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[61]) |
49 | 99.9 | - | - | - | - | - | - | - |
50 | 99.9 | - | - | - | - | - | - | - |
51 | 100.2 | - | - | - | - | - | - | - |
52 | 99.7 | - | - | - | - | - | - | - |
53 | 100.4 | - | - | - | - | - | - | - |
54 | 100.9 | - | - | - | - | - | - | - |
55 | 101.3 | - | - | - | - | - | - | - |
56 | 101.4 | - | - | - | - | - | - | - |
57 | 101.3 | - | - | - | - | - | - | - |
58 | 100.9 | - | - | - | - | - | - | - |
59 | 100.9 | - | - | - | - | - | - | - |
60 | 100.9 | - | - | - | - | - | - | - |
61 | 101.1 | - | - | - | - | - | - | - |
62 | 101.1 | 101.1257 | 100.1862 | 102.0652 | 0.4786 | 0.5214 | 0.9947 | 0.5214 |
63 | 101.3 | 101.1475 | 99.7281 | 102.567 | 0.4166 | 0.5262 | 0.9046 | 0.5262 |
64 | 101.8 | 101.1172 | 99.3333 | 102.9012 | 0.2266 | 0.4204 | 0.9403 | 0.5076 |
65 | 102.9 | 101.1604 | 99.0736 | 103.2471 | 0.0511 | 0.274 | 0.7624 | 0.5226 |
66 | 103.2 | 101.1911 | 98.8401 | 103.5422 | 0.047 | 0.0771 | 0.5959 | 0.5303 |
67 | 103.3 | 101.2157 | 98.6272 | 103.8042 | 0.0573 | 0.0665 | 0.4746 | 0.5349 |
68 | 104.5 | 101.2219 | 98.4159 | 104.0278 | 0.011 | 0.0733 | 0.4505 | 0.5339 |
69 | 105 | 101.2157 | 98.208 | 104.2234 | 0.0068 | 0.0162 | 0.4781 | 0.5301 |
70 | 104.9 | 101.1911 | 97.9943 | 104.3879 | 0.0115 | 0.0098 | 0.5708 | 0.5223 |
71 | 104.9 | 101.1911 | 97.8159 | 104.5663 | 0.0156 | 0.0156 | 0.5671 | 0.5211 |
72 | 105.4 | 101.1911 | 97.6464 | 104.7358 | 0.01 | 0.0201 | 0.5639 | 0.5201 |
73 | 106 | 101.2034 | 97.4969 | 104.9099 | 0.0056 | 0.0132 | 0.5218 | 0.5218 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
62 | 0.0047 | -3e-04 | 0 | 7e-04 | 1e-04 | 0.0074 |
63 | 0.0072 | 0.0015 | 1e-04 | 0.0232 | 0.0019 | 0.044 |
64 | 0.009 | 0.0068 | 6e-04 | 0.4662 | 0.0388 | 0.1971 |
65 | 0.0105 | 0.0172 | 0.0014 | 3.0264 | 0.2522 | 0.5022 |
66 | 0.0119 | 0.0199 | 0.0017 | 4.0357 | 0.3363 | 0.5799 |
67 | 0.013 | 0.0206 | 0.0017 | 4.3443 | 0.362 | 0.6017 |
68 | 0.0141 | 0.0324 | 0.0027 | 10.7463 | 0.8955 | 0.9463 |
69 | 0.0152 | 0.0374 | 0.0031 | 14.3209 | 1.1934 | 1.0924 |
70 | 0.0161 | 0.0367 | 0.0031 | 13.7559 | 1.1463 | 1.0707 |
71 | 0.017 | 0.0367 | 0.0031 | 13.7559 | 1.1463 | 1.0707 |
72 | 0.0179 | 0.0416 | 0.0035 | 17.7148 | 1.4762 | 1.215 |
73 | 0.0187 | 0.0474 | 0.0039 | 23.0073 | 1.9173 | 1.3847 |