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 | 0.011798579 | - | - | - | - | - | - | - |
37 | 0.008997058 | - | - | - | - | - | - | - |
38 | 0.008803914 | - | - | - | - | - | - | - |
39 | 0.007974159 | - | - | - | - | - | - | - |
40 | 0.008460945 | - | - | - | - | - | - | - |
41 | 0.009917747 | - | - | - | - | - | - | - |
42 | 0.009604284 | - | - | - | - | - | - | - |
43 | 0.011028851 | - | - | - | - | - | - | - |
44 | 0.011162991 | - | - | - | - | - | - | - |
45 | 0.010420855 | - | - | - | - | - | - | - |
46 | 0.009897095 | - | - | - | - | - | - | - |
47 | 0.010715298 | - | - | - | - | - | - | - |
48 | 0.012461041 | - | - | - | - | - | - | - |
49 | 0.0088 | 0.0086 | 0.0076 | 0.0097 | 0.4169 | 0 | 0.2489 | 0 |
50 | 0.0094 | 0.009 | 0.0079 | 0.01 | 0.2165 | 0.6548 | 0.62 | 0 |
51 | 0.0088 | 0.0083 | 0.0072 | 0.0094 | 0.1591 | 0.026 | 0.7023 | 0 |
52 | 0.0092 | 0.0089 | 0.0078 | 0.01 | 0.2706 | 0.5277 | 0.7688 | 0 |
53 | 0.01 | 0.01 | 0.0089 | 0.0111 | 0.4819 | 0.9055 | 0.556 | 0 |
54 | 0.0091 | 0.0096 | 0.0085 | 0.0108 | 0.2154 | 0.2651 | 0.5016 | 0 |
55 | 0.011 | 0.0107 | 0.0095 | 0.0118 | 0.2693 | 0.9955 | 0.2748 | 0.0012 |
56 | 0.0108 | 0.0111 | 0.0099 | 0.0122 | 0.3521 | 0.5098 | 0.4255 | 0.0082 |
57 | 0.0106 | 0.0104 | 0.0092 | 0.0115 | 0.3702 | 0.2272 | 0.4797 | 2e-04 |
58 | 0.0106 | 0.0097 | 0.0085 | 0.0108 | 0.0681 | 0.0627 | 0.3594 | 0 |
59 | 0.0109 | 0.0109 | 0.0097 | 0.012 | 0.4694 | 0.6905 | 0.5924 | 0.0031 |
60 | 0.014 | 0.0119 | 0.0108 | 0.0131 | 2e-04 | 0.9634 | 0.1918 | 0.1918 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0599 | 0.0126 | 0.001 | 0 | 0 | 0 |
50 | 0.0591 | 0.0464 | 0.0039 | 0 | 0 | 1e-04 |
51 | 0.0687 | 0.0686 | 0.0057 | 0 | 0 | 2e-04 |
52 | 0.0647 | 0.0396 | 0.0033 | 0 | 0 | 1e-04 |
53 | 0.0582 | -0.0026 | 2e-04 | 0 | 0 | 0 |
54 | 0.0608 | -0.0479 | 0.004 | 0 | 0 | 1e-04 |
55 | 0.0549 | 0.0337 | 0.0028 | 0 | 0 | 1e-04 |
56 | 0.0531 | -0.0201 | 0.0017 | 0 | 0 | 1e-04 |
57 | 0.0565 | 0.0187 | 0.0016 | 0 | 0 | 1e-04 |
58 | 0.0606 | 0.0903 | 0.0075 | 0 | 0 | 3e-04 |
59 | 0.0541 | 0.0042 | 3e-04 | 0 | 0 | 0 |
60 | 0.0491 | 0.1727 | 0.0144 | 0 | 0 | 6e-04 |