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[60]) |
48 | 110.14 | - | - | - | - | - | - | - |
49 | 110.14 | - | - | - | - | - | - | - |
50 | 110.81 | - | - | - | - | - | - | - |
51 | 110.97 | - | - | - | - | - | - | - |
52 | 110.99 | - | - | - | - | - | - | - |
53 | 109.73 | - | - | - | - | - | - | - |
54 | 109.81 | - | - | - | - | - | - | - |
55 | 110.02 | - | - | - | - | - | - | - |
56 | 110.18 | - | - | - | - | - | - | - |
57 | 110.21 | - | - | - | - | - | - | - |
58 | 110.25 | - | - | - | - | - | - | - |
59 | 110.36 | - | - | - | - | - | - | - |
60 | 110.51 | - | - | - | - | - | - | - |
61 | 110.64 | 110.5228 | 110.1152 | 110.9303 | 0.2865 | 0.5245 | 0.9672 | 0.5245 |
62 | 110.95 | 110.9311 | 110.3535 | 111.5087 | 0.4745 | 0.8384 | 0.6595 | 0.9235 |
63 | 111.18 | 111.0103 | 110.3024 | 111.7181 | 0.3192 | 0.5663 | 0.5444 | 0.917 |
64 | 111.19 | 111.0043 | 110.1866 | 111.822 | 0.3281 | 0.3368 | 0.5137 | 0.882 |
65 | 111.69 | 110.7127 | 109.7984 | 111.6271 | 0.0181 | 0.1532 | 0.9824 | 0.6681 |
66 | 111.7 | 110.769 | 109.7672 | 111.7708 | 0.0343 | 0.0358 | 0.9697 | 0.6938 |
67 | 111.83 | 110.8568 | 109.7746 | 111.9389 | 0.039 | 0.0634 | 0.9352 | 0.735 |
68 | 111.77 | 111.0969 | 109.9399 | 112.2538 | 0.1271 | 0.1071 | 0.9398 | 0.8399 |
69 | 111.73 | 111.1084 | 109.8812 | 112.3356 | 0.1604 | 0.1453 | 0.9243 | 0.8304 |
70 | 112.01 | 111.1132 | 109.8195 | 112.4068 | 0.0871 | 0.175 | 0.9045 | 0.8196 |
71 | 111.86 | 110.8797 | 109.5228 | 112.2365 | 0.0784 | 0.0513 | 0.7736 | 0.7033 |
72 | 112.04 | 110.9862 | 109.569 | 112.4035 | 0.0725 | 0.1134 | 0.7449 | 0.7449 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0019 | 0.0011 | 1e-04 | 0.0137 | 0.0011 | 0.0338 |
62 | 0.0027 | 2e-04 | 0 | 4e-04 | 0 | 0.0055 |
63 | 0.0033 | 0.0015 | 1e-04 | 0.0288 | 0.0024 | 0.049 |
64 | 0.0038 | 0.0017 | 1e-04 | 0.0345 | 0.0029 | 0.0536 |
65 | 0.0042 | 0.0088 | 7e-04 | 0.955 | 0.0796 | 0.2821 |
66 | 0.0046 | 0.0084 | 7e-04 | 0.8668 | 0.0722 | 0.2688 |
67 | 0.005 | 0.0088 | 7e-04 | 0.9471 | 0.0789 | 0.2809 |
68 | 0.0053 | 0.0061 | 5e-04 | 0.4531 | 0.0378 | 0.1943 |
69 | 0.0056 | 0.0056 | 5e-04 | 0.3864 | 0.0322 | 0.1794 |
70 | 0.0059 | 0.0081 | 7e-04 | 0.8043 | 0.067 | 0.2589 |
71 | 0.0062 | 0.0088 | 7e-04 | 0.961 | 0.0801 | 0.283 |
72 | 0.0065 | 0.0095 | 8e-04 | 1.1104 | 0.0925 | 0.3042 |