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[49]) |
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 | - | - | - | - | - | - | - |
50 | 0.8865 | 0.8988 | 0.8516 | 0.946 | 0.305 | 0.7164 | 1 | 0.7164 |
51 | 0.9258 | 0.8961 | 0.8355 | 0.9568 | 0.1689 | 0.6222 | 0.9994 | 0.6404 |
52 | 0.8948 | 0.8966 | 0.824 | 0.9692 | 0.4802 | 0.2156 | 0.9985 | 0.6233 |
53 | 0.8762 | 0.8965 | 0.8139 | 0.9792 | 0.3148 | 0.5165 | 0.9958 | 0.6078 |
54 | 0.8527 | 0.8966 | 0.8049 | 0.9882 | 0.1742 | 0.6684 | 0.9885 | 0.5976 |
55 | 0.8536 | 0.8966 | 0.7967 | 0.9964 | 0.1995 | 0.8054 | 0.9846 | 0.5898 |
56 | 0.8805 | 0.8966 | 0.7891 | 1.004 | 0.3847 | 0.7835 | 0.9546 | 0.5835 |
57 | 0.9155 | 0.8966 | 0.7821 | 1.011 | 0.3729 | 0.6083 | 0.9638 | 0.5784 |
58 | 0.8961 | 0.8966 | 0.7754 | 1.0177 | 0.497 | 0.3796 | 0.9572 | 0.5742 |
59 | 0.9127 | 0.8966 | 0.7691 | 1.024 | 0.402 | 0.5028 | 0.8671 | 0.5706 |
60 | 0.8857 | 0.8966 | 0.7631 | 1.03 | 0.4366 | 0.4063 | 0.1885 | 0.5674 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
50 | 0.0268 | -0.0137 | 0 | 2e-04 | 0 | 0 |
51 | 0.0345 | 0.0331 | 0.0234 | 9e-04 | 5e-04 | 0.0227 |
52 | 0.0413 | -0.0021 | 0.0163 | 0 | 3e-04 | 0.0186 |
53 | 0.047 | -0.0227 | 0.0179 | 4e-04 | 4e-04 | 0.019 |
54 | 0.0522 | -0.0489 | 0.0241 | 0.0019 | 7e-04 | 0.026 |
55 | 0.0568 | -0.0479 | 0.0281 | 0.0018 | 9e-04 | 0.0295 |
56 | 0.0611 | -0.0179 | 0.0266 | 3e-04 | 8e-04 | 0.028 |
57 | 0.0651 | 0.0211 | 0.0259 | 4e-04 | 7e-04 | 0.027 |
58 | 0.0689 | -5e-04 | 0.0231 | 0 | 6e-04 | 0.0255 |
59 | 0.0725 | 0.018 | 0.0226 | 3e-04 | 6e-04 | 0.0247 |
60 | 0.0759 | -0.0121 | 0.0216 | 1e-04 | 6e-04 | 0.0238 |