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 | 1.2286 | - | - | - | - | - | - | - |
37 | 1.2613 | - | - | - | - | - | - | - |
38 | 1.2646 | - | - | - | - | - | - | - |
39 | 1.2262 | - | - | - | - | - | - | - |
40 | 1.1985 | - | - | - | - | - | - | - |
41 | 1.2007 | - | - | - | - | - | - | - |
42 | 1.2138 | - | - | - | - | - | - | - |
43 | 1.2266 | - | - | - | - | - | - | - |
44 | 1.2176 | - | - | - | - | - | - | - |
45 | 1.2218 | - | - | - | - | - | - | - |
46 | 1.249 | - | - | - | - | - | - | - |
47 | 1.2991 | - | - | - | - | - | - | - |
48 | 1.3408 | - | - | - | - | - | - | - |
49 | 1.3119 | 1.3511 | 1.305 | 1.3971 | 0.0477 | 0.6691 | 0.9999 | 0.6691 |
50 | 1.3014 | 1.3511 | 1.2715 | 1.4307 | 0.1106 | 0.8327 | 0.9834 | 0.5999 |
51 | 1.3201 | 1.3511 | 1.2484 | 1.4538 | 0.2772 | 0.8284 | 0.9914 | 0.5778 |
52 | 1.2938 | 1.3511 | 1.2296 | 1.4726 | 0.1778 | 0.6914 | 0.9931 | 0.5659 |
53 | 1.2694 | 1.3511 | 1.2133 | 1.4889 | 0.1226 | 0.7924 | 0.9838 | 0.5581 |
54 | 1.2165 | 1.3511 | 1.1988 | 1.5034 | 0.0416 | 0.8534 | 0.9614 | 0.5526 |
55 | 1.2037 | 1.3511 | 1.1855 | 1.5166 | 0.0405 | 0.9444 | 0.9297 | 0.5484 |
56 | 1.2292 | 1.3511 | 1.1732 | 1.5289 | 0.0896 | 0.9479 | 0.9294 | 0.5451 |
57 | 1.2256 | 1.3511 | 1.1618 | 1.5404 | 0.097 | 0.8965 | 0.9096 | 0.5424 |
58 | 1.2015 | 1.3511 | 1.1509 | 1.5512 | 0.0715 | 0.8904 | 0.8413 | 0.5401 |
59 | 1.1786 | 1.3511 | 1.1407 | 1.5615 | 0.0541 | 0.9183 | 0.6859 | 0.5381 |
60 | 1.1856 | 1.3511 | 1.1309 | 1.5713 | 0.0704 | 0.9376 | 0.5365 | 0.5365 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0174 | -0.029 | 0.0024 | 0.0015 | 1e-04 | 0.0113 |
50 | 0.0301 | -0.0368 | 0.0031 | 0.0025 | 2e-04 | 0.0143 |
51 | 0.0388 | -0.0229 | 0.0019 | 0.001 | 1e-04 | 0.0089 |
52 | 0.0459 | -0.0424 | 0.0035 | 0.0033 | 3e-04 | 0.0165 |
53 | 0.052 | -0.0605 | 0.005 | 0.0067 | 6e-04 | 0.0236 |
54 | 0.0575 | -0.0996 | 0.0083 | 0.0181 | 0.0015 | 0.0389 |
55 | 0.0625 | -0.1091 | 0.0091 | 0.0217 | 0.0018 | 0.0425 |
56 | 0.0672 | -0.0902 | 0.0075 | 0.0149 | 0.0012 | 0.0352 |
57 | 0.0715 | -0.0929 | 0.0077 | 0.0157 | 0.0013 | 0.0362 |
58 | 0.0756 | -0.1107 | 0.0092 | 0.0224 | 0.0019 | 0.0432 |
59 | 0.0795 | -0.1277 | 0.0106 | 0.0297 | 0.0025 | 0.0498 |
60 | 0.0832 | -0.1225 | 0.0102 | 0.0274 | 0.0023 | 0.0478 |