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 | 213.4 | - | - | - | - | - | - | - |
49 | 213.7 | - | - | - | - | - | - | - |
50 | 214 | - | - | - | - | - | - | - |
51 | 214.3 | - | - | - | - | - | - | - |
52 | 214.8 | - | - | - | - | - | - | - |
53 | 215 | - | - | - | - | - | - | - |
54 | 215.9 | - | - | - | - | - | - | - |
55 | 216.4 | - | - | - | - | - | - | - |
56 | 216.9 | - | - | - | - | - | - | - |
57 | 217.2 | - | - | - | - | - | - | - |
58 | 217.5 | - | - | - | - | - | - | - |
59 | 217.9 | - | - | - | - | - | - | - |
60 | 218.1 | - | - | - | - | - | - | - |
61 | 218.6 | 218.3768 | 217.8417 | 218.9119 | 0.2068 | 0.8447 | 1 | 0.8447 |
62 | 218.9 | 218.8572 | 218.0195 | 219.6949 | 0.4601 | 0.7263 | 1 | 0.9618 |
63 | 219.3 | 219.3702 | 218.2697 | 220.4707 | 0.4503 | 0.7988 | 1 | 0.9882 |
64 | 220.4 | 220.1501 | 218.9117 | 221.3885 | 0.3462 | 0.9108 | 1 | 0.9994 |
65 | 220.9 | 220.6302 | 219.3009 | 221.9596 | 0.3454 | 0.6329 | 1 | 0.9999 |
66 | 221 | 220.9911 | 219.5965 | 222.3857 | 0.495 | 0.5509 | 1 | 1 |
67 | 221.8 | 221.4793 | 220.0151 | 222.9435 | 0.3338 | 0.7394 | 1 | 1 |
68 | 222 | 221.7767 | 220.2363 | 223.3171 | 0.3881 | 0.4882 | 1 | 1 |
69 | 222.2 | 222.2954 | 220.6715 | 223.9193 | 0.4542 | 0.6393 | 1 | 1 |
70 | 222.5 | 222.4372 | 220.7314 | 224.143 | 0.4712 | 0.6074 | 1 | 1 |
71 | 222.9 | 222.7172 | 220.9339 | 224.5006 | 0.4204 | 0.5943 | 1 | 1 |
72 | 223.1 | 222.9154 | 221.0621 | 224.7688 | 0.4226 | 0.5065 | 1 | 1 |
Univariate ARIMA Extrapolation Forecast Performance | ||||||
time | % S.E. | PE | MAPE | Sq.E | MSE | RMSE |
61 | 0.0013 | 0.001 | 0 | 0.0498 | 0 | 0 |
62 | 0.002 | 2e-04 | 6e-04 | 0.0018 | 0.0258 | 0.1607 |
63 | 0.0026 | -3e-04 | 5e-04 | 0.0049 | 0.0189 | 0.1373 |
64 | 0.0029 | 0.0011 | 7e-04 | 0.0624 | 0.0298 | 0.1725 |
65 | 0.0031 | 0.0012 | 8e-04 | 0.0728 | 0.0384 | 0.1959 |
66 | 0.0032 | 0 | 7e-04 | 1e-04 | 0.032 | 0.1788 |
67 | 0.0034 | 0.0014 | 8e-04 | 0.1029 | 0.0421 | 0.2052 |
68 | 0.0035 | 0.001 | 8e-04 | 0.0499 | 0.0431 | 0.2075 |
69 | 0.0037 | -4e-04 | 8e-04 | 0.0091 | 0.0393 | 0.1982 |
70 | 0.0039 | 3e-04 | 7e-04 | 0.0039 | 0.0358 | 0.1891 |
71 | 0.0041 | 8e-04 | 7e-04 | 0.0334 | 0.0356 | 0.1886 |
72 | 0.0042 | 8e-04 | 7e-04 | 0.0341 | 0.0354 | 0.1882 |