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[60]) |
48 | 1.57 | - | - | - | - | - | - | - |
49 | 1.58 | - | - | - | - | - | - | - |
50 | 1.59 | - | - | - | - | - | - | - |
51 | 1.6 | - | - | - | - | - | - | - |
52 | 1.6 | - | - | - | - | - | - | - |
53 | 1.61 | - | - | - | - | - | - | - |
54 | 1.61 | - | - | - | - | - | - | - |
55 | 1.62 | - | - | - | - | - | - | - |
56 | 1.61 | - | - | - | - | - | - | - |
57 | 1.6 | - | - | - | - | - | - | - |
58 | 1.6 | - | - | - | - | - | - | - |
59 | 1.6 | - | - | - | - | - | - | - |
60 | 1.61 | - | - | - | - | - | - | - |
61 | 1.62 | 1.6116 | 1.5953 | 1.6279 | 0.1557 | 0.5765 | 0.9999 | 0.5765 |
62 | 1.63 | 1.6183 | 1.5921 | 1.6445 | 0.1914 | 0.4503 | 0.9829 | 0.7333 |
63 | 1.63 | 1.6244 | 1.5885 | 1.6604 | 0.3811 | 0.3811 | 0.9086 | 0.7845 |
64 | 1.66 | 1.6234 | 1.5774 | 1.6694 | 0.0592 | 0.3886 | 0.8403 | 0.7155 |
65 | 1.66 | 1.6123 | 1.5579 | 1.6666 | 0.0426 | 0.0426 | 0.5324 | 0.5324 |
66 | 1.66 | 1.6085 | 1.5456 | 1.6715 | 0.0546 | 0.0546 | 0.4817 | 0.4817 |
67 | 1.65 | 1.6021 | 1.5318 | 1.6724 | 0.0907 | 0.0531 | 0.3087 | 0.4127 |
68 | 1.65 | 1.5998 | 1.5222 | 1.6774 | 0.1025 | 0.1025 | 0.3984 | 0.3984 |
69 | 1.64 | 1.5872 | 1.5031 | 1.6713 | 0.1093 | 0.0717 | 0.3828 | 0.2977 |
70 | 1.64 | 1.5931 | 1.5026 | 1.6836 | 0.1547 | 0.1547 | 0.4405 | 0.357 |
71 | 1.65 | 1.5982 | 1.5019 | 1.6945 | 0.1457 | 0.1973 | 0.4852 | 0.4049 |
72 | 1.64 | 1.6078 | 1.5058 | 1.7097 | 0.2677 | 0.2084 | 0.4828 | 0.4828 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0051 | 0.0052 | 4e-04 | 1e-04 | 0 | 0.0024 |
62 | 0.0083 | 0.0072 | 6e-04 | 1e-04 | 0 | 0.0034 |
63 | 0.0113 | 0.0034 | 3e-04 | 0 | 0 | 0.0016 |
64 | 0.0145 | 0.0226 | 0.0019 | 0.0013 | 1e-04 | 0.0106 |
65 | 0.0172 | 0.0296 | 0.0025 | 0.0023 | 2e-04 | 0.0138 |
66 | 0.02 | 0.032 | 0.0027 | 0.0026 | 2e-04 | 0.0149 |
67 | 0.0224 | 0.0299 | 0.0025 | 0.0023 | 2e-04 | 0.0138 |
68 | 0.0248 | 0.0314 | 0.0026 | 0.0025 | 2e-04 | 0.0145 |
69 | 0.027 | 0.0333 | 0.0028 | 0.0028 | 2e-04 | 0.0152 |
70 | 0.029 | 0.0294 | 0.0025 | 0.0022 | 2e-04 | 0.0135 |
71 | 0.0307 | 0.0324 | 0.0027 | 0.0027 | 2e-04 | 0.015 |
72 | 0.0324 | 0.0201 | 0.0017 | 0.001 | 1e-04 | 0.0093 |