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 | 95.81 | - | - | - | - | - | - | - |
37 | 95.8 | - | - | - | - | - | - | - |
38 | 97.06 | - | - | - | - | - | - | - |
39 | 97.15 | - | - | - | - | - | - | - |
40 | 97.14 | - | - | - | - | - | - | - |
41 | 97.48 | - | - | - | - | - | - | - |
42 | 97.48 | - | - | - | - | - | - | - |
43 | 97.48 | - | - | - | - | - | - | - |
44 | 97.5 | - | - | - | - | - | - | - |
45 | 97.63 | - | - | - | - | - | - | - |
46 | 97.86 | - | - | - | - | - | - | - |
47 | 97.87 | - | - | - | - | - | - | - |
48 | 97.87 | - | - | - | - | - | - | - |
49 | 97.84 | 97.86 | 95.4522 | 100.2678 | 0.4935 | 0.4968 | 0.9532 | 0.4968 |
50 | 98.72 | 99.12 | 95.7148 | 102.5252 | 0.409 | 0.7694 | 0.8821 | 0.7641 |
51 | 100.49 | 99.21 | 95.0395 | 103.3805 | 0.2737 | 0.5911 | 0.8335 | 0.7356 |
52 | 100.54 | 99.2 | 94.3844 | 104.0156 | 0.2927 | 0.2998 | 0.7991 | 0.7059 |
53 | 100.54 | 99.54 | 94.156 | 104.924 | 0.3579 | 0.3579 | 0.7733 | 0.7284 |
54 | 100.54 | 99.54 | 93.6421 | 105.4379 | 0.3698 | 0.3698 | 0.7532 | 0.7105 |
55 | 100.55 | 99.54 | 93.1695 | 105.9105 | 0.378 | 0.3792 | 0.7369 | 0.6963 |
56 | 100.59 | 99.56 | 92.7497 | 106.3703 | 0.3835 | 0.3879 | 0.7234 | 0.6867 |
57 | 100.6 | 99.69 | 92.4665 | 106.9135 | 0.4025 | 0.4035 | 0.7119 | 0.6893 |
58 | 100.62 | 99.92 | 92.3058 | 107.5342 | 0.4285 | 0.4305 | 0.702 | 0.7011 |
59 | 100.68 | 99.93 | 91.9442 | 107.9158 | 0.427 | 0.4328 | 0.6934 | 0.6934 |
60 | 100.68 | 99.93 | 91.5891 | 108.2709 | 0.4301 | 0.4301 | 0.6858 | 0.6858 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0126 | -2e-04 | 0 | 4e-04 | 0 | 0.0058 |
50 | 0.0175 | -0.004 | 3e-04 | 0.16 | 0.0133 | 0.1155 |
51 | 0.0214 | 0.0129 | 0.0011 | 1.6384 | 0.1365 | 0.3695 |
52 | 0.0248 | 0.0135 | 0.0011 | 1.7956 | 0.1496 | 0.3868 |
53 | 0.0276 | 0.01 | 8e-04 | 1 | 0.0833 | 0.2887 |
54 | 0.0302 | 0.01 | 8e-04 | 1 | 0.0833 | 0.2887 |
55 | 0.0327 | 0.0101 | 8e-04 | 1.0201 | 0.085 | 0.2916 |
56 | 0.0349 | 0.0103 | 9e-04 | 1.0609 | 0.0884 | 0.2973 |
57 | 0.037 | 0.0091 | 8e-04 | 0.8281 | 0.069 | 0.2627 |
58 | 0.0389 | 0.007 | 6e-04 | 0.49 | 0.0408 | 0.2021 |
59 | 0.0408 | 0.0075 | 6e-04 | 0.5625 | 0.0469 | 0.2165 |
60 | 0.0426 | 0.0075 | 6e-04 | 0.5625 | 0.0469 | 0.2165 |