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[48]) |
36 | 1.4587 | - | - | - | - | - | - | - |
37 | 1.4876 | - | - | - | - | - | - | - |
38 | 1.5189 | - | - | - | - | - | - | - |
39 | 1.5783 | - | - | - | - | - | - | - |
40 | 1.5633 | - | - | - | - | - | - | - |
41 | 1.5554 | - | - | - | - | - | - | - |
42 | 1.5757 | - | - | - | - | - | - | - |
43 | 1.5593 | - | - | - | - | - | - | - |
44 | 1.466 | - | - | - | - | - | - | - |
45 | 1.4065 | - | - | - | - | - | - | - |
46 | 1.2759 | - | - | - | - | - | - | - |
47 | 1.2705 | - | - | - | - | - | - | - |
48 | 1.3954 | - | - | - | - | - | - | - |
49 | 1.2793 | 1.3876 | 1.3124 | 1.4627 | 0.0024 | 0.419 | 0.0045 | 0.419 |
50 | 1.2694 | 1.3791 | 1.2728 | 1.4854 | 0.0216 | 0.9671 | 0.005 | 0.3817 |
51 | 1.3282 | 1.363 | 1.2328 | 1.4931 | 0.3003 | 0.9206 | 6e-04 | 0.3126 |
52 | 1.323 | 1.367 | 1.2167 | 1.5173 | 0.2829 | 0.6937 | 0.0052 | 0.3557 |
53 | 1.4135 | 1.3692 | 1.2011 | 1.5372 | 0.3026 | 0.7049 | 0.0149 | 0.3799 |
54 | 1.4042 | 1.3637 | 1.1796 | 1.5478 | 0.333 | 0.2979 | 0.012 | 0.3677 |
55 | 1.4253 | 1.3681 | 1.1693 | 1.567 | 0.2865 | 0.361 | 0.0297 | 0.394 |
56 | 1.4322 | 1.3934 | 1.1809 | 1.606 | 0.3603 | 0.3844 | 0.2517 | 0.4927 |
57 | 1.4632 | 1.4096 | 1.1841 | 1.635 | 0.3205 | 0.422 | 0.5106 | 0.549 |
58 | 1.4713 | 1.445 | 1.2073 | 1.6826 | 0.4141 | 0.4403 | 0.9184 | 0.6587 |
59 | 1.5016 | 1.4464 | 1.1972 | 1.6957 | 0.3322 | 0.4225 | 0.9167 | 0.6559 |
60 | 1.4318 | 1.4126 | 1.1522 | 1.6729 | 0.4424 | 0.2513 | 0.5514 | 0.5514 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0276 | -0.078 | 0 | 0.0117 | 0 | 0 |
50 | 0.0393 | -0.0795 | 0.0788 | 0.012 | 0.0119 | 0.109 |
51 | 0.0487 | -0.0255 | 0.061 | 0.0012 | 0.0083 | 0.0912 |
52 | 0.0561 | -0.0322 | 0.0538 | 0.0019 | 0.0067 | 0.082 |
53 | 0.0626 | 0.0324 | 0.0495 | 0.002 | 0.0058 | 0.076 |
54 | 0.0689 | 0.0297 | 0.0462 | 0.0016 | 0.0051 | 0.0713 |
55 | 0.0742 | 0.0418 | 0.0456 | 0.0033 | 0.0048 | 0.0695 |
56 | 0.0778 | 0.0278 | 0.0434 | 0.0015 | 0.0044 | 0.0664 |
57 | 0.0816 | 0.0381 | 0.0428 | 0.0029 | 0.0042 | 0.0651 |
58 | 0.0839 | 0.0182 | 0.0403 | 7e-04 | 0.0039 | 0.0623 |
59 | 0.0879 | 0.0381 | 0.0401 | 0.003 | 0.0038 | 0.0617 |
60 | 0.094 | 0.0136 | 0.0379 | 4e-04 | 0.0035 | 0.0593 |