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 | 1.06 | 1.0082 | 1.1129 | 0.069 | 0.5003 | 0.2295 | 0.5003 |
70 | 0.98 | 1.06 | 0.9767 | 1.1461 | 0.0342 | 0.819 | 0.2474 | 0.5002 |
71 | 0.99 | 1.06 | 0.9545 | 1.17 | 0.1059 | 0.9232 | 0.6394 | 0.5002 |
72 | 0.99 | 1.06 | 0.9364 | 1.1897 | 0.145 | 0.855 | 0.8178 | 0.5001 |
73 | 0.94 | 1.06 | 0.9208 | 1.207 | 0.0547 | 0.8248 | 0.7477 | 0.5001 |
74 | 0.96 | 1.06 | 0.9069 | 1.2225 | 0.1138 | 0.9261 | 0.6853 | 0.5001 |
75 | 0.98 | 1.06 | 0.8943 | 1.2368 | 0.1875 | 0.8662 | 0.5878 | 0.5001 |
76 | 1.01 | 1.06 | 0.8827 | 1.2501 | 0.303 | 0.7953 | 0.5001 | 0.5001 |
77 | 1.01 | 1.06 | 0.8718 | 1.2627 | 0.3142 | 0.6858 | 0.5001 | 0.5001 |
78 | 1.02 | 1.06 | 0.8616 | 1.2745 | 0.3573 | 0.6762 | 0.5001 | 0.5001 |
79 | 1.04 | 1.06 | 0.852 | 1.2858 | 0.431 | 0.6359 | 0.5001 | 0.5001 |
80 | 1.03 | 1.06 | 0.8429 | 1.2966 | 0.4018 | 0.5659 | 0.5001 | 0.5001 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
69 | 0.0255 | -0.0378 | 0.0031 | 0.0016 | 1e-04 | 0.0116 |
70 | 0.0414 | -0.0755 | 0.0063 | 0.0064 | 5e-04 | 0.0231 |
71 | 0.0529 | -0.0661 | 0.0055 | 0.0049 | 4e-04 | 0.0202 |
72 | 0.0624 | -0.0661 | 0.0055 | 0.0049 | 4e-04 | 0.0202 |
73 | 0.0707 | -0.1132 | 0.0094 | 0.0144 | 0.0012 | 0.0346 |
74 | 0.0782 | -0.0944 | 0.0079 | 0.01 | 8e-04 | 0.0289 |
75 | 0.0851 | -0.0755 | 0.0063 | 0.0064 | 5e-04 | 0.0231 |
76 | 0.0915 | -0.0472 | 0.0039 | 0.0025 | 2e-04 | 0.0144 |
77 | 0.0975 | -0.0472 | 0.0039 | 0.0025 | 2e-04 | 0.0144 |
78 | 0.1032 | -0.0378 | 0.0031 | 0.0016 | 1e-04 | 0.0116 |
79 | 0.1087 | -0.0189 | 0.0016 | 4e-04 | 0 | 0.0058 |
80 | 0.1139 | -0.0283 | 0.0024 | 9e-04 | 1e-04 | 0.0087 |