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 | 101.94 | - | - | - | - | - | - | - |
49 | 102.34 | - | - | - | - | - | - | - |
50 | 102.34 | - | - | - | - | - | - | - |
51 | 102.34 | - | - | - | - | - | - | - |
52 | 102.34 | - | - | - | - | - | - | - |
53 | 102.34 | - | - | - | - | - | - | - |
54 | 102.34 | - | - | - | - | - | - | - |
55 | 102.34 | - | - | - | - | - | - | - |
56 | 102.34 | - | - | - | - | - | - | - |
57 | 102.34 | - | - | - | - | - | - | - |
58 | 102.45 | - | - | - | - | - | - | - |
59 | 102.45 | - | - | - | - | - | - | - |
60 | 102.45 | - | - | - | - | - | - | - |
61 | 102.5 | 102.45 | 101.3084 | 103.5916 | 0.4658 | 0.5 | 0.5749 | 0.5 |
62 | 102.45 | 102.45 | 100.8355 | 104.0645 | 0.5 | 0.4758 | 0.5531 | 0.5 |
63 | 102.45 | 102.45 | 100.4727 | 104.4273 | 0.5 | 0.5 | 0.5434 | 0.5 |
64 | 102.45 | 102.45 | 100.1668 | 104.7332 | 0.5 | 0.5 | 0.5376 | 0.5 |
65 | 102.45 | 102.45 | 99.8973 | 105.0027 | 0.5 | 0.5 | 0.5337 | 0.5 |
66 | 102.45 | 102.45 | 99.6536 | 105.2464 | 0.5 | 0.5 | 0.5307 | 0.5 |
67 | 102.45 | 102.45 | 99.4296 | 105.4704 | 0.5 | 0.5 | 0.5285 | 0.5 |
68 | 102.45 | 102.45 | 99.221 | 105.679 | 0.5 | 0.5 | 0.5266 | 0.5 |
69 | 102.45 | 102.45 | 99.0252 | 105.8748 | 0.5 | 0.5 | 0.5251 | 0.5 |
70 | 104.77 | 102.45 | 98.8399 | 106.0601 | 0.1039 | 0.5 | 0.5 | 0.5 |
71 | 104.77 | 102.45 | 98.6637 | 106.2363 | 0.1149 | 0.1149 | 0.5 | 0.5 |
72 | 104.77 | 102.45 | 98.4953 | 106.4047 | 0.1251 | 0.1251 | 0.5 | 0.5 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0057 | 5e-04 | 0 | 0.0025 | 2e-04 | 0.0144 |
62 | 0.008 | 0 | 0 | 0 | 0 | 0 |
63 | 0.0098 | 0 | 0 | 0 | 0 | 0 |
64 | 0.0114 | 0 | 0 | 0 | 0 | 0 |
65 | 0.0127 | 0 | 0 | 0 | 0 | 0 |
66 | 0.0139 | 0 | 0 | 0 | 0 | 0 |
67 | 0.015 | 0 | 0 | 0 | 0 | 0 |
68 | 0.0161 | 0 | 0 | 0 | 0 | 0 |
69 | 0.0171 | 0 | 0 | 0 | 0 | 0 |
70 | 0.018 | 0.0226 | 0.0019 | 5.3824 | 0.4485 | 0.6697 |
71 | 0.0189 | 0.0226 | 0.0019 | 5.3824 | 0.4485 | 0.6697 |
72 | 0.0197 | 0.0226 | 0.0019 | 5.3824 | 0.4485 | 0.6697 |