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 | 110.14 | - | - | - | - | - | - | - |
49 | 110.14 | - | - | - | - | - | - | - |
50 | 110.81 | - | - | - | - | - | - | - |
51 | 110.97 | - | - | - | - | - | - | - |
52 | 110.99 | - | - | - | - | - | - | - |
53 | 109.73 | - | - | - | - | - | - | - |
54 | 109.81 | - | - | - | - | - | - | - |
55 | 110.02 | - | - | - | - | - | - | - |
56 | 110.18 | - | - | - | - | - | - | - |
57 | 110.21 | - | - | - | - | - | - | - |
58 | 110.25 | - | - | - | - | - | - | - |
59 | 110.36 | - | - | - | - | - | - | - |
60 | 110.51 | - | - | - | - | - | - | - |
61 | 110.64 | 110.5207 | 110.1144 | 110.9271 | 0.2826 | 0.5206 | 0.9668 | 0.5206 |
62 | 110.95 | 110.9332 | 110.3646 | 111.5018 | 0.4769 | 0.8439 | 0.6644 | 0.9277 |
63 | 111.18 | 111.0133 | 110.3194 | 111.7072 | 0.3189 | 0.571 | 0.5487 | 0.9224 |
64 | 111.19 | 111.0075 | 110.2077 | 111.8073 | 0.3273 | 0.3362 | 0.5171 | 0.8886 |
65 | 111.69 | 110.7118 | 109.8186 | 111.605 | 0.0159 | 0.147 | 0.9844 | 0.6711 |
66 | 111.7 | 110.7688 | 109.791 | 111.7465 | 0.031 | 0.0324 | 0.9727 | 0.698 |
67 | 111.83 | 110.8578 | 109.8022 | 111.9133 | 0.0355 | 0.0589 | 0.9401 | 0.7408 |
68 | 111.77 | 111.1 | 109.972 | 112.228 | 0.1222 | 0.1023 | 0.945 | 0.8474 |
69 | 111.73 | 111.1117 | 109.9156 | 112.3077 | 0.1555 | 0.1403 | 0.9302 | 0.8379 |
70 | 112.01 | 111.1167 | 109.8563 | 112.3772 | 0.0824 | 0.1701 | 0.9111 | 0.8273 |
71 | 111.86 | 110.8819 | 109.5602 | 112.2036 | 0.0735 | 0.0472 | 0.7805 | 0.7093 |
72 | 112.04 | 110.9897 | 109.6094 | 112.37 | 0.0679 | 0.1083 | 0.7521 | 0.7521 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0019 | 0.0011 | 1e-04 | 0.0142 | 0.0012 | 0.0344 |
62 | 0.0026 | 2e-04 | 0 | 3e-04 | 0 | 0.0049 |
63 | 0.0032 | 0.0015 | 1e-04 | 0.0278 | 0.0023 | 0.0481 |
64 | 0.0037 | 0.0016 | 1e-04 | 0.0333 | 0.0028 | 0.0527 |
65 | 0.0041 | 0.0088 | 7e-04 | 0.9568 | 0.0797 | 0.2824 |
66 | 0.0045 | 0.0084 | 7e-04 | 0.8672 | 0.0723 | 0.2688 |
67 | 0.0049 | 0.0088 | 7e-04 | 0.9452 | 0.0788 | 0.2807 |
68 | 0.0052 | 0.006 | 5e-04 | 0.4489 | 0.0374 | 0.1934 |
69 | 0.0055 | 0.0056 | 5e-04 | 0.3823 | 0.0319 | 0.1785 |
70 | 0.0058 | 0.008 | 7e-04 | 0.7979 | 0.0665 | 0.2579 |
71 | 0.0061 | 0.0088 | 7e-04 | 0.9567 | 0.0797 | 0.2824 |
72 | 0.0063 | 0.0095 | 8e-04 | 1.1031 | 0.0919 | 0.3032 |