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 | 0.8924 | - | - | - | - | - | - | - |
37 | 0.8833 | - | - | - | - | - | - | - |
38 | 0.87 | - | - | - | - | - | - | - |
39 | 0.8758 | - | - | - | - | - | - | - |
40 | 0.8858 | - | - | - | - | - | - | - |
41 | 0.917 | - | - | - | - | - | - | - |
42 | 0.9554 | - | - | - | - | - | - | - |
43 | 0.9922 | - | - | - | - | - | - | - |
44 | 0.9778 | - | - | - | - | - | - | - |
45 | 0.9808 | - | - | - | - | - | - | - |
46 | 0.9811 | - | - | - | - | - | - | - |
47 | 1.0014 | - | - | - | - | - | - | - |
48 | 1.0183 | - | - | - | - | - | - | - |
49 | 1.0622 | 1.0963 | 1.0719 | 1.1207 | 0.0031 | 1 | 1 | 1 |
50 | 1.0773 | 1.0708 | 1.0339 | 1.1078 | 0.3655 | 0.6763 | 1 | 0.9973 |
51 | 1.0807 | 1.0802 | 1.0231 | 1.1373 | 0.4931 | 0.5397 | 1 | 0.9832 |
52 | 1.0848 | 1.0573 | 0.9841 | 1.1305 | 0.2306 | 0.2653 | 1 | 0.8518 |
53 | 1.1582 | 1.0254 | 0.9287 | 1.1221 | 0.0036 | 0.1144 | 0.986 | 0.5574 |
54 | 1.1663 | 1.0386 | 0.9214 | 1.1559 | 0.0164 | 0.0228 | 0.9179 | 0.633 |
55 | 1.1372 | 1.0483 | 0.9049 | 1.1917 | 0.1122 | 0.0534 | 0.7783 | 0.6591 |
56 | 1.1139 | 1.0714 | 0.9044 | 1.2385 | 0.3091 | 0.2202 | 0.864 | 0.7334 |
57 | 1.1222 | 1.085 | 0.8894 | 1.2806 | 0.3546 | 0.386 | 0.8518 | 0.748 |
58 | 1.1692 | 1.0923 | 0.8702 | 1.3144 | 0.2487 | 0.3959 | 0.8367 | 0.7431 |
59 | 1.1702 | 1.1026 | 0.8497 | 1.3554 | 0.3 | 0.3028 | 0.7835 | 0.7432 |
60 | 1.2286 | 1.1486 | 0.8668 | 1.4305 | 0.2891 | 0.4404 | 0.8176 | 0.8176 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0114 | -0.0311 | 0.0026 | 0.0012 | 1e-04 | 0.0099 |
50 | 0.0176 | 0.0061 | 5e-04 | 0 | 0 | 0.0019 |
51 | 0.027 | 5e-04 | 0 | 0 | 0 | 1e-04 |
52 | 0.0353 | 0.026 | 0.0022 | 8e-04 | 1e-04 | 0.0079 |
53 | 0.0481 | 0.1295 | 0.0108 | 0.0176 | 0.0015 | 0.0383 |
54 | 0.0576 | 0.1229 | 0.0102 | 0.0163 | 0.0014 | 0.0369 |
55 | 0.0698 | 0.0848 | 0.0071 | 0.0079 | 7e-04 | 0.0257 |
56 | 0.0796 | 0.0396 | 0.0033 | 0.0018 | 2e-04 | 0.0123 |
57 | 0.092 | 0.0343 | 0.0029 | 0.0014 | 1e-04 | 0.0107 |
58 | 0.1038 | 0.0704 | 0.0059 | 0.0059 | 5e-04 | 0.0222 |
59 | 0.117 | 0.0613 | 0.0051 | 0.0046 | 4e-04 | 0.0195 |
60 | 0.1252 | 0.0696 | 0.0058 | 0.0064 | 5e-04 | 0.0231 |