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 | 1.31 | - | - | - | - | - | - | - |
57 | 1.37 | - | - | - | - | - | - | - |
58 | 1.35 | - | - | - | - | - | - | - |
59 | 1.26 | - | - | - | - | - | - | - |
60 | 1.26 | - | - | - | - | - | - | - |
61 | 1.28 | - | - | - | - | - | - | - |
62 | 1.28 | - | - | - | - | - | - | - |
63 | 1.27 | - | - | - | - | - | - | - |
64 | 1.35 | - | - | - | - | - | - | - |
65 | 1.37 | - | - | - | - | - | - | - |
66 | 1.37 | - | - | - | - | - | - | - |
67 | 1.4 | - | - | - | - | - | - | - |
68 | 1.4 | - | - | - | - | - | - | - |
69 | 1.28 | 1.4179 | 1.3483 | 1.49 | 1e-04 | 0.687 | 0.9037 | 0.687 |
70 | 1.23 | 1.4153 | 1.3066 | 1.5302 | 8e-04 | 0.9895 | 0.8674 | 0.603 |
71 | 1.23 | 1.3901 | 1.2628 | 1.5261 | 0.0105 | 0.9895 | 0.9696 | 0.4432 |
72 | 1.25 | 1.384 | 1.2367 | 1.5431 | 0.0494 | 0.9711 | 0.9367 | 0.4218 |
73 | 1.21 | 1.3884 | 1.2247 | 1.5668 | 0.025 | 0.9358 | 0.8831 | 0.4491 |
74 | 1.22 | 1.3931 | 1.2139 | 1.5902 | 0.0425 | 0.9658 | 0.8698 | 0.4728 |
75 | 1.29 | 1.3925 | 1.1998 | 1.6059 | 0.1733 | 0.9434 | 0.8697 | 0.4725 |
76 | 1.32 | 1.4195 | 1.2113 | 1.6515 | 0.2004 | 0.8629 | 0.7213 | 0.5653 |
77 | 1.36 | 1.4236 | 1.203 | 1.671 | 0.3072 | 0.7941 | 0.6644 | 0.5741 |
78 | 1.36 | 1.4263 | 1.1943 | 1.6883 | 0.3098 | 0.6902 | 0.6633 | 0.5781 |
79 | 1.37 | 1.4392 | 1.195 | 1.7164 | 0.3123 | 0.7123 | 0.6092 | 0.6092 |
80 | 1.32 | 1.441 | 1.1864 | 1.7316 | 0.2073 | 0.6839 | 0.6089 | 0.6089 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
69 | 0.0259 | -0.0973 | 0.0081 | 0.019 | 0.0016 | 0.0398 |
70 | 0.0414 | -0.1309 | 0.0109 | 0.0343 | 0.0029 | 0.0535 |
71 | 0.0499 | -0.1152 | 0.0096 | 0.0256 | 0.0021 | 0.0462 |
72 | 0.0587 | -0.0968 | 0.0081 | 0.018 | 0.0015 | 0.0387 |
73 | 0.0656 | -0.1285 | 0.0107 | 0.0318 | 0.0027 | 0.0515 |
74 | 0.0722 | -0.1243 | 0.0104 | 0.03 | 0.0025 | 0.05 |
75 | 0.0782 | -0.0736 | 0.0061 | 0.0105 | 9e-04 | 0.0296 |
76 | 0.0834 | -0.0701 | 0.0058 | 0.0099 | 8e-04 | 0.0287 |
77 | 0.0887 | -0.0447 | 0.0037 | 0.004 | 3e-04 | 0.0184 |
78 | 0.0937 | -0.0465 | 0.0039 | 0.0044 | 4e-04 | 0.0192 |
79 | 0.0983 | -0.0481 | 0.004 | 0.0048 | 4e-04 | 0.02 |
80 | 0.1029 | -0.084 | 0.007 | 0.0146 | 0.0012 | 0.0349 |