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[46]) |
34 | 111.85 | - | - | - | - | - | - | - |
35 | 112.12 | - | - | - | - | - | - | - |
36 | 112.15 | - | - | - | - | - | - | - |
37 | 112.17 | - | - | - | - | - | - | - |
38 | 112.67 | - | - | - | - | - | - | - |
39 | 112.8 | - | - | - | - | - | - | - |
40 | 113.44 | - | - | - | - | - | - | - |
41 | 113.53 | - | - | - | - | - | - | - |
42 | 114.53 | - | - | - | - | - | - | - |
43 | 114.51 | - | - | - | - | - | - | - |
44 | 115.05 | - | - | - | - | - | - | - |
45 | 116.67 | - | - | - | - | - | - | - |
46 | 117.07 | - | - | - | - | - | - | - |
47 | 116.92 | 117.3144 | 116.7345 | 117.8958 | 0.0918 | 0.795 | 1 | 0.795 |
48 | 117 | 117.6364 | 116.9059 | 118.3691 | 0.0444 | 0.9723 | 1 | 0.9351 |
49 | 117.02 | 117.7119 | 116.825 | 118.602 | 0.0638 | 0.9415 | 1 | 0.9212 |
50 | 117.35 | 118.2516 | 117.2244 | 119.2834 | 0.0434 | 0.9904 | 1 | 0.9876 |
51 | 117.36 | 118.4533 | 117.2925 | 119.6198 | 0.0331 | 0.9681 | 1 | 0.9899 |
52 | 117.82 | 119.1398 | 117.8484 | 120.4383 | 0.0232 | 0.9964 | 1 | 0.9991 |
53 | 117.88 | 119.3073 | 117.8913 | 120.7317 | 0.0248 | 0.9796 | 1 | 0.999 |
54 | 118.24 | 119.9842 | 118.4432 | 121.5352 | 0.0138 | 0.9961 | 1 | 0.9999 |
55 | 118.5 | 120.211 | 118.5497 | 121.884 | 0.0225 | 0.9895 | 1 | 0.9999 |
56 | 118.8 | 120.7926 | 119.0098 | 122.5886 | 0.0148 | 0.9938 | 1 | 1 |
57 | 119.76 | 122.5227 | 120.6104 | 124.4501 | 0.0025 | 0.9999 | 1 | 1 |
58 | 120.09 | 122.8854 | 120.8545 | 124.9332 | 0.0037 | 0.9986 | 1 | 1 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
47 | 0.0025 | -0.0034 | 0 | 0.1556 | 0 | 0 |
48 | 0.0032 | -0.0054 | 0.0044 | 0.405 | 0.2803 | 0.5294 |
49 | 0.0039 | -0.0059 | 0.0049 | 0.4787 | 0.3464 | 0.5886 |
50 | 0.0045 | -0.0076 | 0.0056 | 0.813 | 0.463 | 0.6805 |
51 | 0.005 | -0.0092 | 0.0063 | 1.1953 | 0.6095 | 0.7807 |
52 | 0.0056 | -0.0111 | 0.0071 | 1.7419 | 0.7982 | 0.8934 |
53 | 0.0061 | -0.012 | 0.0078 | 2.0372 | 0.9752 | 0.9875 |
54 | 0.0066 | -0.0145 | 0.0086 | 3.0422 | 1.2336 | 1.1107 |
55 | 0.0071 | -0.0142 | 0.0093 | 2.9276 | 1.4218 | 1.1924 |
56 | 0.0076 | -0.0165 | 0.01 | 3.9703 | 1.6767 | 1.2949 |
57 | 0.008 | -0.0225 | 0.0111 | 7.6327 | 2.2181 | 1.4893 |
58 | 0.0085 | -0.0227 | 0.0121 | 7.8142 | 2.6845 | 1.6384 |