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 | 107.28 | - | - | - | - | - | - | - |
37 | 107.3 | - | - | - | - | - | - | - |
38 | 107.31 | - | - | - | - | - | - | - |
39 | 107.47 | - | - | - | - | - | - | - |
40 | 107.35 | - | - | - | - | - | - | - |
41 | 107.31 | - | - | - | - | - | - | - |
42 | 107.32 | - | - | - | - | - | - | - |
43 | 107.32 | - | - | - | - | - | - | - |
44 | 107.34 | - | - | - | - | - | - | - |
45 | 107.53 | - | - | - | - | - | - | - |
46 | 107.72 | - | - | - | - | - | - | - |
47 | 107.75 | - | - | - | - | - | - | - |
48 | 107.79 | - | - | - | - | - | - | - |
49 | 107.81 | 107.8028 | 107.6984 | 107.9072 | 0.4463 | 0.5949 | 1 | 0.5949 |
50 | 107.9 | 107.7997 | 107.6164 | 107.9831 | 0.1419 | 0.4563 | 1 | 0.5415 |
51 | 107.8 | 107.8191 | 107.5658 | 108.0725 | 0.4411 | 0.2658 | 0.9965 | 0.5892 |
52 | 107.86 | 107.8088 | 107.4941 | 108.1235 | 0.3749 | 0.5218 | 0.9979 | 0.5465 |
53 | 107.8 | 107.7897 | 107.4208 | 108.1587 | 0.4782 | 0.3545 | 0.9946 | 0.4994 |
54 | 107.74 | 107.8127 | 107.3952 | 108.2301 | 0.3665 | 0.5237 | 0.9896 | 0.5424 |
55 | 107.75 | 107.81 | 107.3485 | 108.2715 | 0.3994 | 0.6169 | 0.9813 | 0.5339 |
56 | 107.83 | 107.8275 | 107.3255 | 108.3295 | 0.4961 | 0.6189 | 0.9715 | 0.5582 |
57 | 107.8 | 108.0604 | 107.5207 | 108.6 | 0.1722 | 0.7986 | 0.973 | 0.8369 |
58 | 107.81 | 108.1721 | 107.5972 | 108.7471 | 0.1085 | 0.8977 | 0.9384 | 0.9037 |
59 | 107.86 | 108.2517 | 107.6432 | 108.8601 | 0.1035 | 0.9226 | 0.947 | 0.9315 |
60 | 107.83 | 108.2772 | 107.6367 | 108.9177 | 0.0856 | 0.8992 | 0.932 | 0.932 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 5e-04 | 1e-04 | 0 | 1e-04 | 0 | 0.0021 |
50 | 9e-04 | 9e-04 | 1e-04 | 0.0101 | 8e-04 | 0.0289 |
51 | 0.0012 | -2e-04 | 0 | 4e-04 | 0 | 0.0055 |
52 | 0.0015 | 5e-04 | 0 | 0.0026 | 2e-04 | 0.0148 |
53 | 0.0017 | 1e-04 | 0 | 1e-04 | 0 | 0.003 |
54 | 0.002 | -7e-04 | 1e-04 | 0.0053 | 4e-04 | 0.021 |
55 | 0.0022 | -6e-04 | 0 | 0.0036 | 3e-04 | 0.0173 |
56 | 0.0024 | 0 | 0 | 0 | 0 | 7e-04 |
57 | 0.0025 | -0.0024 | 2e-04 | 0.0678 | 0.0056 | 0.0752 |
58 | 0.0027 | -0.0033 | 3e-04 | 0.1311 | 0.0109 | 0.1045 |
59 | 0.0029 | -0.0036 | 3e-04 | 0.1534 | 0.0128 | 0.1131 |
60 | 0.003 | -0.0041 | 3e-04 | 0.2 | 0.0167 | 0.1291 |