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[93]) |
81 | 100.51 | - | - | - | - | - | - | - |
82 | 101 | - | - | - | - | - | - | - |
83 | 100.88 | - | - | - | - | - | - | - |
84 | 100.55 | - | - | - | - | - | - | - |
85 | 100.83 | - | - | - | - | - | - | - |
86 | 101.51 | - | - | - | - | - | - | - |
87 | 102.16 | - | - | - | - | - | - | - |
88 | 102.39 | - | - | - | - | - | - | - |
89 | 102.54 | - | - | - | - | - | - | - |
90 | 102.85 | - | - | - | - | - | - | - |
91 | 103.47 | - | - | - | - | - | - | - |
92 | 103.57 | - | - | - | - | - | - | - |
93 | 103.69 | - | - | - | - | - | - | - |
94 | 103.5 | 103.6862 | 103.1736 | 104.2013 | 0.2394 | 0.4942 | 1 | 0.4942 |
95 | 103.47 | 103.744 | 103.0194 | 104.4736 | 0.2309 | 0.7439 | 1 | 0.5576 |
96 | 103.45 | 103.654 | 102.7681 | 104.5476 | 0.3272 | 0.6568 | 1 | 0.4686 |
97 | 103.48 | 103.9087 | 102.8838 | 104.9437 | 0.2085 | 0.8075 | 1 | 0.6606 |
98 | 103.93 | 104.283 | 103.1342 | 105.4446 | 0.2757 | 0.9123 | 1 | 0.8415 |
99 | 103.89 | 104.5247 | 103.2644 | 105.8004 | 0.1647 | 0.8196 | 0.9999 | 0.9002 |
100 | 104.4 | 104.7675 | 103.404 | 106.149 | 0.301 | 0.8934 | 0.9996 | 0.9368 |
101 | 104.79 | 104.9599 | 103.5005 | 106.44 | 0.411 | 0.7708 | 0.9993 | 0.9537 |
102 | 104.77 | 105.0368 | 103.4885 | 106.6082 | 0.3697 | 0.6209 | 0.9968 | 0.9535 |
103 | 105.13 | 105.2899 | 103.6547 | 106.9508 | 0.4252 | 0.7302 | 0.9841 | 0.9705 |
104 | 105.26 | 105.3176 | 103.603 | 107.0606 | 0.4742 | 0.5835 | 0.9753 | 0.9664 |
105 | 104.96 | 105.5081 | 103.7147 | 107.3325 | 0.278 | 0.6051 | 0.9746 | 0.9746 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
94 | 0.0025 | -0.0018 | 1e-04 | 0.0347 | 0.0029 | 0.0537 |
95 | 0.0036 | -0.0026 | 2e-04 | 0.0751 | 0.0063 | 0.0791 |
96 | 0.0044 | -0.002 | 2e-04 | 0.0416 | 0.0035 | 0.0589 |
97 | 0.0051 | -0.0041 | 3e-04 | 0.1837 | 0.0153 | 0.1237 |
98 | 0.0057 | -0.0034 | 3e-04 | 0.1246 | 0.0104 | 0.1019 |
99 | 0.0062 | -0.0061 | 5e-04 | 0.4028 | 0.0336 | 0.1832 |
100 | 0.0067 | -0.0035 | 3e-04 | 0.1351 | 0.0113 | 0.1061 |
101 | 0.0072 | -0.0016 | 1e-04 | 0.0289 | 0.0024 | 0.0491 |
102 | 0.0076 | -0.0025 | 2e-04 | 0.0712 | 0.0059 | 0.077 |
103 | 0.008 | -0.0015 | 1e-04 | 0.0256 | 0.0021 | 0.0462 |
104 | 0.0084 | -5e-04 | 0 | 0.0033 | 3e-04 | 0.0166 |
105 | 0.0088 | -0.0052 | 4e-04 | 0.3004 | 0.025 | 0.1582 |