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 | 1.3408 | - | - | - | - | - | - | - |
37 | 1.3119 | - | - | - | - | - | - | - |
38 | 1.3014 | - | - | - | - | - | - | - |
39 | 1.3201 | - | - | - | - | - | - | - |
40 | 1.2938 | - | - | - | - | - | - | - |
41 | 1.2694 | - | - | - | - | - | - | - |
42 | 1.2165 | - | - | - | - | - | - | - |
43 | 1.2037 | - | - | - | - | - | - | - |
44 | 1.2292 | - | - | - | - | - | - | - |
45 | 1.2256 | - | - | - | - | - | - | - |
46 | 1.2015 | - | - | - | - | - | - | - |
47 | 1.1786 | - | - | - | - | - | - | - |
48 | 1.1856 | - | - | - | - | - | - | - |
49 | 1.2103 | 1.1879 | 1.1384 | 1.2374 | 0.1878 | 0.5367 | 0 | 0.5367 |
50 | 1.1938 | 1.1872 | 1.1025 | 1.2719 | 0.4392 | 0.2964 | 0.0041 | 0.5146 |
51 | 1.202 | 1.1887 | 1.0796 | 1.2978 | 0.4055 | 0.4635 | 0.0091 | 0.5222 |
52 | 1.2271 | 1.187 | 1.058 | 1.316 | 0.2712 | 0.4099 | 0.0523 | 0.5086 |
53 | 1.277 | 1.1853 | 1.0392 | 1.3315 | 0.1095 | 0.2877 | 0.1298 | 0.4986 |
54 | 1.265 | 1.1816 | 1.0201 | 1.3431 | 0.1557 | 0.1234 | 0.3359 | 0.4805 |
55 | 1.2684 | 1.1806 | 1.0051 | 1.3562 | 0.1635 | 0.173 | 0.3983 | 0.4778 |
56 | 1.2811 | 1.1824 | 0.9939 | 1.371 | 0.1525 | 0.1857 | 0.3134 | 0.4868 |
57 | 1.2727 | 1.1821 | 0.9815 | 1.3828 | 0.1882 | 0.1669 | 0.3356 | 0.4866 |
58 | 1.2611 | 1.1803 | 0.9682 | 1.3925 | 0.2278 | 0.1967 | 0.4225 | 0.4806 |
59 | 1.2881 | 1.1785 | 0.9555 | 1.4015 | 0.1677 | 0.2339 | 0.4996 | 0.475 |
60 | 1.3213 | 1.1788 | 0.9454 | 1.4121 | 0.1156 | 0.1792 | 0.4771 | 0.4771 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0213 | 0.0188 | 0.0016 | 5e-04 | 0 | 0.0065 |
50 | 0.0364 | 0.0056 | 5e-04 | 0 | 0 | 0.0019 |
51 | 0.0468 | 0.0112 | 9e-04 | 2e-04 | 0 | 0.0038 |
52 | 0.0554 | 0.0338 | 0.0028 | 0.0016 | 1e-04 | 0.0116 |
53 | 0.0629 | 0.0773 | 0.0064 | 0.0084 | 7e-04 | 0.0265 |
54 | 0.0697 | 0.0706 | 0.0059 | 0.007 | 6e-04 | 0.0241 |
55 | 0.0759 | 0.0744 | 0.0062 | 0.0077 | 6e-04 | 0.0253 |
56 | 0.0814 | 0.0835 | 0.007 | 0.0097 | 8e-04 | 0.0285 |
57 | 0.0866 | 0.0766 | 0.0064 | 0.0082 | 7e-04 | 0.0261 |
58 | 0.0917 | 0.0684 | 0.0057 | 0.0065 | 5e-04 | 0.0233 |
59 | 0.0965 | 0.093 | 0.0078 | 0.012 | 0.001 | 0.0316 |
60 | 0.101 | 0.1209 | 0.0101 | 0.0203 | 0.0017 | 0.0411 |