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 | 113.82 | - | - | - | - | - | - | - |
37 | 115.02 | - | - | - | - | - | - | - |
38 | 115.18 | - | - | - | - | - | - | - |
39 | 115.59 | - | - | - | - | - | - | - |
40 | 116.6 | - | - | - | - | - | - | - |
41 | 117.07 | - | - | - | - | - | - | - |
42 | 116.96 | - | - | - | - | - | - | - |
43 | 116.66 | - | - | - | - | - | - | - |
44 | 116.07 | - | - | - | - | - | - | - |
45 | 116.04 | - | - | - | - | - | - | - |
46 | 115.81 | - | - | - | - | - | - | - |
47 | 116.22 | - | - | - | - | - | - | - |
48 | 115.85 | - | - | - | - | - | - | - |
49 | 116.43 | 117.3033 | 115.8587 | 118.7442 | 0.1175 | 0.976 | 0.9991 | 0.976 |
50 | 117.39 | 117.6866 | 115.7328 | 119.634 | 0.3826 | 0.897 | 0.9942 | 0.9677 |
51 | 119.17 | 118.213 | 115.6084 | 120.8061 | 0.2347 | 0.733 | 0.9763 | 0.963 |
52 | 119.24 | 119.2993 | 116.3234 | 122.2605 | 0.4843 | 0.5341 | 0.963 | 0.9888 |
53 | 120.03 | 119.7906 | 116.5025 | 123.0608 | 0.443 | 0.6293 | 0.9485 | 0.9909 |
54 | 119.34 | 119.6832 | 116.2161 | 123.1303 | 0.4226 | 0.4218 | 0.9392 | 0.9854 |
55 | 118.49 | 119.3619 | 115.7728 | 122.9296 | 0.316 | 0.5048 | 0.9311 | 0.9732 |
56 | 118.59 | 118.7457 | 115.0918 | 122.3774 | 0.4665 | 0.5549 | 0.9256 | 0.941 |
57 | 117.5 | 118.6812 | 114.9935 | 122.3462 | 0.2638 | 0.5195 | 0.9211 | 0.935 |
58 | 117.56 | 118.4203 | 114.7178 | 122.0997 | 0.3234 | 0.688 | 0.9178 | 0.9145 |
59 | 118.25 | 118.7994 | 115.0952 | 122.4806 | 0.385 | 0.7453 | 0.9152 | 0.9418 |
60 | 118.01 | 118.4077 | 114.7022 | 122.0901 | 0.4162 | 0.5334 | 0.9133 | 0.9133 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0063 | -0.0074 | 6e-04 | 0.7626 | 0.0635 | 0.2521 |
50 | 0.0084 | -0.0025 | 2e-04 | 0.088 | 0.0073 | 0.0856 |
51 | 0.0112 | 0.0081 | 7e-04 | 0.9159 | 0.0763 | 0.2763 |
52 | 0.0127 | -5e-04 | 0 | 0.0035 | 3e-04 | 0.0171 |
53 | 0.0139 | 0.002 | 2e-04 | 0.0573 | 0.0048 | 0.0691 |
54 | 0.0147 | -0.0029 | 2e-04 | 0.1178 | 0.0098 | 0.0991 |
55 | 0.0152 | -0.0073 | 6e-04 | 0.7603 | 0.0634 | 0.2517 |
56 | 0.0156 | -0.0013 | 1e-04 | 0.0243 | 0.002 | 0.045 |
57 | 0.0158 | -0.01 | 8e-04 | 1.3953 | 0.1163 | 0.341 |
58 | 0.0159 | -0.0073 | 6e-04 | 0.7401 | 0.0617 | 0.2483 |
59 | 0.0158 | -0.0046 | 4e-04 | 0.3018 | 0.0251 | 0.1586 |
60 | 0.0159 | -0.0034 | 3e-04 | 0.1581 | 0.0132 | 0.1148 |