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 | 123.4438 | 122.8011 | 124.0864 | 0.2671 | 0.4803 | 1 | 0.4803 |
50 | 123.86 | 124.0313 | 123.1368 | 124.9259 | 0.3537 | 0.9585 | 1 | 0.8947 |
51 | 124.28 | 124.3914 | 123.3018 | 125.4811 | 0.4206 | 0.8304 | 1 | 0.9531 |
52 | 124.78 | 125.6365 | 124.3817 | 126.8914 | 0.0905 | 0.9829 | 1 | 0.9997 |
53 | 125.19 | 125.6391 | 124.2385 | 127.0398 | 0.2648 | 0.8854 | 1 | 0.9989 |
54 | 125.46 | 125.7693 | 124.2366 | 127.3019 | 0.3462 | 0.7706 | 1 | 0.9984 |
55 | 127.6 | 127.5794 | 125.9253 | 129.2335 | 0.4903 | 0.994 | 1 | 1 |
56 | 127.8 | 127.9672 | 126.1999 | 129.7345 | 0.4264 | 0.6581 | 1 | 1 |
57 | 126.63 | 126.8999 | 125.0262 | 128.7735 | 0.3888 | 0.1732 | 0.9999 | 0.9998 |
58 | 127.06 | 127.2176 | 125.2433 | 129.1918 | 0.4378 | 0.7202 | 1 | 0.9999 |
59 | 126.77 | 126.8654 | 124.7954 | 128.9354 | 0.464 | 0.4269 | 0.9999 | 0.9994 |
60 | 127.05 | 127.3307 | 125.1692 | 129.4922 | 0.3995 | 0.6944 | 0.9998 | 0.9998 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0027 | -0.0017 | 1e-04 | 0.0415 | 0.0035 | 0.0588 |
50 | 0.0037 | -0.0014 | 1e-04 | 0.0294 | 0.0024 | 0.0495 |
51 | 0.0045 | -9e-04 | 1e-04 | 0.0124 | 0.001 | 0.0322 |
52 | 0.0051 | -0.0068 | 6e-04 | 0.7336 | 0.0611 | 0.2473 |
53 | 0.0057 | -0.0036 | 3e-04 | 0.2017 | 0.0168 | 0.1297 |
54 | 0.0062 | -0.0025 | 2e-04 | 0.0956 | 0.008 | 0.0893 |
55 | 0.0066 | 2e-04 | 0 | 4e-04 | 0 | 0.0059 |
56 | 0.007 | -0.0013 | 1e-04 | 0.028 | 0.0023 | 0.0483 |
57 | 0.0075 | -0.0021 | 2e-04 | 0.0728 | 0.0061 | 0.0779 |
58 | 0.0079 | -0.0012 | 1e-04 | 0.0248 | 0.0021 | 0.0455 |
59 | 0.0083 | -8e-04 | 1e-04 | 0.0091 | 8e-04 | 0.0275 |
60 | 0.0087 | -0.0022 | 2e-04 | 0.0788 | 0.0066 | 0.081 |