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 | 97.733 | 95.4693 | 99.9967 | 0.4631 | 0.4528 | 0.9529 | 0.4528 |
50 | 98.72 | 98.9651 | 95.7758 | 102.1543 | 0.4401 | 0.7554 | 0.8792 | 0.7495 |
51 | 100.49 | 99.1684 | 95.1217 | 103.2151 | 0.2611 | 0.586 | 0.8359 | 0.7353 |
52 | 100.54 | 99.0958 | 94.1241 | 104.0675 | 0.2846 | 0.2913 | 0.7797 | 0.6855 |
53 | 100.54 | 99.3157 | 93.6476 | 104.9839 | 0.336 | 0.336 | 0.7372 | 0.6914 |
54 | 100.54 | 99.3883 | 93.2295 | 105.5471 | 0.357 | 0.357 | 0.7282 | 0.6855 |
55 | 100.55 | 99.5192 | 92.843 | 106.1953 | 0.3811 | 0.3822 | 0.7253 | 0.6859 |
56 | 100.59 | 99.4752 | 92.2229 | 106.7275 | 0.3816 | 0.3857 | 0.7033 | 0.6678 |
57 | 100.6 | 99.5388 | 91.8106 | 107.267 | 0.3939 | 0.3949 | 0.6858 | 0.6639 |
58 | 100.62 | 99.8151 | 91.7038 | 107.9264 | 0.4229 | 0.4248 | 0.6817 | 0.6808 |
59 | 100.68 | 99.8704 | 91.347 | 108.3938 | 0.4262 | 0.4316 | 0.6772 | 0.6772 |
60 | 100.68 | 99.812 | 90.8456 | 108.7784 | 0.4248 | 0.4248 | 0.6644 | 0.6644 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0118 | 0.0011 | 1e-04 | 0.0114 | 0.001 | 0.0309 |
50 | 0.0164 | -0.0025 | 2e-04 | 0.0601 | 0.005 | 0.0707 |
51 | 0.0208 | 0.0133 | 0.0011 | 1.7466 | 0.1456 | 0.3815 |
52 | 0.0256 | 0.0146 | 0.0012 | 2.0857 | 0.1738 | 0.4169 |
53 | 0.0291 | 0.0123 | 0.001 | 1.4988 | 0.1249 | 0.3534 |
54 | 0.0316 | 0.0116 | 0.001 | 1.3264 | 0.1105 | 0.3325 |
55 | 0.0342 | 0.0104 | 9e-04 | 1.0626 | 0.0886 | 0.2976 |
56 | 0.0372 | 0.0112 | 9e-04 | 1.2428 | 0.1036 | 0.3218 |
57 | 0.0396 | 0.0107 | 9e-04 | 1.1262 | 0.0939 | 0.3064 |
58 | 0.0415 | 0.0081 | 7e-04 | 0.6478 | 0.054 | 0.2323 |
59 | 0.0435 | 0.0081 | 7e-04 | 0.6554 | 0.0546 | 0.2337 |
60 | 0.0458 | 0.0087 | 7e-04 | 0.7534 | 0.0628 | 0.2506 |