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[60]) |
48 | 1.2286 | - | - | - | - | - | - | - |
49 | 1.2613 | - | - | - | - | - | - | - |
50 | 1.2646 | - | - | - | - | - | - | - |
51 | 1.2262 | - | - | - | - | - | - | - |
52 | 1.1985 | - | - | - | - | - | - | - |
53 | 1.2007 | - | - | - | - | - | - | - |
54 | 1.2138 | - | - | - | - | - | - | - |
55 | 1.2266 | - | - | - | - | - | - | - |
56 | 1.2176 | - | - | - | - | - | - | - |
57 | 1.2218 | - | - | - | - | - | - | - |
58 | 1.249 | - | - | - | - | - | - | - |
59 | 1.2991 | - | - | - | - | - | - | - |
60 | 1.3408 | - | - | - | - | - | - | - |
61 | 1.3119 | 1.3508 | 1.2915 | 1.4122 | 0.1072 | 0.6252 | 0.9979 | 0.6252 |
62 | 1.3014 | 1.3508 | 1.2509 | 1.457 | 0.1809 | 0.7636 | 0.9442 | 0.5733 |
63 | 1.3201 | 1.3507 | 1.2232 | 1.4886 | 0.3318 | 0.7582 | 0.9616 | 0.556 |
64 | 1.2938 | 1.3506 | 1.201 | 1.5148 | 0.2487 | 0.6422 | 0.9653 | 0.5467 |
65 | 1.2694 | 1.3506 | 1.1821 | 1.5378 | 0.1975 | 0.7241 | 0.9418 | 0.541 |
66 | 1.2165 | 1.3507 | 1.1655 | 1.5587 | 0.103 | 0.7781 | 0.9014 | 0.5371 |
67 | 1.2037 | 1.3507 | 1.1505 | 1.5779 | 0.1023 | 0.8765 | 0.8579 | 0.5341 |
68 | 1.2292 | 1.3507 | 1.1367 | 1.5958 | 0.1657 | 0.8801 | 0.8564 | 0.5315 |
69 | 1.2256 | 1.3507 | 1.1239 | 1.6127 | 0.1747 | 0.8183 | 0.8325 | 0.5295 |
70 | 1.2015 | 1.3508 | 1.112 | 1.6289 | 0.1464 | 0.8111 | 0.7634 | 0.528 |
71 | 1.1786 | 1.3509 | 1.1009 | 1.6445 | 0.125 | 0.8408 | 0.6353 | 0.5269 |
72 | 1.1856 | 1.351 | 1.0903 | 1.6594 | 0.1465 | 0.8635 | 0.5259 | 0.5259 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0232 | -0.0288 | 0.0024 | 0.0015 | 1e-04 | 0.0112 |
62 | 0.0401 | -0.0366 | 0.003 | 0.0024 | 2e-04 | 0.0143 |
63 | 0.0521 | -0.0227 | 0.0019 | 9e-04 | 1e-04 | 0.0088 |
64 | 0.062 | -0.0421 | 0.0035 | 0.0032 | 3e-04 | 0.0164 |
65 | 0.0707 | -0.0601 | 0.005 | 0.0066 | 5e-04 | 0.0235 |
66 | 0.0786 | -0.0993 | 0.0083 | 0.018 | 0.0015 | 0.0387 |
67 | 0.0858 | -0.1088 | 0.0091 | 0.0216 | 0.0018 | 0.0424 |
68 | 0.0926 | -0.0899 | 0.0075 | 0.0148 | 0.0012 | 0.0351 |
69 | 0.099 | -0.0926 | 0.0077 | 0.0156 | 0.0013 | 0.0361 |
70 | 0.1051 | -0.1105 | 0.0092 | 0.0223 | 0.0019 | 0.0431 |
71 | 0.1109 | -0.1276 | 0.0106 | 0.0297 | 0.0025 | 0.0497 |
72 | 0.1165 | -0.1224 | 0.0102 | 0.0274 | 0.0023 | 0.0478 |