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[68]) |
56 | 1.06 | - | - | - | - | - | - | - |
57 | 1.08 | - | - | - | - | - | - | - |
58 | 1.09 | - | - | - | - | - | - | - |
59 | 1.04 | - | - | - | - | - | - | - |
60 | 1 | - | - | - | - | - | - | - |
61 | 1.01 | - | - | - | - | - | - | - |
62 | 1.02 | - | - | - | - | - | - | - |
63 | 1.04 | - | - | - | - | - | - | - |
64 | 1.06 | - | - | - | - | - | - | - |
65 | 1.06 | - | - | - | - | - | - | - |
66 | 1.06 | - | - | - | - | - | - | - |
67 | 1.06 | - | - | - | - | - | - | - |
68 | 1.06 | - | - | - | - | - | - | - |
69 | 1.02 | 1.0581 | 1.0045 | 1.1137 | 0.0893 | 0.4737 | 0.2202 | 0.4737 |
70 | 0.98 | 1.066 | 0.9793 | 1.1579 | 0.0334 | 0.8365 | 0.3042 | 0.5507 |
71 | 0.99 | 1.0659 | 0.9585 | 1.1814 | 0.0989 | 0.9275 | 0.6699 | 0.5399 |
72 | 0.99 | 1.0666 | 0.9448 | 1.1991 | 0.1285 | 0.8715 | 0.8379 | 0.539 |
73 | 0.94 | 1.0582 | 0.9253 | 1.204 | 0.056 | 0.8205 | 0.7416 | 0.4905 |
74 | 0.96 | 1.0615 | 0.9175 | 1.2206 | 0.1056 | 0.9328 | 0.6954 | 0.5074 |
75 | 0.98 | 1.0699 | 0.915 | 1.2423 | 0.1532 | 0.8944 | 0.6333 | 0.545 |
76 | 1.01 | 1.0781 | 0.9129 | 1.2633 | 0.2354 | 0.8506 | 0.5762 | 0.5762 |
77 | 1.01 | 1.0763 | 0.9023 | 1.2725 | 0.2538 | 0.7462 | 0.5647 | 0.5647 |
78 | 1.02 | 1.0872 | 0.9035 | 1.2955 | 0.2637 | 0.7661 | 0.6009 | 0.6009 |
79 | 1.04 | 1.0925 | 0.9001 | 1.3119 | 0.3196 | 0.7413 | 0.6141 | 0.6141 |
80 | 1.03 | 1.0925 | 0.8925 | 1.3219 | 0.2967 | 0.673 | 0.6093 | 0.6093 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
69 | 0.0268 | -0.036 | 0.003 | 0.0015 | 1e-04 | 0.011 |
70 | 0.044 | -0.0807 | 0.0067 | 0.0074 | 6e-04 | 0.0248 |
71 | 0.0553 | -0.0712 | 0.0059 | 0.0058 | 5e-04 | 0.0219 |
72 | 0.0634 | -0.0718 | 0.006 | 0.0059 | 5e-04 | 0.0221 |
73 | 0.0703 | -0.1117 | 0.0093 | 0.014 | 0.0012 | 0.0341 |
74 | 0.0765 | -0.0956 | 0.008 | 0.0103 | 9e-04 | 0.0293 |
75 | 0.0822 | -0.0841 | 0.007 | 0.0081 | 7e-04 | 0.026 |
76 | 0.0876 | -0.0632 | 0.0053 | 0.0046 | 4e-04 | 0.0197 |
77 | 0.093 | -0.0616 | 0.0051 | 0.0044 | 4e-04 | 0.0191 |
78 | 0.0978 | -0.0618 | 0.0051 | 0.0045 | 4e-04 | 0.0194 |
79 | 0.1025 | -0.048 | 0.004 | 0.0028 | 2e-04 | 0.0151 |
80 | 0.1071 | -0.0572 | 0.0048 | 0.0039 | 3e-04 | 0.018 |