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 | 0.53 | - | - | - | - | - | - | - |
49 | 0.53 | - | - | - | - | - | - | - |
50 | 0.54 | - | - | - | - | - | - | - |
51 | 0.55 | - | - | - | - | - | - | - |
52 | 0.55 | - | - | - | - | - | - | - |
53 | 0.55 | - | - | - | - | - | - | - |
54 | 0.55 | - | - | - | - | - | - | - |
55 | 0.55 | - | - | - | - | - | - | - |
56 | 0.55 | - | - | - | - | - | - | - |
57 | 0.55 | - | - | - | - | - | - | - |
58 | 0.55 | - | - | - | - | - | - | - |
59 | 0.56 | - | - | - | - | - | - | - |
60 | 0.56 | - | - | - | - | - | - | - |
61 | 0.56 | 0.5587 | 0.5502 | 0.5672 | 0.38 | 0.38 | 1 | 0.38 |
62 | 0.56 | 0.5604 | 0.5486 | 0.5721 | 0.4745 | 0.5255 | 0.9997 | 0.5255 |
63 | 0.56 | 0.5597 | 0.5461 | 0.5733 | 0.4827 | 0.4827 | 0.9187 | 0.4827 |
64 | 0.55 | 0.5589 | 0.5423 | 0.5755 | 0.1471 | 0.4482 | 0.8529 | 0.4482 |
65 | 0.56 | 0.5597 | 0.5404 | 0.5789 | 0.4864 | 0.8377 | 0.8377 | 0.4864 |
66 | 0.55 | 0.5599 | 0.5387 | 0.5811 | 0.1802 | 0.4957 | 0.8198 | 0.4957 |
67 | 0.55 | 0.5595 | 0.5362 | 0.5828 | 0.2114 | 0.7886 | 0.7886 | 0.4839 |
68 | 0.56 | 0.5597 | 0.5344 | 0.585 | 0.4914 | 0.7745 | 0.7745 | 0.4914 |
69 | 0.55 | 0.5584 | 0.5314 | 0.5854 | 0.2704 | 0.4545 | 0.7296 | 0.4545 |
70 | 0.55 | 0.5583 | 0.5296 | 0.587 | 0.2857 | 0.7143 | 0.7143 | 0.4533 |
71 | 0.55 | 0.5574 | 0.5271 | 0.5877 | 0.3166 | 0.6834 | 0.4329 | 0.4329 |
72 | 0.55 | 0.5574 | 0.5256 | 0.5893 | 0.3233 | 0.6767 | 0.4375 | 0.4375 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0078 | 0.0024 | 2e-04 | 0 | 0 | 4e-04 |
62 | 0.0107 | -7e-04 | 1e-04 | 0 | 0 | 1e-04 |
63 | 0.0124 | 5e-04 | 0 | 0 | 0 | 1e-04 |
64 | 0.0152 | -0.0159 | 0.0013 | 1e-04 | 0 | 0.0026 |
65 | 0.0175 | 6e-04 | 0 | 0 | 0 | 1e-04 |
66 | 0.0193 | -0.0177 | 0.0015 | 1e-04 | 0 | 0.0029 |
67 | 0.0212 | -0.017 | 0.0014 | 1e-04 | 0 | 0.0027 |
68 | 0.023 | 5e-04 | 0 | 0 | 0 | 1e-04 |
69 | 0.0247 | -0.0151 | 0.0013 | 1e-04 | 0 | 0.0024 |
70 | 0.0262 | -0.0148 | 0.0012 | 1e-04 | 0 | 0.0024 |
71 | 0.0278 | -0.0132 | 0.0011 | 1e-04 | 0 | 0.0021 |
72 | 0.0291 | -0.0134 | 0.0011 | 1e-04 | 0 | 0.0021 |