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 | 0.74 | - | - | - | - | - | - | - |
37 | 0.74 | - | - | - | - | - | - | - |
38 | 0.73 | - | - | - | - | - | - | - |
39 | 0.76 | - | - | - | - | - | - | - |
40 | 0.8 | - | - | - | - | - | - | - |
41 | 0.83 | - | - | - | - | - | - | - |
42 | 0.81 | - | - | - | - | - | - | - |
43 | 0.83 | - | - | - | - | - | - | - |
44 | 0.88 | - | - | - | - | - | - | - |
45 | 0.89 | - | - | - | - | - | - | - |
46 | 0.93 | - | - | - | - | - | - | - |
47 | 0.91 | - | - | - | - | - | - | - |
48 | 0.9 | - | - | - | - | - | - | - |
49 | 0.86 | 0.9 | 0.8473 | 0.9574 | 0.086 | 0.5 | 1 | 0.5 |
50 | 0.88 | 0.9025 | 0.829 | 0.9855 | 0.2973 | 0.8424 | 1 | 0.5239 |
51 | 0.93 | 0.8951 | 0.8072 | 0.997 | 0.2509 | 0.6142 | 0.9953 | 0.4624 |
52 | 0.98 | 0.8859 | 0.7869 | 1.0032 | 0.058 | 0.2306 | 0.9243 | 0.4068 |
53 | 0.97 | 0.8795 | 0.7709 | 1.0107 | 0.0882 | 0.0666 | 0.77 | 0.3796 |
54 | 1.03 | 0.8837 | 0.765 | 1.0299 | 0.0249 | 0.1236 | 0.8385 | 0.4135 |
55 | 1.06 | 0.8795 | 0.7531 | 1.0377 | 0.0127 | 0.0311 | 0.73 | 0.3996 |
56 | 1.06 | 0.8696 | 0.7375 | 1.0374 | 0.0131 | 0.0131 | 0.4517 | 0.3613 |
57 | 1.08 | 0.8677 | 0.7289 | 1.0466 | 0.01 | 0.0176 | 0.4037 | 0.3619 |
58 | 1.09 | 0.8606 | 0.7168 | 1.0483 | 0.0083 | 0.011 | 0.2344 | 0.3405 |
59 | 1.04 | 0.8641 | 0.7134 | 1.0635 | 0.0419 | 0.0132 | 0.326 | 0.3622 |
60 | 1 | 0.8659 | 0.7089 | 1.0763 | 0.1058 | 0.0524 | 0.3754 | 0.3754 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0325 | -0.0444 | 0.0037 | 0.0016 | 1e-04 | 0.0115 |
50 | 0.0469 | -0.025 | 0.0021 | 5e-04 | 0 | 0.0065 |
51 | 0.0581 | 0.039 | 0.0033 | 0.0012 | 1e-04 | 0.0101 |
52 | 0.0676 | 0.1062 | 0.0089 | 0.0089 | 7e-04 | 0.0272 |
53 | 0.0761 | 0.1029 | 0.0086 | 0.0082 | 7e-04 | 0.0261 |
54 | 0.0844 | 0.1655 | 0.0138 | 0.0214 | 0.0018 | 0.0422 |
55 | 0.0918 | 0.2053 | 0.0171 | 0.0326 | 0.0027 | 0.0521 |
56 | 0.0984 | 0.2189 | 0.0182 | 0.0362 | 0.003 | 0.055 |
57 | 0.1051 | 0.2446 | 0.0204 | 0.0451 | 0.0038 | 0.0613 |
58 | 0.1112 | 0.2665 | 0.0222 | 0.0526 | 0.0044 | 0.0662 |
59 | 0.1177 | 0.2035 | 0.017 | 0.0309 | 0.0026 | 0.0508 |
60 | 0.1239 | 0.1548 | 0.0129 | 0.018 | 0.0015 | 0.0387 |