7029 | 0.984 | 0.9849 |
108 | 105.15 | 105.1016 | 103.4747 | 106.7285 | 0.4768 | 0.5439 | 0.9767 | 0.9767 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
97 | 0.0023 | -0.002 | 2e-04 | 0.0427 | 0.0036 | 0.0597 |
98 | 0.0033 | -0.001 | 1e-04 | 0.0105 | 9e-04 | 0.0295 |
99 | 0.004 | -0.0035 | 3e-04 | 0.1337 | 0.0111 | 0.1055 |
100 | 0.0046 | -8e-04 | 1e-04 | 0.0065 | 5e-04 | 0.0233 |
101 | 0.0051 | 0.0012 | 1e-04 | 0.0169 | 0.0014 | 0.0375 |
102 | 0.0056 | 4e-04 | 0 | 0.0015 | 1e-04 | 0.0112 |
103 | 0.006 | 0.0016 | 1e-04 | 0.0272 | 0.0023 | 0.0476 |
104 | 0.0065 | 0.0026 | 2e-04 | 0.0728 | 0.0061 | 0.0779 |
105 | 0.0068 | -0.002 | 2e-04 | 0.0432 | 0.0036 | 0.06 |
106 | 0.0072 | -0.0036 | 3e-04 | 0.1472 | 0.0123 | 0.1108 |
107 | 0.0076 | -0.0016 | 1e-04 | 0.0267 | 0.0022 | 0.0471 |
108 | 0.0079 | 5e-04 | 0 | 0.0023 | 2e-04 | 0.014 |