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 | 1.2292 | - | - | - | - | - | - | - |
57 | 1.2256 | - | - | - | - | - | - | - |
58 | 1.2015 | - | - | - | - | - | - | - |
59 | 1.1786 | - | - | - | - | - | - | - |
60 | 1.1856 | - | - | - | - | - | - | - |
61 | 1.2103 | - | - | - | - | - | - | - |
62 | 1.1938 | - | - | - | - | - | - | - |
63 | 1.202 | - | - | - | - | - | - | - |
64 | 1.2271 | - | - | - | - | - | - | - |
65 | 1.277 | - | - | - | - | - | - | - |
66 | 1.265 | - | - | - | - | - | - | - |
67 | 1.2684 | - | - | - | - | - | - | - |
68 | 1.2811 | - | - | - | - | - | - | - |
69 | 1.2727 | 1.2853 | 1.2433 | 1.3261 | 0.2715 | 0.5808 | 0.998 | 0.5808 |
70 | 1.2611 | 1.284 | 1.2104 | 1.3536 | 0.2594 | 0.625 | 0.9899 | 0.5326 |
71 | 1.2881 | 1.2822 | 1.1877 | 1.3702 | 0.4475 | 0.6806 | 0.9895 | 0.5095 |
72 | 1.3213 | 1.2818 | 1.1727 | 1.3824 | 0.2209 | 0.4514 | 0.9696 | 0.5057 |
73 | 1.2999 | 1.2824 | 1.161 | 1.3932 | 0.3785 | 0.2458 | 0.8989 | 0.5092 |
74 | 1.3074 | 1.2823 | 1.1495 | 1.4026 | 0.3413 | 0.3872 | 0.9253 | 0.5078 |
75 | 1.3242 | 1.2825 | 1.1387 | 1.4116 | 0.2633 | 0.3526 | 0.889 | 0.5083 |
76 | 1.3516 | 1.2829 | 1.1289 | 1.4203 | 0.1636 | 0.2779 | 0.7869 | 0.5102 |
77 | 1.3511 | 1.2838 | 1.1201 | 1.4288 | 0.1815 | 0.1797 | 0.5364 | 0.5143 |
78 | 1.3419 | 1.2836 | 1.1105 | 1.4359 | 0.2265 | 0.1925 | 0.5944 | 0.5126 |
79 | 1.3716 | 1.2836 | 1.1016 | 1.4429 | 0.1394 | 0.2366 | 0.5743 | 0.5124 |
80 | 1.3622 | 1.2838 | 1.0932 | 1.4496 | 0.1771 | 0.1497 | 0.513 | 0.513 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
69 | 0.0162 | -0.0098 | 8e-04 | 2e-04 | 0 | 0.0036 |
70 | 0.0276 | -0.0178 | 0.0015 | 5e-04 | 0 | 0.0066 |
71 | 0.035 | 0.0046 | 4e-04 | 0 | 0 | 0.0017 |
72 | 0.04 | 0.0308 | 0.0026 | 0.0016 | 1e-04 | 0.0114 |
73 | 0.0441 | 0.0136 | 0.0011 | 3e-04 | 0 | 0.005 |
74 | 0.0479 | 0.0196 | 0.0016 | 6e-04 | 1e-04 | 0.0072 |
75 | 0.0514 | 0.0325 | 0.0027 | 0.0017 | 1e-04 | 0.012 |
76 | 0.0547 | 0.0536 | 0.0045 | 0.0047 | 4e-04 | 0.0198 |
77 | 0.0577 | 0.0525 | 0.0044 | 0.0045 | 4e-04 | 0.0194 |
78 | 0.0606 | 0.0455 | 0.0038 | 0.0034 | 3e-04 | 0.0168 |
79 | 0.0633 | 0.0685 | 0.0057 | 0.0077 | 6e-04 | 0.0254 |
80 | 0.0659 | 0.061 | 0.0051 | 0.0061 | 5e-04 | 0.0226 |