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[48]) |
36 | 120.15 | - | - | - | - | - | - | - |
37 | 119.8 | - | - | - | - | - | - | - |
38 | 120.27 | - | - | - | - | - | - | - |
39 | 120.71 | - | - | - | - | - | - | - |
40 | 121.87 | - | - | - | - | - | - | - |
41 | 121.87 | - | - | - | - | - | - | - |
42 | 121.92 | - | - | - | - | - | - | - |
43 | 123.72 | - | - | - | - | - | - | - |
44 | 124.38 | - | - | - | - | - | - | - |
45 | 123.21 | - | - | - | - | - | - | - |
46 | 123.17 | - | - | - | - | - | - | - |
47 | 122.95 | - | - | - | - | - | - | - |
48 | 123.46 | - | - | - | - | - | - | - |
49 | 123.24 | 123.4608 | 122.8378 | 124.0838 | 0.2436 | 0.501 | 1 | 0.501 |
50 | 123.86 | 124.0484 | 123.2839 | 124.8128 | 0.3146 | 0.9809 | 1 | 0.9343 |
51 | 124.28 | 124.4084 | 123.5249 | 125.292 | 0.3879 | 0.8881 | 1 | 0.9823 |
52 | 124.78 | 125.6535 | 124.6651 | 126.6419 | 0.0416 | 0.9968 | 1 | 1 |
53 | 125.19 | 125.656 | 124.5728 | 126.7392 | 0.1995 | 0.9435 | 1 | 1 |
54 | 125.46 | 125.786 | 124.6158 | 126.9563 | 0.2925 | 0.8409 | 1 | 1 |
55 | 127.6 | 127.596 | 126.3447 | 128.8474 | 0.4975 | 0.9996 | 1 | 1 |
56 | 127.8 | 127.9838 | 126.6564 | 129.3113 | 0.393 | 0.7146 | 1 | 1 |
57 | 126.63 | 126.9164 | 125.517 | 128.3158 | 0.3442 | 0.1079 | 1 | 1 |
58 | 127.06 | 127.2338 | 125.766 | 128.7017 | 0.4082 | 0.79 | 1 | 1 |
59 | 126.77 | 126.8815 | 125.3483 | 128.4148 | 0.4433 | 0.4098 | 1 | 1 |
60 | 127.05 | 127.3467 | 125.7507 | 128.9427 | 0.3578 | 0.7606 | 1 | 1 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0026 | -0.0018 | 1e-04 | 0.0488 | 0.0041 | 0.0637 |
50 | 0.0031 | -0.0015 | 1e-04 | 0.0355 | 0.003 | 0.0544 |
51 | 0.0036 | -0.001 | 1e-04 | 0.0165 | 0.0014 | 0.0371 |
52 | 0.004 | -0.007 | 6e-04 | 0.763 | 0.0636 | 0.2522 |
53 | 0.0044 | -0.0037 | 3e-04 | 0.2172 | 0.0181 | 0.1345 |
54 | 0.0047 | -0.0026 | 2e-04 | 0.1063 | 0.0089 | 0.0941 |
55 | 0.005 | 0 | 0 | 0 | 0 | 0.0011 |
56 | 0.0053 | -0.0014 | 1e-04 | 0.0338 | 0.0028 | 0.0531 |
57 | 0.0056 | -0.0023 | 2e-04 | 0.082 | 0.0068 | 0.0827 |
58 | 0.0059 | -0.0014 | 1e-04 | 0.0302 | 0.0025 | 0.0502 |
59 | 0.0062 | -9e-04 | 1e-04 | 0.0124 | 0.001 | 0.0322 |
60 | 0.0064 | -0.0023 | 2e-04 | 0.088 | 0.0073 | 0.0857 |