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 | 2.215 | - | - | - | - | - | - | - |
37 | 2.183 | - | - | - | - | - | - | - |
38 | 2.195 | - | - | - | - | - | - | - |
39 | 2.207 | - | - | - | - | - | - | - |
40 | 2.15 | - | - | - | - | - | - | - |
41 | 2.138 | - | - | - | - | - | - | - |
42 | 2.097 | - | - | - | - | - | - | - |
43 | 2.146 | - | - | - | - | - | - | - |
44 | 2.156 | - | - | - | - | - | - | - |
45 | 2.209 | - | - | - | - | - | - | - |
46 | 2.378 | - | - | - | - | - | - | - |
47 | 2.597 | - | - | - | - | - | - | - |
48 | 2.637 | - | - | - | - | - | - | - |
49 | 2.698 | 2.7372 | 2.5522 | 2.9223 | 0.3389 | 0.8558 | 1 | 0.8558 |
50 | 2.783 | 2.8186 | 2.541 | 3.0962 | 0.4007 | 0.8028 | 1 | 0.9002 |
51 | 2.985 | 2.8616 | 2.4876 | 3.2355 | 0.2588 | 0.6598 | 0.9997 | 0.8804 |
52 | 3.032 | 2.9125 | 2.4256 | 3.3994 | 0.3153 | 0.3852 | 0.9989 | 0.8663 |
53 | 3.09 | 2.9506 | 2.3596 | 3.5416 | 0.3219 | 0.3936 | 0.9965 | 0.8509 |
54 | 3.245 | 2.9783 | 2.2846 | 3.6721 | 0.2256 | 0.3762 | 0.9936 | 0.8326 |
55 | 3.333 | 3.0042 | 2.209 | 3.7994 | 0.2088 | 0.2764 | 0.9828 | 0.8173 |
56 | 3.445 | 3.024 | 2.1318 | 3.9161 | 0.1775 | 0.2486 | 0.9717 | 0.8024 |
57 | 3.567 | 3.0397 | 2.0537 | 4.0257 | 0.1473 | 0.2102 | 0.9507 | 0.7883 |
58 | 3.704 | 3.0531 | 1.9765 | 4.1297 | 0.118 | 0.1748 | 0.8905 | 0.7757 |
59 | 3.742 | 3.0637 | 1.9001 | 4.2273 | 0.1266 | 0.1404 | 0.7841 | 0.7639 |
60 | 3.853 | 3.0723 | 1.8249 | 4.3197 | 0.11 | 0.1463 | 0.753 | 0.753 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0345 | -0.0143 | 0.0012 | 0.0015 | 1e-04 | 0.0113 |
50 | 0.0502 | -0.0126 | 0.0011 | 0.0013 | 1e-04 | 0.0103 |
51 | 0.0667 | 0.0431 | 0.0036 | 0.0152 | 0.0013 | 0.0356 |
52 | 0.0853 | 0.041 | 0.0034 | 0.0143 | 0.0012 | 0.0345 |
53 | 0.1022 | 0.0472 | 0.0039 | 0.0194 | 0.0016 | 0.0402 |
54 | 0.1188 | 0.0895 | 0.0075 | 0.0711 | 0.0059 | 0.077 |
55 | 0.1351 | 0.1095 | 0.0091 | 0.1081 | 0.009 | 0.0949 |
56 | 0.1505 | 0.1392 | 0.0116 | 0.1773 | 0.0148 | 0.1215 |
57 | 0.1655 | 0.1735 | 0.0145 | 0.278 | 0.0232 | 0.1522 |
58 | 0.1799 | 0.2132 | 0.0178 | 0.4236 | 0.0353 | 0.1879 |
59 | 0.1938 | 0.2214 | 0.0184 | 0.4601 | 0.0383 | 0.1958 |
60 | 0.2072 | 0.2541 | 0.0212 | 0.6095 | 0.0508 | 0.2254 |