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[68]) |
56 | 100.1 | - | - | - | - | - | - | - |
57 | 99.8 | - | - | - | - | - | - | - |
58 | 101.6 | - | - | - | - | - | - | - |
59 | 101.7 | - | - | - | - | - | - | - |
60 | 101.9 | - | - | - | - | - | - | - |
61 | 100 | - | - | - | - | - | - | - |
62 | 102 | - | - | - | - | - | - | - |
63 | 102 | - | - | - | - | - | - | - |
64 | 102.9 | - | - | - | - | - | - | - |
65 | 102.7 | - | - | - | - | - | - | - |
66 | 102.7 | - | - | - | - | - | - | - |
67 | 102.7 | - | - | - | - | - | - | - |
68 | 102.7 | - | - | - | - | - | - | - |
69 | 102.6 | 103.2335 | 102.0738 | 104.3932 | 0.1422 | 0.8164 | 1 | 0.8164 |
70 | 102.6 | 103.9451 | 102.6097 | 105.2804 | 0.0242 | 0.9758 | 0.9997 | 0.9662 |
71 | 102.5 | 104.2093 | 102.7189 | 105.6998 | 0.0123 | 0.9828 | 0.9995 | 0.9764 |
72 | 102.5 | 104.1988 | 102.5679 | 105.8296 | 0.0206 | 0.9794 | 0.9971 | 0.9642 |
73 | 102.1 | 102.6802 | 100.9203 | 104.4401 | 0.2591 | 0.5795 | 0.9986 | 0.4912 |
74 | 103.5 | 103.3967 | 101.5168 | 105.2766 | 0.4571 | 0.9118 | 0.9273 | 0.7662 |
75 | 103.2 | 103.5701 | 101.5774 | 105.5628 | 0.3579 | 0.5275 | 0.9387 | 0.804 |
76 | 102.1 | 104.1795 | 102.0801 | 106.279 | 0.0261 | 0.8198 | 0.8839 | 0.9164 |
77 | 103.8 | 103.8537 | 101.6526 | 106.0547 | 0.4809 | 0.9408 | 0.8479 | 0.8479 |
78 | 104 | 103.6357 | 101.3375 | 105.9338 | 0.378 | 0.4443 | 0.7876 | 0.7876 |
79 | 103.9 | 103.7421 | 101.3508 | 106.1334 | 0.4485 | 0.4163 | 0.8035 | 0.8035 |
80 | 104.1 | 103.9362 | 101.4552 | 106.4171 | 0.4485 | 0.5114 | 0.8356 | 0.8356 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
69 | 0.0057 | -0.0061 | 5e-04 | 0.4013 | 0.0334 | 0.1829 |
70 | 0.0066 | -0.0129 | 0.0011 | 1.8092 | 0.1508 | 0.3883 |
71 | 0.0073 | -0.0164 | 0.0014 | 2.9219 | 0.2435 | 0.4934 |
72 | 0.008 | -0.0163 | 0.0014 | 2.8858 | 0.2405 | 0.4904 |
73 | 0.0087 | -0.0057 | 5e-04 | 0.3366 | 0.0281 | 0.1675 |
74 | 0.0093 | 0.001 | 1e-04 | 0.0107 | 9e-04 | 0.0298 |
75 | 0.0098 | -0.0036 | 3e-04 | 0.137 | 0.0114 | 0.1068 |
76 | 0.0103 | -0.02 | 0.0017 | 4.3245 | 0.3604 | 0.6003 |
77 | 0.0108 | -5e-04 | 0 | 0.0029 | 2e-04 | 0.0155 |
78 | 0.0113 | 0.0035 | 3e-04 | 0.1327 | 0.0111 | 0.1052 |
79 | 0.0118 | 0.0015 | 1e-04 | 0.0249 | 0.0021 | 0.0456 |
80 | 0.0122 | 0.0016 | 1e-04 | 0.0268 | 0.0022 | 0.0473 |