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 | 0.53 | - | - | - | - | - | - | - |
49 | 0.53 | - | - | - | - | - | - | - |
50 | 0.54 | - | - | - | - | - | - | - |
51 | 0.55 | - | - | - | - | - | - | - |
52 | 0.55 | - | - | - | - | - | - | - |
53 | 0.55 | - | - | - | - | - | - | - |
54 | 0.55 | - | - | - | - | - | - | - |
55 | 0.55 | - | - | - | - | - | - | - |
56 | 0.55 | - | - | - | - | - | - | - |
57 | 0.55 | - | - | - | - | - | - | - |
58 | 0.55 | - | - | - | - | - | - | - |
59 | 0.56 | - | - | - | - | - | - | - |
60 | 0.56 | - | - | - | - | - | - | - |
61 | 0.56 | 0.5605 | 0.5515 | 0.5695 | 0.4586 | 0.5414 | 1 | 0.5414 |
62 | 0.56 | 0.56 | 0.5476 | 0.5723 | 0.4971 | 0.4971 | 0.9992 | 0.4971 |
63 | 0.56 | 0.5594 | 0.5445 | 0.5744 | 0.4701 | 0.4701 | 0.8916 | 0.4701 |
64 | 0.55 | 0.5594 | 0.5422 | 0.5766 | 0.1411 | 0.474 | 0.8589 | 0.474 |
65 | 0.56 | 0.56 | 0.5408 | 0.5791 | 0.4981 | 0.8457 | 0.8457 | 0.4981 |
66 | 0.55 | 0.56 | 0.539 | 0.5809 | 0.1758 | 0.4982 | 0.8242 | 0.4982 |
67 | 0.55 | 0.56 | 0.5374 | 0.5825 | 0.1939 | 0.8061 | 0.8061 | 0.4984 |
68 | 0.56 | 0.5614 | 0.5372 | 0.5855 | 0.456 | 0.822 | 0.822 | 0.544 |
69 | 0.55 | 0.5595 | 0.534 | 0.5851 | 0.2323 | 0.4859 | 0.7677 | 0.4859 |
70 | 0.55 | 0.5593 | 0.5324 | 0.5862 | 0.2492 | 0.7508 | 0.7508 | 0.4797 |
71 | 0.55 | 0.5597 | 0.5314 | 0.5879 | 0.2512 | 0.7488 | 0.4905 | 0.4905 |
72 | 0.55 | 0.5594 | 0.5299 | 0.5888 | 0.2666 | 0.7334 | 0.4833 | 0.4833 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0082 | -9e-04 | 1e-04 | 0 | 0 | 1e-04 |
62 | 0.0112 | 1e-04 | 0 | 0 | 0 | 0 |
63 | 0.0136 | 0.001 | 1e-04 | 0 | 0 | 2e-04 |
64 | 0.0157 | -0.0169 | 0.0014 | 1e-04 | 0 | 0.0027 |
65 | 0.0175 | 1e-04 | 0 | 0 | 0 | 0 |
66 | 0.0191 | -0.0178 | 0.0015 | 1e-04 | 0 | 0.0029 |
67 | 0.0206 | -0.0178 | 0.0015 | 1e-04 | 0 | 0.0029 |
68 | 0.0219 | -0.0024 | 2e-04 | 0 | 0 | 4e-04 |
69 | 0.0233 | -0.017 | 0.0014 | 1e-04 | 0 | 0.0028 |
70 | 0.0246 | -0.0166 | 0.0014 | 1e-04 | 0 | 0.0027 |
71 | 0.0257 | -0.0173 | 0.0014 | 1e-04 | 0 | 0.0028 |
72 | 0.0269 | -0.0168 | 0.0014 | 1e-04 | 0 | 0.0027 |