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 | 0.8924 | - | - | - | - | - | - | - |
37 | 0.8833 | - | - | - | - | - | - | - |
38 | 0.87 | - | - | - | - | - | - | - |
39 | 0.8758 | - | - | - | - | - | - | - |
40 | 0.8858 | - | - | - | - | - | - | - |
41 | 0.917 | - | - | - | - | - | - | - |
42 | 0.9554 | - | - | - | - | - | - | - |
43 | 0.9922 | - | - | - | - | - | - | - |
44 | 0.9778 | - | - | - | - | - | - | - |
45 | 0.9808 | - | - | - | - | - | - | - |
46 | 0.9811 | - | - | - | - | - | - | - |
47 | 1.0014 | - | - | - | - | - | - | - |
48 | 1.0183 | - | - | - | - | - | - | - |
49 | 1.0622 | 1.024 | 0.9801 | 1.0679 | 0.0442 | 0.6009 | 1 | 0.6009 |
50 | 1.0773 | 1.026 | 0.9526 | 1.0994 | 0.0852 | 0.1666 | 1 | 0.5811 |
51 | 1.0807 | 1.0266 | 0.9294 | 1.1239 | 0.1379 | 0.1536 | 0.9988 | 0.5666 |
52 | 1.0848 | 1.0268 | 0.9096 | 1.1441 | 0.1664 | 0.1841 | 0.9908 | 0.5568 |
53 | 1.1582 | 1.0269 | 0.8923 | 1.1616 | 0.028 | 0.1998 | 0.9452 | 0.5499 |
54 | 1.1663 | 1.0269 | 0.8769 | 1.177 | 0.0344 | 0.0433 | 0.8249 | 0.545 |
55 | 1.1372 | 1.027 | 0.8628 | 1.1911 | 0.094 | 0.048 | 0.661 | 0.5412 |
56 | 1.1139 | 1.027 | 0.8499 | 1.204 | 0.1679 | 0.1112 | 0.7068 | 0.5382 |
57 | 1.1222 | 1.027 | 0.8379 | 1.2161 | 0.1618 | 0.1838 | 0.6838 | 0.5358 |
58 | 1.1692 | 1.027 | 0.8265 | 1.2274 | 0.0821 | 0.1758 | 0.6731 | 0.5337 |
59 | 1.1702 | 1.027 | 0.8158 | 1.2381 | 0.0918 | 0.0934 | 0.5938 | 0.532 |
60 | 1.2286 | 1.027 | 0.8056 | 1.2483 | 0.0371 | 0.1023 | 0.5306 | 0.5306 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0219 | 0.0373 | 0.0031 | 0.0015 | 1e-04 | 0.011 |
50 | 0.0365 | 0.05 | 0.0042 | 0.0026 | 2e-04 | 0.0148 |
51 | 0.0483 | 0.0527 | 0.0044 | 0.0029 | 2e-04 | 0.0156 |
52 | 0.0583 | 0.0564 | 0.0047 | 0.0034 | 3e-04 | 0.0167 |
53 | 0.0669 | 0.1278 | 0.0107 | 0.0172 | 0.0014 | 0.0379 |
54 | 0.0746 | 0.1357 | 0.0113 | 0.0194 | 0.0016 | 0.0402 |
55 | 0.0815 | 0.1074 | 0.0089 | 0.0122 | 0.001 | 0.0318 |
56 | 0.088 | 0.0847 | 0.0071 | 0.0076 | 6e-04 | 0.0251 |
57 | 0.0939 | 0.0927 | 0.0077 | 0.0091 | 8e-04 | 0.0275 |
58 | 0.0996 | 0.1385 | 0.0115 | 0.0202 | 0.0017 | 0.0411 |
59 | 0.1049 | 0.1395 | 0.0116 | 0.0205 | 0.0017 | 0.0413 |
60 | 0.11 | 0.1963 | 0.0164 | 0.0407 | 0.0034 | 0.0582 |