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 | 1.0979 | 1.0716 | 1.1248 | 0.0047 | 1 | 1 | 1 |
50 | 1.0773 | 1.0891 | 1.0522 | 1.1273 | 0.2725 | 0.9161 | 1 | 0.9999 |
51 | 1.0807 | 1.1025 | 1.0474 | 1.1605 | 0.231 | 0.8024 | 1 | 0.9978 |
52 | 1.0848 | 1.099 | 1.0332 | 1.1689 | 0.3458 | 0.6956 | 1 | 0.9881 |
53 | 1.1582 | 1.0669 | 0.9918 | 1.1477 | 0.0134 | 0.3321 | 0.9999 | 0.8809 |
54 | 1.1663 | 1.1095 | 1.024 | 1.2022 | 0.1148 | 0.1515 | 0.9994 | 0.9731 |
55 | 1.1372 | 1.1252 | 1.031 | 1.228 | 0.4096 | 0.2167 | 0.9944 | 0.9792 |
56 | 1.1139 | 1.1642 | 1.0609 | 1.2775 | 0.1922 | 0.6797 | 0.9994 | 0.9942 |
57 | 1.1222 | 1.1717 | 1.0611 | 1.2939 | 0.2135 | 0.8232 | 0.9989 | 0.9931 |
58 | 1.1692 | 1.1847 | 1.0659 | 1.3167 | 0.4091 | 0.8232 | 0.9987 | 0.9933 |
59 | 1.1702 | 1.1937 | 1.0651 | 1.338 | 0.3745 | 0.6306 | 0.9955 | 0.9914 |
60 | 1.2286 | 1.2732 | 1.1247 | 1.4412 | 0.3016 | 0.8851 | 0.9985 | 0.9985 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0125 | -0.0325 | 0.0027 | 0.0013 | 1e-04 | 0.0103 |
50 | 0.0179 | -0.0108 | 9e-04 | 1e-04 | 0 | 0.0034 |
51 | 0.0268 | -0.0197 | 0.0016 | 5e-04 | 0 | 0.0063 |
52 | 0.0325 | -0.0129 | 0.0011 | 2e-04 | 0 | 0.0041 |
53 | 0.0386 | 0.0856 | 0.0071 | 0.0083 | 7e-04 | 0.0264 |
54 | 0.0426 | 0.0512 | 0.0043 | 0.0032 | 3e-04 | 0.0164 |
55 | 0.0466 | 0.0107 | 9e-04 | 1e-04 | 0 | 0.0035 |
56 | 0.0497 | -0.0432 | 0.0036 | 0.0025 | 2e-04 | 0.0145 |
57 | 0.0532 | -0.0423 | 0.0035 | 0.0025 | 2e-04 | 0.0143 |
58 | 0.0568 | -0.0131 | 0.0011 | 2e-04 | 0 | 0.0045 |
59 | 0.0616 | -0.0197 | 0.0016 | 6e-04 | 0 | 0.0068 |
60 | 0.0674 | -0.035 | 0.0029 | 0.002 | 2e-04 | 0.0129 |