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 | 0.7357 | - | - | - | - | - | - | - |
37 | 0.7455 | - | - | - | - | - | - | - |
38 | 0.7639 | - | - | - | - | - | - | - |
39 | 0.7958 | - | - | - | - | - | - | - |
40 | 0.7864 | - | - | - | - | - | - | - |
41 | 0.7853 | - | - | - | - | - | - | - |
42 | 0.7903 | - | - | - | - | - | - | - |
43 | 0.7866 | - | - | - | - | - | - | - |
44 | 0.8039 | - | - | - | - | - | - | - |
45 | 0.7916 | - | - | - | - | - | - | - |
46 | 0.7903 | - | - | - | - | - | - | - |
47 | 0.8242 | - | - | - | - | - | - | - |
48 | 0.9567 | - | - | - | - | - | - | - |
49 | 0.885 | 1.0501 | 1.0099 | 1.0903 | 0 | 1 | 1 | 1 |
50 | 0.8865 | 1.1159 | 1.0364 | 1.1954 | 0 | 1 | 1 | 1 |
51 | 0.9258 | 1.1623 | 1.0434 | 1.2813 | 0 | 1 | 1 | 0.9996 |
52 | 0.8948 | 1.195 | 1.0379 | 1.3521 | 1e-04 | 0.9996 | 1 | 0.9985 |
53 | 0.8762 | 1.2181 | 1.0248 | 1.4113 | 3e-04 | 0.9995 | 1 | 0.996 |
54 | 0.8527 | 1.2343 | 1.0071 | 1.4615 | 5e-04 | 0.999 | 0.9999 | 0.9917 |
55 | 0.8536 | 1.2458 | 0.9867 | 1.5048 | 0.0015 | 0.9985 | 0.9997 | 0.9856 |
56 | 0.8805 | 1.2538 | 0.9649 | 1.5428 | 0.0057 | 0.9967 | 0.9989 | 0.9781 |
57 | 0.9155 | 1.2595 | 0.9425 | 1.5765 | 0.0167 | 0.9905 | 0.9981 | 0.9694 |
58 | 0.8961 | 1.2635 | 0.9201 | 1.607 | 0.018 | 0.9765 | 0.9965 | 0.9601 |
59 | 0.9127 | 1.2664 | 0.898 | 1.6348 | 0.0299 | 0.9756 | 0.9907 | 0.9503 |
60 | 0.8857 | 1.2684 | 0.8763 | 1.6604 | 0.0279 | 0.9623 | 0.9404 | 0.9404 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
49 | 0.0195 | -0.1572 | 0 | 0.0273 | 0 | 0 |
50 | 0.0363 | -0.2056 | 0.1814 | 0.0526 | 0.0399 | 0.1999 |
51 | 0.0522 | -0.2035 | 0.1888 | 0.0559 | 0.0453 | 0.2128 |
52 | 0.0671 | -0.2512 | 0.2044 | 0.0901 | 0.0565 | 0.2377 |
53 | 0.0809 | -0.2807 | 0.2196 | 0.1169 | 0.0686 | 0.2619 |
54 | 0.0939 | -0.3092 | 0.2346 | 0.1456 | 0.0814 | 0.2853 |
55 | 0.1061 | -0.3148 | 0.246 | 0.1538 | 0.0918 | 0.3029 |
56 | 0.1176 | -0.2978 | 0.2525 | 0.1394 | 0.0977 | 0.3126 |
57 | 0.1284 | -0.2731 | 0.2548 | 0.1184 | 0.1 | 0.3162 |
58 | 0.1387 | -0.2908 | 0.2584 | 0.135 | 0.1035 | 0.3217 |
59 | 0.1484 | -0.2793 | 0.2603 | 0.1251 | 0.1055 | 0.3248 |
60 | 0.1577 | -0.3017 | 0.2637 | 0.1464 | 0.1089 | 0.33 |