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 | 1 | - | - | - | - | - | - | - |
49 | 1.01 | - | - | - | - | - | - | - |
50 | 1.02 | - | - | - | - | - | - | - |
51 | 1.03 | - | - | - | - | - | - | - |
52 | 1.06 | - | - | - | - | - | - | - |
53 | 1.12 | - | - | - | - | - | - | - |
54 | 1.12 | - | - | - | - | - | - | - |
55 | 1.13 | - | - | - | - | - | - | - |
56 | 1.13 | - | - | - | - | - | - | - |
57 | 1.13 | - | - | - | - | - | - | - |
58 | 1.17 | - | - | - | - | - | - | - |
59 | 1.14 | - | - | - | - | - | - | - |
60 | 1.08 | - | - | - | - | - | - | - |
61 | 1.07 | 1.0735 | 1.0142 | 1.1327 | 0.4544 | 0.4144 | 0.9821 | 0.4144 |
62 | 1.12 | 1.0777 | 0.9837 | 1.1716 | 0.1886 | 0.5636 | 0.8855 | 0.4806 |
63 | 1.14 | 1.075 | 0.9612 | 1.1887 | 0.1312 | 0.2189 | 0.7807 | 0.4654 |
64 | 1.21 | 1.0767 | 0.9432 | 1.2102 | 0.0251 | 0.1763 | 0.5969 | 0.4807 |
65 | 1.2 | 1.0756 | 0.9266 | 1.2245 | 0.0508 | 0.0385 | 0.2795 | 0.4768 |
66 | 1.23 | 1.0763 | 0.9124 | 1.2402 | 0.0331 | 0.0696 | 0.3007 | 0.4824 |
67 | 1.29 | 1.0758 | 0.8987 | 1.2529 | 0.0089 | 0.044 | 0.2744 | 0.4816 |
68 | 1.31 | 1.0761 | 0.8865 | 1.2658 | 0.0078 | 0.0136 | 0.2889 | 0.4841 |
69 | 1.37 | 1.0759 | 0.8747 | 1.2772 | 0.0021 | 0.0113 | 0.2993 | 0.4843 |
70 | 1.35 | 1.0761 | 0.8637 | 1.2884 | 0.0057 | 0.0033 | 0.193 | 0.4855 |
71 | 1.26 | 1.076 | 0.8532 | 1.2988 | 0.0528 | 0.008 | 0.2867 | 0.4859 |
72 | 1.26 | 1.076 | 0.8432 | 1.3089 | 0.0608 | 0.0608 | 0.4867 | 0.4867 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0282 | -0.0032 | 3e-04 | 0 | 0 | 0.001 |
62 | 0.0445 | 0.0393 | 0.0033 | 0.0018 | 1e-04 | 0.0122 |
63 | 0.054 | 0.0605 | 0.005 | 0.0042 | 4e-04 | 0.0188 |
64 | 0.0632 | 0.1238 | 0.0103 | 0.0178 | 0.0015 | 0.0385 |
65 | 0.0707 | 0.1157 | 0.0096 | 0.0155 | 0.0013 | 0.0359 |
66 | 0.0777 | 0.1428 | 0.0119 | 0.0236 | 0.002 | 0.0444 |
67 | 0.084 | 0.1991 | 0.0166 | 0.0459 | 0.0038 | 0.0618 |
68 | 0.0899 | 0.2173 | 0.0181 | 0.0547 | 0.0046 | 0.0675 |
69 | 0.0954 | 0.2733 | 0.0228 | 0.0865 | 0.0072 | 0.0849 |
70 | 0.1007 | 0.2546 | 0.0212 | 0.075 | 0.0063 | 0.0791 |
71 | 0.1057 | 0.171 | 0.0143 | 0.0339 | 0.0028 | 0.0531 |
72 | 0.1104 | 0.171 | 0.0142 | 0.0338 | 0.0028 | 0.0531 |